E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 21-Jun-2023
Day Change Summary
Previous Current
20-Jun-2023 21-Jun-2023 Change Change % Previous Week
Open 4,507.75 4,478.00 -29.75 -0.7% 4,399.00
High 4,509.25 4,484.00 -25.25 -0.6% 4,540.50
Low 4,456.75 4,450.00 -6.75 -0.2% 4,395.25
Close 4,481.25 4,455.50 -25.75 -0.6% 4,500.75
Range 52.50 34.00 -18.50 -35.2% 145.25
ATR 48.76 47.71 -1.05 -2.2% 0.00
Volume 1,369 1,642 273 19.9% 8,158
Daily Pivots for day following 21-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,565.25 4,544.25 4,474.25
R3 4,531.25 4,510.25 4,464.75
R2 4,497.25 4,497.25 4,461.75
R1 4,476.25 4,476.25 4,458.50 4,469.75
PP 4,463.25 4,463.25 4,463.25 4,460.00
S1 4,442.25 4,442.25 4,452.50 4,435.75
S2 4,429.25 4,429.25 4,449.25
S3 4,395.25 4,408.25 4,446.25
S4 4,361.25 4,374.25 4,436.75
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,914.50 4,853.00 4,580.75
R3 4,769.25 4,707.75 4,540.75
R2 4,624.00 4,624.00 4,527.50
R1 4,562.50 4,562.50 4,514.00 4,593.25
PP 4,478.75 4,478.75 4,478.75 4,494.25
S1 4,417.25 4,417.25 4,487.50 4,448.00
S2 4,333.50 4,333.50 4,474.00
S3 4,188.25 4,272.00 4,460.75
S4 4,043.00 4,126.75 4,420.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,540.50 4,431.50 109.00 2.4% 54.50 1.2% 22% False False 1,591
10 4,540.50 4,352.00 188.50 4.2% 46.00 1.0% 55% False False 1,524
20 4,540.50 4,194.75 345.75 7.8% 48.00 1.1% 75% False False 1,196
40 4,540.50 4,131.00 409.50 9.2% 48.25 1.1% 79% False False 755
60 4,540.50 4,049.00 491.50 11.0% 43.50 1.0% 83% False False 544
80 4,540.50 3,916.00 624.50 14.0% 47.00 1.1% 86% False False 435
100 4,540.50 3,916.00 624.50 14.0% 45.00 1.0% 86% False False 356
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.18
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,628.50
2.618 4,573.00
1.618 4,539.00
1.000 4,518.00
0.618 4,505.00
HIGH 4,484.00
0.618 4,471.00
0.500 4,467.00
0.382 4,463.00
LOW 4,450.00
0.618 4,429.00
1.000 4,416.00
1.618 4,395.00
2.618 4,361.00
4.250 4,305.50
Fisher Pivots for day following 21-Jun-2023
Pivot 1 day 3 day
R1 4,467.00 4,495.25
PP 4,463.25 4,482.00
S1 4,459.25 4,468.75

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

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