E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 12-Apr-2023

Day Change Summary
	Previous	Current
	11-Apr-2023	12-Apr-2023	Change	Change %	Previous Week
Open	4,138.50	4,137.50	-1.00	0.0%	4,127.00
High	4,151.75	4,177.75	26.00	0.6%	4,171.75
Low	4,128.75	4,113.50	-15.25	-0.4%	4,096.50
Close	4,136.50	4,119.00	-17.50	-0.4%	4,132.00
Range	23.00	64.25	41.25	179.3%	75.25
ATR	58.65	59.05	0.40	0.7%	0.00
Volume	1,221,824	1,853,671	631,847	51.7%	5,732,090

Daily Pivots for day following 12-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,329.50	4,288.50	4,154.25
R3	4,265.25	4,224.25	4,136.75
R2	4,201.00	4,201.00	4,130.75
R1	4,160.00	4,160.00	4,125.00	4,148.50
PP	4,136.75	4,136.75	4,136.75	4,131.00
S1	4,095.75	4,095.75	4,113.00	4,084.00
S2	4,072.50	4,072.50	4,107.25
S3	4,008.25	4,031.50	4,101.25
S4	3,944.00	3,967.25	4,083.75

Weekly Pivots for week ending 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,359.25	4,320.75	4,173.50
R3	4,284.00	4,245.50	4,152.75
R2	4,208.75	4,208.75	4,145.75
R1	4,170.25	4,170.25	4,139.00	4,189.50
PP	4,133.50	4,133.50	4,133.50	4,143.00
S1	4,095.00	4,095.00	4,125.00	4,114.25
S2	4,058.25	4,058.25	4,118.25
S3	3,983.00	4,019.75	4,111.25
S4	3,907.75	3,944.50	4,090.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,177.75	4,096.50	81.25	2.0%	41.25	1.0%	28%	True	False	1,402,520
10	4,177.75	4,006.00	171.75	4.2%	45.25	1.1%	66%	True	False	1,438,902
20	4,177.75	3,865.00	312.75	7.6%	62.00	1.5%	81%	True	False	1,701,384
40	4,223.75	3,839.25	384.50	9.3%	65.50	1.6%	73%	False	False	1,078,003
60	4,244.75	3,839.25	405.50	9.8%	65.75	1.6%	69%	False	False	719,848
80	4,244.75	3,821.50	423.25	10.3%	67.75	1.6%	70%	False	False	540,252
100	4,244.75	3,821.50	423.25	10.3%	67.75	1.6%	70%	False	False	432,272
120	4,244.75	3,705.50	539.25	13.1%	72.00	1.7%	77%	False	False	360,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	8.90
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,450.75
2.618	4,346.00
1.618	4,281.75
1.000	4,242.00
0.618	4,217.50
HIGH	4,177.75
0.618	4,153.25
0.500	4,145.50
0.382	4,138.00
LOW	4,113.50
0.618	4,073.75
1.000	4,049.25
1.618	4,009.50
2.618	3,945.25
4.250	3,840.50

Fisher Pivots for day following 12-Apr-2023
Pivot	1 day	3 day
R1	4,145.50	4,138.25
PP	4,136.75	4,131.75
S1	4,128.00	4,125.50

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

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