E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 4,383.50 4,399.00 15.50 0.4% 4,376.00
High 4,414.00 4,435.25 21.25 0.5% 4,414.00
Low 4,373.00 4,395.25 22.25 0.5% 4,352.00
Close 4,393.50 4,433.25 39.75 0.9% 4,393.50
Range 41.00 40.00 -1.00 -2.4% 62.00
ATR 46.15 45.83 -0.31 -0.7% 0.00
Volume 1,895 910 -985 -52.0% 5,869
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,541.25 4,527.25 4,455.25
R3 4,501.25 4,487.25 4,444.25
R2 4,461.25 4,461.25 4,440.50
R1 4,447.25 4,447.25 4,437.00 4,454.25
PP 4,421.25 4,421.25 4,421.25 4,424.75
S1 4,407.25 4,407.25 4,429.50 4,414.25
S2 4,381.25 4,381.25 4,426.00
S3 4,341.25 4,367.25 4,422.25
S4 4,301.25 4,327.25 4,411.25
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,572.50 4,545.00 4,427.50
R3 4,510.50 4,483.00 4,410.50
R2 4,448.50 4,448.50 4,404.75
R1 4,421.00 4,421.00 4,399.25 4,434.75
PP 4,386.50 4,386.50 4,386.50 4,393.50
S1 4,359.00 4,359.00 4,387.75 4,372.75
S2 4,324.50 4,324.50 4,382.25
S3 4,262.50 4,297.00 4,376.50
S4 4,200.50 4,235.00 4,359.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,435.25 4,352.00 83.25 1.9% 35.25 0.8% 98% True False 1,243
10 4,435.25 4,259.00 176.25 4.0% 42.00 0.9% 99% True False 1,164
20 4,435.25 4,194.75 240.50 5.4% 44.50 1.0% 99% True False 800
40 4,435.25 4,131.00 304.25 6.9% 44.50 1.0% 99% True False 508
60 4,435.25 3,976.00 459.25 10.4% 45.00 1.0% 100% True False 386
80 4,435.25 3,916.00 519.25 11.7% 44.50 1.0% 100% True False 311
100 4,435.25 3,916.00 519.25 11.7% 43.75 1.0% 100% True False 261
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 8.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,605.25
2.618 4,540.00
1.618 4,500.00
1.000 4,475.25
0.618 4,460.00
HIGH 4,435.25
0.618 4,420.00
0.500 4,415.25
0.382 4,410.50
LOW 4,395.25
0.618 4,370.50
1.000 4,355.25
1.618 4,330.50
2.618 4,290.50
4.250 4,225.25
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 4,427.25 4,420.00
PP 4,421.25 4,406.75
S1 4,415.25 4,393.50

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

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