E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 02-May-2023

Day Change Summary
	Previous	Current
	01-May-2023	02-May-2023	Change	Change %	Previous Week
Open	4,190.00	4,179.50	-10.50	-0.3%	4,150.00
High	4,206.25	4,191.50	-14.75	-0.4%	4,193.75
Low	4,178.50	4,105.50	-73.00	-1.7%	4,068.75
Close	4,185.75	4,136.75	-49.00	-1.2%	4,188.50
Range	27.75	86.00	58.25	209.9%	125.00
ATR	52.38	54.78	2.40	4.6%	0.00
Volume	1,240,490	2,034,176	793,686	64.0%	8,354,185

Daily Pivots for day following 02-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,402.50	4,355.75	4,184.00
R3	4,316.50	4,269.75	4,160.50
R2	4,230.50	4,230.50	4,152.50
R1	4,183.75	4,183.75	4,144.75	4,164.00
PP	4,144.50	4,144.50	4,144.50	4,134.75
S1	4,097.75	4,097.75	4,128.75	4,078.00
S2	4,058.50	4,058.50	4,121.00
S3	3,972.50	4,011.75	4,113.00
S4	3,886.50	3,925.75	4,089.50

Weekly Pivots for week ending 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,525.25	4,482.00	4,257.25
R3	4,400.25	4,357.00	4,223.00
R2	4,275.25	4,275.25	4,211.50
R1	4,232.00	4,232.00	4,200.00	4,253.50
PP	4,150.25	4,150.25	4,150.25	4,161.25
S1	4,107.00	4,107.00	4,177.00	4,128.50
S2	4,025.25	4,025.25	4,165.50
S3	3,900.25	3,982.00	4,154.00
S4	3,775.25	3,857.00	4,119.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,206.25	4,068.75	137.50	3.3%	61.75	1.5%	49%	False	False	1,705,980
10	4,206.25	4,068.75	137.50	3.3%	50.50	1.2%	49%	False	False	1,633,501
20	4,206.25	4,068.75	137.50	3.3%	47.75	1.2%	49%	False	False	1,549,881
40	4,206.25	3,839.25	367.00	8.9%	61.75	1.5%	81%	False	False	1,633,821
60	4,225.25	3,839.25	386.00	9.3%	61.75	1.5%	77%	False	False	1,092,402
80	4,244.75	3,839.25	405.50	9.8%	63.00	1.5%	73%	False	False	820,041
100	4,244.75	3,821.50	423.25	10.2%	65.75	1.6%	74%	False	False	656,263
120	4,244.75	3,816.25	428.50	10.4%	67.00	1.6%	75%	False	False	546,927

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.93
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	4,557.00
2.618	4,416.75
1.618	4,330.75
1.000	4,277.50
0.618	4,244.75
HIGH	4,191.50
0.618	4,158.75
0.500	4,148.50
0.382	4,138.25
LOW	4,105.50
0.618	4,052.25
1.000	4,019.50
1.618	3,966.25
2.618	3,880.25
4.250	3,740.00

Fisher Pivots for day following 02-May-2023
Pivot	1 day	3 day
R1	4,148.50	4,156.00
PP	4,144.50	4,149.50
S1	4,140.75	4,143.00

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

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