E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 14-Jun-2023
Day Change Summary
Previous Current
13-Jun-2023 14-Jun-2023 Change Change % Previous Week
Open 4,435.75 4,464.25 28.50 0.6% 4,376.00
High 4,468.50 4,485.00 16.50 0.4% 4,414.00
Low 4,432.00 4,431.50 -0.50 0.0% 4,352.00
Close 4,462.50 4,464.50 2.00 0.0% 4,393.50
Range 36.50 53.50 17.00 46.6% 62.00
ATR 45.17 45.76 0.60 1.3% 0.00
Volume 2,300 688 -1,612 -70.1% 5,869
Daily Pivots for day following 14-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,620.75 4,596.25 4,494.00
R3 4,567.25 4,542.75 4,479.25
R2 4,513.75 4,513.75 4,474.25
R1 4,489.25 4,489.25 4,469.50 4,501.50
PP 4,460.25 4,460.25 4,460.25 4,466.50
S1 4,435.75 4,435.75 4,459.50 4,448.00
S2 4,406.75 4,406.75 4,454.75
S3 4,353.25 4,382.25 4,449.75
S4 4,299.75 4,328.75 4,435.00
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 4,485.00 4,352.00 133.00 3.0% 41.50 0.9% 85% True False 1,349
10 4,485.00 4,261.50 223.50 5.0% 42.50 0.9% 91% True False 1,171
20 4,485.00 4,194.75 290.25 6.5% 46.00 1.0% 93% True False 916
40 4,485.00 4,131.00 354.00 7.9% 45.25 1.0% 94% True False 581
60 4,485.00 4,000.50 484.50 10.9% 44.50 1.0% 96% True False 436
80 4,485.00 3,916.00 569.00 12.7% 45.50 1.0% 96% True False 348
100 4,485.00 3,916.00 569.00 12.7% 44.25 1.0% 96% True False 291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.40
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,712.50
2.618 4,625.00
1.618 4,571.50
1.000 4,538.50
0.618 4,518.00
HIGH 4,485.00
0.618 4,464.50
0.500 4,458.25
0.382 4,452.00
LOW 4,431.50
0.618 4,398.50
1.000 4,378.00
1.618 4,345.00
2.618 4,291.50
4.250 4,204.00
Fisher Pivots for day following 14-Jun-2023
Pivot 1 day 3 day
R1 4,462.50 4,456.50
PP 4,460.25 4,448.25
S1 4,458.25 4,440.00

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

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