E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	4,228.75	4,274.50	45.75	1.1%	4,273.00
High	4,281.50	4,340.75	59.25	1.4%	4,340.75
Low	4,218.50	4,269.50	51.00	1.2%	4,216.00
Close	4,269.75	4,331.00	61.25	1.4%	4,331.00
Range	63.00	71.25	8.25	13.1%	124.75
ATR	51.86	53.25	1.38	2.7%	0.00
Volume	19,562	27,047	7,485	38.3%	82,804

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,527.50	4,500.50	4,370.25
R3	4,456.25	4,429.25	4,350.50
R2	4,385.00	4,385.00	4,344.00
R1	4,358.00	4,358.00	4,337.50	4,371.50
PP	4,313.75	4,313.75	4,313.75	4,320.50
S1	4,286.75	4,286.75	4,324.50	4,300.25
S2	4,242.50	4,242.50	4,318.00
S3	4,171.25	4,215.50	4,311.50
S4	4,100.00	4,144.25	4,291.75

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,670.25	4,625.25	4,399.50
R3	4,545.50	4,500.50	4,365.25
R2	4,420.75	4,420.75	4,353.75
R1	4,375.75	4,375.75	4,342.50	4,398.25
PP	4,296.00	4,296.00	4,296.00	4,307.00
S1	4,251.00	4,251.00	4,319.50	4,273.50
S2	4,171.25	4,171.25	4,308.25
S3	4,046.50	4,126.25	4,296.75
S4	3,921.75	4,001.50	4,262.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,340.75	4,187.25	153.50	3.5%	59.50	1.4%	94%	True	False	18,434
10	4,340.75	4,154.75	186.00	4.3%	53.50	1.2%	95%	True	False	13,028
20	4,340.75	4,113.75	227.00	5.2%	50.00	1.2%	96%	True	False	8,392
40	4,340.75	4,098.25	242.50	5.6%	49.25	1.1%	96%	True	False	5,404
60	4,340.75	3,874.75	466.00	10.8%	56.75	1.3%	98%	True	False	4,147
80	4,340.75	3,874.75	466.00	10.8%	57.75	1.3%	98%	True	False	3,145
100	4,340.75	3,874.75	466.00	10.8%	58.50	1.4%	98%	True	False	2,533
120	4,340.75	3,857.00	483.75	11.2%	59.00	1.4%	98%	True	False	2,114

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.28
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,643.50
2.618	4,527.25
1.618	4,456.00
1.000	4,412.00
0.618	4,384.75
HIGH	4,340.75
0.618	4,313.50
0.500	4,305.00
0.382	4,296.75
LOW	4,269.50
0.618	4,225.50
1.000	4,198.25
1.618	4,154.25
2.618	4,083.00
4.250	3,966.75

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	4,322.50	4,313.50
PP	4,313.75	4,296.00
S1	4,305.00	4,278.50

Download as Excel Spreadsheet

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

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