E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 15-Jun-2023
Day Change Summary
Previous Current
14-Jun-2023 15-Jun-2023 Change Change % Previous Week
Open 4,417.25 4,422.75 5.50 0.1% 4,330.75
High 4,439.50 4,485.50 46.00 1.0% 4,369.50
Low 4,383.50 4,393.75 10.25 0.2% 4,305.75
Close 4,418.50 4,471.25 52.75 1.2% 4,348.75
Range 56.00 91.75 35.75 63.8% 63.75
ATR 47.70 50.84 3.15 6.6% 0.00
Volume 2,142,634 2,023,296 -119,338 -5.6% 1,608,216
Daily Pivots for day following 15-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,725.50 4,690.00 4,521.75
R3 4,633.75 4,598.25 4,496.50
R2 4,542.00 4,542.00 4,488.00
R1 4,506.50 4,506.50 4,479.75 4,524.25
PP 4,450.25 4,450.25 4,450.25 4,459.00
S1 4,414.75 4,414.75 4,462.75 4,432.50
S2 4,358.50 4,358.50 4,454.50
S3 4,266.75 4,323.00 4,446.00
S4 4,175.00 4,231.25 4,420.75
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,532.50 4,504.50 4,383.75
R3 4,468.75 4,440.75 4,366.25
R2 4,405.00 4,405.00 4,360.50
R1 4,377.00 4,377.00 4,354.50 4,391.00
PP 4,341.25 4,341.25 4,341.25 4,348.50
S1 4,313.25 4,313.25 4,343.00 4,327.25
S2 4,277.50 4,277.50 4,337.00
S3 4,213.75 4,249.50 4,331.25
S4 4,150.00 4,185.75 4,313.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,485.50 4,327.50 158.00 3.5% 54.75 1.2% 91% True False 2,019,194
10 4,485.50 4,269.50 216.00 4.8% 48.00 1.1% 93% True False 1,053,164
20 4,485.50 4,154.75 330.75 7.4% 50.00 1.1% 96% True False 532,038
40 4,485.50 4,098.25 387.25 8.7% 50.25 1.1% 96% True False 267,608
60 4,485.50 3,966.75 518.75 11.6% 49.00 1.1% 97% True False 179,007
80 4,485.50 3,874.75 610.75 13.7% 56.00 1.3% 98% True False 134,447
100 4,485.50 3,874.75 610.75 13.7% 57.25 1.3% 98% True False 107,574
120 4,485.50 3,873.50 612.00 13.7% 57.75 1.3% 98% True False 89,652
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.73
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 4,875.50
2.618 4,725.75
1.618 4,634.00
1.000 4,577.25
0.618 4,542.25
HIGH 4,485.50
0.618 4,450.50
0.500 4,439.50
0.382 4,428.75
LOW 4,393.75
0.618 4,337.00
1.000 4,302.00
1.618 4,245.25
2.618 4,153.50
4.250 4,003.75
Fisher Pivots for day following 15-Jun-2023
Pivot 1 day 3 day
R1 4,460.75 4,458.75
PP 4,450.25 4,446.25
S1 4,439.50 4,433.50

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These figures are updated between 7pm and 10pm EST after a trading day.

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