E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 29-Mar-2023

Day Change Summary
	Previous	Current
	28-Mar-2023	29-Mar-2023	Change	Change %	Previous Week
Open	4,013.50	4,006.50	-7.00	-0.2%	3,963.75
High	4,023.75	4,061.25	37.50	0.9%	4,073.75
Low	3,980.75	4,006.00	25.25	0.6%	3,897.25
Close	4,001.50	4,057.50	56.00	1.4%	4,001.25
Range	43.00	55.25	12.25	28.5%	176.50
ATR	74.16	73.13	-1.03	-1.4%	0.00
Volume	1,224,495	1,389,352	164,857	13.5%	9,335,341

Daily Pivots for day following 29-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,207.25	4,187.75	4,088.00
R3	4,152.00	4,132.50	4,072.75
R2	4,096.75	4,096.75	4,067.75
R1	4,077.25	4,077.25	4,062.50	4,087.00
PP	4,041.50	4,041.50	4,041.50	4,046.50
S1	4,022.00	4,022.00	4,052.50	4,031.75
S2	3,986.25	3,986.25	4,047.25
S3	3,931.00	3,966.75	4,042.25
S4	3,875.75	3,911.50	4,027.00

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	4,061.25	3,937.00	124.25	3.1%	60.00	1.5%	97%	True	False	1,620,070
10	4,073.75	3,895.00	178.75	4.4%	74.25	1.8%	91%	False	False	1,798,596
20	4,119.50	3,839.25	280.25	6.9%	78.75	1.9%	78%	False	False	1,501,677
40	4,244.75	3,839.25	405.50	10.0%	71.50	1.8%	54%	False	False	754,009
60	4,244.75	3,839.25	405.50	10.0%	69.50	1.7%	54%	False	False	503,431
80	4,244.75	3,821.50	423.25	10.4%	71.50	1.8%	56%	False	False	377,811
100	4,244.75	3,770.50	474.25	11.7%	72.00	1.8%	61%	False	False	302,292
120	4,244.75	3,562.00	682.75	16.8%	76.25	1.9%	73%	False	False	251,936

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	17.70
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,296.00
2.618	4,206.00
1.618	4,150.75
1.000	4,116.50
0.618	4,095.50
HIGH	4,061.25
0.618	4,040.25
0.500	4,033.50
0.382	4,027.00
LOW	4,006.00
0.618	3,971.75
1.000	3,950.75
1.618	3,916.50
2.618	3,861.25
4.250	3,771.25

Fisher Pivots for day following 29-Mar-2023
Pivot	1 day	3 day
R1	4,049.50	4,045.25
PP	4,041.50	4,033.25
S1	4,033.50	4,021.00

Download as Excel Spreadsheet

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

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