E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 21-Dec-2022
Day Change Summary
Previous Current
20-Dec-2022 21-Dec-2022 Change Change % Previous Week
Open 3,877.75 3,893.50 15.75 0.4% 3,998.00
High 3,899.75 3,951.75 52.00 1.3% 4,202.00
Low 3,837.00 3,889.00 52.00 1.4% 3,889.50
Close 3,882.75 3,939.25 56.50 1.5% 3,912.75
Range 62.75 62.75 0.00 0.0% 312.50
ATR 80.49 79.67 -0.82 -1.0% 0.00
Volume 950 1,021 71 7.5% 5,550
Daily Pivots for day following 21-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,115.00 4,089.75 3,973.75
R3 4,052.25 4,027.00 3,956.50
R2 3,989.50 3,989.50 3,950.75
R1 3,964.25 3,964.25 3,945.00 3,977.00
PP 3,926.75 3,926.75 3,926.75 3,933.00
S1 3,901.50 3,901.50 3,933.50 3,914.00
S2 3,864.00 3,864.00 3,927.75
S3 3,801.25 3,838.75 3,922.00
S4 3,738.50 3,776.00 3,904.75
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,939.00 4,738.25 4,084.50
R3 4,626.50 4,425.75 3,998.75
R2 4,314.00 4,314.00 3,970.00
R1 4,113.25 4,113.25 3,941.50 4,057.50
PP 4,001.50 4,001.50 4,001.50 3,973.50
S1 3,800.75 3,800.75 3,884.00 3,745.00
S2 3,689.00 3,689.00 3,855.50
S3 3,376.50 3,488.25 3,826.75
S4 3,064.00 3,175.75 3,741.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,077.00 3,837.00 240.00 6.1% 81.75 2.1% 43% False False 1,109
10 4,202.00 3,837.00 365.00 9.3% 82.75 2.1% 28% False False 868
20 4,202.00 3,837.00 365.00 9.3% 74.00 1.9% 28% False False 559
40 4,202.00 3,770.50 431.50 11.0% 79.00 2.0% 39% False False 369
60 4,202.00 3,562.00 640.00 16.2% 87.25 2.2% 59% False False 306
80 4,210.25 3,562.00 648.25 16.5% 84.25 2.1% 58% False False 260
Crabel Price Patterns
NR False
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 False
Stretch 14.13
Fibonacci Retracements and Extensions
4.250 4,218.50
2.618 4,116.00
1.618 4,053.25
1.000 4,014.50
0.618 3,990.50
HIGH 3,951.75
0.618 3,927.75
0.500 3,920.50
0.382 3,913.00
LOW 3,889.00
0.618 3,850.25
1.000 3,826.25
1.618 3,787.50
2.618 3,724.75
4.250 3,622.25
Fisher Pivots for day following 21-Dec-2022
Pivot 1 day 3 day
R1 3,933.00 3,924.25
PP 3,926.75 3,909.25
S1 3,920.50 3,894.50

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

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