E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 16-Jun-2023
Day Change Summary
Previous Current
15-Jun-2023 16-Jun-2023 Change Change % Previous Week
Open 4,422.75 4,469.00 46.25 1.0% 4,349.75
High 4,485.50 4,493.75 8.25 0.2% 4,493.75
Low 4,393.75 4,451.00 57.25 1.3% 4,348.75
Close 4,471.25 4,453.75 -17.50 -0.4% 4,453.75
Range 91.75 42.75 -49.00 -53.4% 145.00
ATR 50.84 50.27 -0.58 -1.1% 0.00
Volume 2,023,296 1,895,105 -128,191 -6.3% 10,791,482
Daily Pivots for day following 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,594.50 4,566.75 4,477.25
R3 4,551.75 4,524.00 4,465.50
R2 4,509.00 4,509.00 4,461.50
R1 4,481.25 4,481.25 4,457.75 4,473.75
PP 4,466.25 4,466.25 4,466.25 4,462.50
S1 4,438.50 4,438.50 4,449.75 4,431.00
S2 4,423.50 4,423.50 4,446.00
S3 4,380.75 4,395.75 4,442.00
S4 4,338.00 4,353.00 4,430.25
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,867.00 4,805.50 4,533.50
R3 4,722.00 4,660.50 4,493.50
R2 4,577.00 4,577.00 4,480.25
R1 4,515.50 4,515.50 4,467.00 4,546.25
PP 4,432.00 4,432.00 4,432.00 4,447.50
S1 4,370.50 4,370.50 4,440.50 4,401.25
S2 4,287.00 4,287.00 4,427.25
S3 4,142.00 4,225.50 4,414.00
S4 3,997.00 4,080.50 4,374.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,493.75 4,348.75 145.00 3.3% 55.00 1.2% 72% True False 2,158,296
10 4,493.75 4,305.75 188.00 4.2% 45.25 1.0% 79% True False 1,239,969
20 4,493.75 4,154.75 339.00 7.6% 49.50 1.1% 88% True False 626,499
40 4,493.75 4,098.25 395.50 8.9% 50.50 1.1% 90% True False 314,924
60 4,493.75 3,966.75 527.00 11.8% 48.25 1.1% 92% True False 210,563
80 4,493.75 3,874.75 619.00 13.9% 55.75 1.3% 94% True False 158,135
100 4,493.75 3,874.75 619.00 13.9% 57.00 1.3% 94% True False 126,524
120 4,493.75 3,873.50 620.25 13.9% 57.75 1.3% 94% True False 105,444
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,675.50
2.618 4,605.75
1.618 4,563.00
1.000 4,536.50
0.618 4,520.25
HIGH 4,493.75
0.618 4,477.50
0.500 4,472.50
0.382 4,467.25
LOW 4,451.00
0.618 4,424.50
1.000 4,408.25
1.618 4,381.75
2.618 4,339.00
4.250 4,269.25
Fisher Pivots for day following 16-Jun-2023
Pivot 1 day 3 day
R1 4,472.50 4,448.75
PP 4,466.25 4,443.75
S1 4,460.00 4,438.50

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

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