E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 16-Jun-2023
Day Change Summary
Previous Current
15-Jun-2023 16-Jun-2023 Change Change % Previous Week
Open 4,550.00 4,576.25 26.25 0.6% 4,448.00
High 4,570.50 4,587.50 17.00 0.4% 4,587.50
Low 4,506.25 4,548.50 42.25 0.9% 4,448.00
Close 4,566.00 4,548.75 -17.25 -0.4% 4,548.75
Range 64.25 39.00 -25.25 -39.3% 139.50
ATR 37.13 37.27 0.13 0.4% 0.00
Volume 283 34 -249 -88.0% 1,400
Daily Pivots for day following 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,678.50 4,652.75 4,570.25
R3 4,639.50 4,613.75 4,559.50
R2 4,600.50 4,600.50 4,556.00
R1 4,574.75 4,574.75 4,552.25 4,568.00
PP 4,561.50 4,561.50 4,561.50 4,558.25
S1 4,535.75 4,535.75 4,545.25 4,529.00
S2 4,522.50 4,522.50 4,541.50
S3 4,483.50 4,496.75 4,538.00
S4 4,444.50 4,457.75 4,527.25
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,946.50 4,887.25 4,625.50
R3 4,807.00 4,747.75 4,587.00
R2 4,667.50 4,667.50 4,574.25
R1 4,608.25 4,608.25 4,561.50 4,638.00
PP 4,528.00 4,528.00 4,528.00 4,543.00
S1 4,468.75 4,468.75 4,536.00 4,498.50
S2 4,388.50 4,388.50 4,523.25
S3 4,249.00 4,329.25 4,510.50
S4 4,109.50 4,189.75 4,472.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,587.50 4,448.00 139.50 3.1% 36.00 0.8% 72% True False 280
10 4,587.50 4,402.75 184.75 4.1% 27.75 0.6% 79% True False 186
20 4,587.50 4,244.25 343.25 7.5% 28.75 0.6% 89% True False 147
40 4,587.50 4,175.00 412.50 9.1% 25.50 0.6% 91% True False 99
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 True
Stretch 5.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,753.25
2.618 4,689.50
1.618 4,650.50
1.000 4,626.50
0.618 4,611.50
HIGH 4,587.50
0.618 4,572.50
0.500 4,568.00
0.382 4,563.50
LOW 4,548.50
0.618 4,524.50
1.000 4,509.50
1.618 4,485.50
2.618 4,446.50
4.250 4,382.75
Fisher Pivots for day following 16-Jun-2023
Pivot 1 day 3 day
R1 4,568.00 4,545.50
PP 4,561.50 4,542.50
S1 4,555.25 4,539.50

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

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