E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 08-Jun-2023
Day Change Summary
Previous Current
07-Jun-2023 08-Jun-2023 Change Change % Previous Week
Open 4,367.75 4,364.50 -3.25 -0.1% 4,316.50
High 4,390.50 4,388.75 -1.75 0.0% 4,383.50
Low 4,357.25 4,352.00 -5.25 -0.1% 4,259.00
Close 4,361.00 4,386.00 25.00 0.6% 4,374.75
Range 33.25 36.75 3.50 10.5% 124.50
ATR 47.30 46.54 -0.75 -1.6% 0.00
Volume 1,227 955 -272 -22.2% 4,867
Daily Pivots for day following 08-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,485.75 4,472.75 4,406.25
R3 4,449.00 4,436.00 4,396.00
R2 4,412.25 4,412.25 4,392.75
R1 4,399.25 4,399.25 4,389.25 4,405.75
PP 4,375.50 4,375.50 4,375.50 4,379.00
S1 4,362.50 4,362.50 4,382.75 4,369.00
S2 4,338.75 4,338.75 4,379.25
S3 4,302.00 4,325.75 4,376.00
S4 4,265.25 4,289.00 4,365.75
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,712.50 4,668.25 4,443.25
R3 4,588.00 4,543.75 4,409.00
R2 4,463.50 4,463.50 4,397.50
R1 4,419.25 4,419.25 4,386.25 4,441.50
PP 4,339.00 4,339.00 4,339.00 4,350.25
S1 4,294.75 4,294.75 4,363.25 4,317.00
S2 4,214.50 4,214.50 4,352.00
S3 4,090.00 4,170.25 4,340.50
S4 3,965.50 4,045.75 4,306.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,391.50 4,318.00 73.50 1.7% 38.25 0.9% 93% False False 996
10 4,391.50 4,218.75 172.75 3.9% 45.25 1.0% 97% False False 1,001
20 4,391.50 4,186.00 205.50 4.7% 45.00 1.0% 97% False False 710
40 4,391.50 4,131.00 260.50 5.9% 45.25 1.0% 98% False False 448
60 4,391.50 3,969.00 422.50 9.6% 46.00 1.0% 99% False False 340
80 4,391.50 3,916.00 475.50 10.8% 45.00 1.0% 99% False False 279
100 4,391.50 3,916.00 475.50 10.8% 43.75 1.0% 99% False False 233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.83
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,545.00
2.618 4,485.00
1.618 4,448.25
1.000 4,425.50
0.618 4,411.50
HIGH 4,388.75
0.618 4,374.75
0.500 4,370.50
0.382 4,366.00
LOW 4,352.00
0.618 4,329.25
1.000 4,315.25
1.618 4,292.50
2.618 4,255.75
4.250 4,195.75
Fisher Pivots for day following 08-Jun-2023
Pivot 1 day 3 day
R1 4,380.75 4,381.00
PP 4,375.50 4,376.25
S1 4,370.50 4,371.25

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

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