E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 23-Jun-2023
Day Change Summary
Previous Current
22-Jun-2023 23-Jun-2023 Change Change % Previous Week
Open 4,410.00 4,425.75 15.75 0.4% 4,458.00
High 4,427.00 4,426.25 -0.75 0.0% 4,462.00
Low 4,393.00 4,381.50 -11.50 -0.3% 4,381.50
Close 4,423.75 4,389.00 -34.75 -0.8% 4,389.00
Range 34.00 44.75 10.75 31.6% 80.50
ATR 48.17 47.92 -0.24 -0.5% 0.00
Volume 1,384,002 1,550,992 166,990 12.1% 5,943,668
Daily Pivots for day following 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,533.25 4,505.75 4,413.50
R3 4,488.50 4,461.00 4,401.25
R2 4,443.75 4,443.75 4,397.25
R1 4,416.25 4,416.25 4,393.00 4,407.50
PP 4,399.00 4,399.00 4,399.00 4,394.50
S1 4,371.50 4,371.50 4,385.00 4,363.00
S2 4,354.25 4,354.25 4,380.75
S3 4,309.50 4,326.75 4,376.75
S4 4,264.75 4,282.00 4,364.50
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,652.25 4,601.25 4,433.25
R3 4,571.75 4,520.75 4,411.25
R2 4,491.25 4,491.25 4,403.75
R1 4,440.25 4,440.25 4,396.50 4,425.50
PP 4,410.75 4,410.75 4,410.75 4,403.50
S1 4,359.75 4,359.75 4,381.50 4,345.00
S2 4,330.25 4,330.25 4,374.25
S3 4,249.75 4,279.25 4,366.75
S4 4,169.25 4,198.75 4,344.75
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 4,381.50 112.25 2.6% 41.50 0.9% 7% False True 1,567,754
10 4,493.75 4,327.50 166.25 3.8% 48.25 1.1% 37% False False 1,793,474
20 4,493.75 4,172.50 321.25 7.3% 48.00 1.1% 67% False False 922,161
40 4,493.75 4,098.25 395.50 9.0% 50.25 1.1% 74% False False 463,255
60 4,493.75 4,087.00 406.75 9.3% 47.50 1.1% 74% False False 309,534
80 4,493.75 3,874.75 619.00 14.1% 55.25 1.3% 83% False False 232,424
100 4,493.75 3,874.75 619.00 14.1% 56.50 1.3% 83% False False 185,959
120 4,493.75 3,874.75 619.00 14.1% 57.50 1.3% 83% False False 154,974
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,616.50
2.618 4,543.50
1.618 4,498.75
1.000 4,471.00
0.618 4,454.00
HIGH 4,426.25
0.618 4,409.25
0.500 4,404.00
0.382 4,398.50
LOW 4,381.50
0.618 4,353.75
1.000 4,336.75
1.618 4,309.00
2.618 4,264.25
4.250 4,191.25
Fisher Pivots for day following 23-Jun-2023
Pivot 1 day 3 day
R1 4,404.00 4,410.00
PP 4,399.00 4,403.00
S1 4,394.00 4,396.00

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

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