E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	4,464.25	4,468.00	3.75	0.1%	4,376.00
High	4,485.00	4,532.25	47.25	1.1%	4,414.00
Low	4,431.50	4,441.25	9.75	0.2%	4,352.00
Close	4,464.50	4,518.25	53.75	1.2%	4,393.50
Range	53.50	91.00	37.50	70.1%	62.00
ATR	45.76	48.99	3.23	7.1%	0.00
Volume	688	1,560	872	126.7%	5,869

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,770.25	4,735.25	4,568.25
R3	4,679.25	4,644.25	4,543.25
R2	4,588.25	4,588.25	4,535.00
R1	4,553.25	4,553.25	4,526.50	4,570.75
PP	4,497.25	4,497.25	4,497.25	4,506.00
S1	4,462.25	4,462.25	4,510.00	4,479.75
S2	4,406.25	4,406.25	4,501.50
S3	4,315.25	4,371.25	4,493.25
S4	4,224.25	4,280.25	4,468.25

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	4,532.25	4,373.00	159.25	3.5%	52.50	1.2%	91%	True	False	1,470
10	4,532.25	4,318.00	214.25	4.7%	45.25	1.0%	93%	True	False	1,233
20	4,532.25	4,194.75	337.50	7.5%	47.75	1.1%	96%	True	False	974
40	4,532.25	4,131.00	401.25	8.9%	46.50	1.0%	97%	True	False	618
60	4,532.25	4,000.50	531.75	11.8%	44.25	1.0%	97%	True	False	461
80	4,532.25	3,916.00	616.25	13.6%	46.50	1.0%	98%	True	False	366
100	4,532.25	3,916.00	616.25	13.6%	45.00	1.0%	98%	True	False	306

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.03
Widest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	4,919.00
2.618	4,770.50
1.618	4,679.50
1.000	4,623.25
0.618	4,588.50
HIGH	4,532.25
0.618	4,497.50
0.500	4,486.75
0.382	4,476.00
LOW	4,441.25
0.618	4,385.00
1.000	4,350.25
1.618	4,294.00
2.618	4,203.00
4.250	4,054.50

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	4,507.75	4,506.00
PP	4,497.25	4,494.00
S1	4,486.75	4,482.00

Download as Excel Spreadsheet

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

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