E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 22-Jun-2023

Day Change Summary
	Previous	Current
	21-Jun-2023	22-Jun-2023	Change	Change %	Previous Week
Open	4,478.00	4,458.00	-20.00	-0.4%	4,399.00
High	4,484.00	4,472.50	-11.50	-0.3%	4,540.50
Low	4,450.00	4,439.75	-10.25	-0.2%	4,395.25
Close	4,455.50	4,470.25	14.75	0.3%	4,500.75
Range	34.00	32.75	-1.25	-3.7%	145.25
ATR	47.71	46.64	-1.07	-2.2%	0.00
Volume	1,642	1,410	-232	-14.1%	8,158

Daily Pivots for day following 22-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,559.00	4,547.50	4,488.25
R3	4,526.25	4,514.75	4,479.25
R2	4,493.50	4,493.50	4,476.25
R1	4,482.00	4,482.00	4,473.25	4,487.75
PP	4,460.75	4,460.75	4,460.75	4,463.75
S1	4,449.25	4,449.25	4,467.25	4,455.00
S2	4,428.00	4,428.00	4,464.25
S3	4,395.25	4,416.50	4,461.25
S4	4,362.50	4,383.75	4,452.25

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	4,439.75	100.75	2.3%	50.50	1.1%	30%	False	True	1,736
10	4,540.50	4,352.00	188.50	4.2%	46.00	1.0%	63%	False	False	1,542
20	4,540.50	4,194.75	345.75	7.7%	46.25	1.0%	80%	False	False	1,240
40	4,540.50	4,131.00	409.50	9.2%	47.50	1.1%	83%	False	False	784
60	4,540.50	4,118.50	422.00	9.4%	43.50	1.0%	83%	False	False	568
80	4,540.50	3,916.00	624.50	14.0%	47.25	1.1%	89%	False	False	451
100	4,540.50	3,916.00	624.50	14.0%	45.25	1.0%	89%	False	False	369

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	11.58
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4,611.75
2.618	4,558.25
1.618	4,525.50
1.000	4,505.25
0.618	4,492.75
HIGH	4,472.50
0.618	4,460.00
0.500	4,456.00
0.382	4,452.25
LOW	4,439.75
0.618	4,419.50
1.000	4,407.00
1.618	4,386.75
2.618	4,354.00
4.250	4,300.50

Fisher Pivots for day following 22-Jun-2023
Pivot	1 day	3 day
R1	4,465.50	4,474.50
PP	4,460.75	4,473.00
S1	4,456.00	4,471.75

Download as Excel Spreadsheet

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

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