E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 27-Mar-2023

Day Change Summary
	Previous	Current
	24-Mar-2023	27-Mar-2023	Change	Change %	Previous Week
Open	3,988.75	4,008.00	19.25	0.5%	3,963.75
High	4,010.75	4,034.25	23.50	0.6%	4,073.75
Low	3,937.00	3,997.50	60.50	1.5%	3,897.25
Close	4,001.25	4,007.25	6.00	0.1%	4,001.25
Range	73.75	36.75	-37.00	-50.2%	176.50
ATR	79.62	76.56	-3.06	-3.8%	0.00
Volume	1,944,981	1,304,572	-640,409	-32.9%	9,335,341

Daily Pivots for day following 27-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,123.25	4,102.00	4,027.50
R3	4,086.50	4,065.25	4,017.25
R2	4,049.75	4,049.75	4,014.00
R1	4,028.50	4,028.50	4,010.50	4,020.75
PP	4,013.00	4,013.00	4,013.00	4,009.00
S1	3,991.75	3,991.75	4,004.00	3,984.00
S2	3,976.25	3,976.25	4,000.50
S3	3,939.50	3,955.00	3,997.25
S4	3,902.75	3,918.25	3,987.00

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,520.25	4,437.25	4,098.25
R3	4,343.75	4,260.75	4,049.75
R2	4,167.25	4,167.25	4,033.50
R1	4,084.25	4,084.25	4,017.50	4,125.75
PP	3,990.75	3,990.75	3,990.75	4,011.50
S1	3,907.75	3,907.75	3,985.00	3,949.25
S2	3,814.25	3,814.25	3,969.00
S3	3,637.75	3,731.25	3,952.75
S4	3,461.25	3,554.75	3,904.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,073.75	3,937.00	136.75	3.4%	74.00	1.8%	51%	False	False	1,764,221
10	4,073.75	3,865.00	208.75	5.2%	83.00	2.1%	68%	False	False	2,151,454
20	4,119.50	3,839.25	280.25	7.0%	78.00	1.9%	60%	False	False	1,372,544
40	4,244.75	3,839.25	405.50	10.1%	72.50	1.8%	41%	False	False	688,824
60	4,244.75	3,839.25	405.50	10.1%	69.75	1.7%	41%	False	False	459,931
80	4,244.75	3,821.50	423.25	10.6%	72.75	1.8%	44%	False	False	345,145
100	4,244.75	3,770.50	474.25	11.8%	73.25	1.8%	50%	False	False	276,156
120	4,244.75	3,562.00	682.75	17.0%	77.25	1.9%	65%	False	False	230,156

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	18.88
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	4,190.50
2.618	4,130.50
1.618	4,093.75
1.000	4,071.00
0.618	4,057.00
HIGH	4,034.25
0.618	4,020.25
0.500	4,016.00
0.382	4,011.50
LOW	3,997.50
0.618	3,974.75
1.000	3,960.75
1.618	3,938.00
2.618	3,901.25
4.250	3,841.25

Fisher Pivots for day following 27-Mar-2023
Pivot	1 day	3 day
R1	4,016.00	4,001.00
PP	4,013.00	3,994.50
S1	4,010.00	3,988.25

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

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