E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 21-Apr-2023

Day Change Summary
	Previous	Current
	20-Apr-2023	21-Apr-2023	Change	Change %	Previous Week
Open	4,172.25	4,153.75	-18.50	-0.4%	4,174.25
High	4,173.50	4,161.00	-12.50	-0.3%	4,198.25
Low	4,137.00	4,135.25	-1.75	0.0%	4,135.25
Close	4,152.50	4,156.75	4.25	0.1%	4,156.75
Range	36.50	25.75	-10.75	-29.5%	63.00
ATR	53.21	51.25	-1.96	-3.7%	0.00
Volume	1,768,379	1,645,161	-123,218	-7.0%	7,432,082

Daily Pivots for day following 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,228.25	4,218.25	4,171.00
R3	4,202.50	4,192.50	4,163.75
R2	4,176.75	4,176.75	4,161.50
R1	4,166.75	4,166.75	4,159.00	4,171.75
PP	4,151.00	4,151.00	4,151.00	4,153.50
S1	4,141.00	4,141.00	4,154.50	4,146.00
S2	4,125.25	4,125.25	4,152.00
S3	4,099.50	4,115.25	4,149.75
S4	4,073.75	4,089.50	4,142.50

Weekly Pivots for week ending 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,352.50	4,317.50	4,191.50
R3	4,289.50	4,254.50	4,174.00
R2	4,226.50	4,226.50	4,168.25
R1	4,191.50	4,191.50	4,162.50	4,177.50
PP	4,163.50	4,163.50	4,163.50	4,156.50
S1	4,128.50	4,128.50	4,151.00	4,114.50
S2	4,100.50	4,100.50	4,145.25
S3	4,037.50	4,065.50	4,139.50
S4	3,974.50	4,002.50	4,122.00

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	4,135.25	63.00	1.5%	33.00	0.8%	34%	False	True	1,486,416
10	4,198.25	4,098.75	99.50	2.4%	41.50	1.0%	58%	False	False	1,501,697
20	4,198.25	3,937.00	261.25	6.3%	44.50	1.1%	84%	False	False	1,481,841
40	4,198.25	3,839.25	359.00	8.6%	61.75	1.5%	88%	False	False	1,346,321
60	4,244.75	3,839.25	405.50	9.8%	63.00	1.5%	78%	False	False	899,112
80	4,244.75	3,838.00	406.75	9.8%	63.75	1.5%	78%	False	False	674,824
100	4,244.75	3,821.50	423.25	10.2%	67.25	1.6%	79%	False	False	539,994
120	4,244.75	3,770.50	474.25	11.4%	69.00	1.7%	81%	False	False	450,026

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.40
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4,270.50
2.618	4,228.50
1.618	4,202.75
1.000	4,186.75
0.618	4,177.00
HIGH	4,161.00
0.618	4,151.25
0.500	4,148.00
0.382	4,145.00
LOW	4,135.25
0.618	4,119.25
1.000	4,109.50
1.618	4,093.50
2.618	4,067.75
4.250	4,025.75

Fisher Pivots for day following 21-Apr-2023
Pivot	1 day	3 day
R1	4,154.00	4,161.50
PP	4,151.00	4,159.75
S1	4,148.00	4,158.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols