E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 22-Jun-2023
Day Change Summary
Previous Current
21-Jun-2023 22-Jun-2023 Change Change % Previous Week
Open 4,430.25 4,410.00 -20.25 -0.5% 4,349.75
High 4,438.50 4,427.00 -11.50 -0.3% 4,493.75
Low 4,403.50 4,393.00 -10.50 -0.2% 4,348.75
Close 4,409.25 4,423.75 14.50 0.3% 4,453.75
Range 35.00 34.00 -1.00 -2.9% 145.00
ATR 49.26 48.17 -1.09 -2.2% 0.00
Volume 1,468,258 1,384,002 -84,256 -5.7% 10,791,482
Daily Pivots for day following 22-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,516.50 4,504.25 4,442.50
R3 4,482.50 4,470.25 4,433.00
R2 4,448.50 4,448.50 4,430.00
R1 4,436.25 4,436.25 4,426.75 4,442.50
PP 4,414.50 4,414.50 4,414.50 4,417.75
S1 4,402.25 4,402.25 4,420.75 4,408.50
S2 4,380.50 4,380.50 4,417.50
S3 4,346.50 4,368.25 4,414.50
S4 4,312.50 4,334.25 4,405.00
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 4,393.00 100.75 2.3% 51.00 1.2% 31% False True 1,662,215
10 4,493.75 4,305.75 188.00 4.2% 47.75 1.1% 63% False False 1,664,329
20 4,493.75 4,154.75 339.00 7.7% 48.25 1.1% 79% False False 845,066
40 4,493.75 4,098.25 395.50 8.9% 50.25 1.1% 82% False False 424,559
60 4,493.75 4,041.50 452.25 10.2% 47.75 1.1% 85% False False 283,709
80 4,493.75 3,874.75 619.00 14.0% 55.25 1.2% 89% False False 213,038
100 4,493.75 3,874.75 619.00 14.0% 56.75 1.3% 89% False False 170,450
120 4,493.75 3,874.75 619.00 14.0% 57.25 1.3% 89% False False 142,049
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.20
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,571.50
2.618 4,516.00
1.618 4,482.00
1.000 4,461.00
0.618 4,448.00
HIGH 4,427.00
0.618 4,414.00
0.500 4,410.00
0.382 4,406.00
LOW 4,393.00
0.618 4,372.00
1.000 4,359.00
1.618 4,338.00
2.618 4,304.00
4.250 4,248.50
Fisher Pivots for day following 22-Jun-2023
Pivot 1 day 3 day
R1 4,419.25 4,427.50
PP 4,414.50 4,426.25
S1 4,410.00 4,425.00

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

View Archives - Comment on this page... - Back to Index of Symbols