E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 18-Apr-2023

Day Change Summary
	Previous	Current
	17-Apr-2023	18-Apr-2023	Change	Change %	Previous Week
Open	4,174.25	4,177.00	2.75	0.1%	4,139.00
High	4,180.50	4,198.25	17.75	0.4%	4,189.00
Low	4,148.00	4,164.50	16.50	0.4%	4,098.75
Close	4,176.75	4,180.00	3.25	0.1%	4,163.75
Range	32.50	33.75	1.25	3.8%	90.25
ATR	57.10	55.43	-1.67	-2.9%	0.00
Volume	1,298,123	1,427,797	129,674	10.0%	7,584,891

Daily Pivots for day following 18-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,282.25	4,264.75	4,198.50
R3	4,248.50	4,231.00	4,189.25
R2	4,214.75	4,214.75	4,186.25
R1	4,197.25	4,197.25	4,183.00	4,206.00
PP	4,181.00	4,181.00	4,181.00	4,185.25
S1	4,163.50	4,163.50	4,177.00	4,172.25
S2	4,147.25	4,147.25	4,173.75
S3	4,113.50	4,129.75	4,170.75
S4	4,079.75	4,096.00	4,161.50

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,421.25	4,382.75	4,213.50
R3	4,331.00	4,292.50	4,188.50
R2	4,240.75	4,240.75	4,180.25
R1	4,202.25	4,202.25	4,172.00	4,221.50
PP	4,150.50	4,150.50	4,150.50	4,160.00
S1	4,112.00	4,112.00	4,155.50	4,131.25
S2	4,060.25	4,060.25	4,147.25
S3	3,970.00	4,021.75	4,139.00
S4	3,879.75	3,931.50	4,114.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,198.25	4,110.25	88.00	2.1%	49.75	1.2%	79%	True	False	1,584,254
10	4,198.25	4,096.50	101.75	2.4%	44.75	1.1%	82%	True	False	1,466,261
20	4,198.25	3,937.00	261.25	6.3%	52.50	1.3%	93%	True	False	1,525,111
40	4,198.25	3,839.25	359.00	8.6%	64.00	1.5%	95%	True	False	1,229,152
60	4,244.75	3,839.25	405.50	9.7%	64.50	1.5%	84%	False	False	820,816
80	4,244.75	3,821.50	423.25	10.1%	65.75	1.6%	85%	False	False	616,040
100	4,244.75	3,821.50	423.25	10.1%	67.50	1.6%	85%	False	False	492,934
120	4,244.75	3,770.50	474.25	11.3%	70.25	1.7%	86%	False	False	410,808

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	12.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,341.75
2.618	4,286.50
1.618	4,252.75
1.000	4,232.00
0.618	4,219.00
HIGH	4,198.25
0.618	4,185.25
0.500	4,181.50
0.382	4,177.50
LOW	4,164.50
0.618	4,143.75
1.000	4,130.75
1.618	4,110.00
2.618	4,076.25
4.250	4,021.00

Fisher Pivots for day following 18-Apr-2023
Pivot	1 day	3 day
R1	4,181.50	4,176.00
PP	4,181.00	4,172.00
S1	4,180.50	4,168.00

Download as Excel Spreadsheet

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

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