E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 04-Apr-2023
Day Change Summary
Previous Current
03-Apr-2023 04-Apr-2023 Change Change % Previous Week
Open 4,127.00 4,152.50 25.50 0.6% 4,008.00
High 4,157.75 4,171.75 14.00 0.3% 4,142.50
Low 4,122.75 4,115.25 -7.50 -0.2% 3,980.75
Close 4,153.75 4,129.00 -24.75 -0.6% 4,137.75
Range 35.00 56.50 21.50 61.4% 161.75
ATR 67.50 66.72 -0.79 -1.2% 0.00
Volume 1,380,286 1,582,414 202,128 14.6% 6,942,788
Daily Pivots for day following 04-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,308.25 4,275.00 4,160.00
R3 4,251.75 4,218.50 4,144.50
R2 4,195.25 4,195.25 4,139.25
R1 4,162.00 4,162.00 4,134.25 4,150.50
PP 4,138.75 4,138.75 4,138.75 4,132.75
S1 4,105.50 4,105.50 4,123.75 4,094.00
S2 4,082.25 4,082.25 4,118.75
S3 4,025.75 4,049.00 4,113.50
S4 3,969.25 3,992.50 4,098.00
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,572.25 4,516.75 4,226.75
R3 4,410.50 4,355.00 4,182.25
R2 4,248.75 4,248.75 4,167.50
R1 4,193.25 4,193.25 4,152.50 4,221.00
PP 4,087.00 4,087.00 4,087.00 4,101.00
S1 4,031.50 4,031.50 4,123.00 4,059.25
S2 3,925.25 3,925.25 4,108.00
S3 3,763.50 3,869.75 4,093.25
S4 3,601.75 3,708.00 4,048.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,171.75 4,006.00 165.75 4.0% 49.25 1.2% 74% True False 1,475,284
10 4,171.75 3,937.00 234.75 5.7% 59.75 1.4% 82% True False 1,589,035
20 4,171.75 3,839.25 332.50 8.1% 74.75 1.8% 87% True False 1,793,392
40 4,225.25 3,839.25 386.00 9.3% 69.00 1.7% 75% False False 903,134
60 4,244.75 3,839.25 405.50 9.8% 67.25 1.6% 71% False False 603,101
80 4,244.75 3,821.50 423.25 10.3% 70.25 1.7% 73% False False 452,634
100 4,244.75 3,816.25 428.50 10.4% 70.75 1.7% 73% False False 362,160
120 4,244.75 3,562.00 682.75 16.5% 75.00 1.8% 83% False False 301,817
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,412.00
2.618 4,319.75
1.618 4,263.25
1.000 4,228.25
0.618 4,206.75
HIGH 4,171.75
0.618 4,150.25
0.500 4,143.50
0.382 4,136.75
LOW 4,115.25
0.618 4,080.25
1.000 4,058.75
1.618 4,023.75
2.618 3,967.25
4.250 3,875.00
Fisher Pivots for day following 04-Apr-2023
Pivot 1 day 3 day
R1 4,143.50 4,127.50
PP 4,138.75 4,126.25
S1 4,133.75 4,125.00

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

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