E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 17-May-2023

Day Change Summary
	Previous	Current
	16-May-2023	17-May-2023	Change	Change %	Previous Week
Open	4,148.25	4,126.00	-22.25	-0.5%	4,151.00
High	4,151.50	4,179.00	27.50	0.7%	4,173.25
Low	4,120.00	4,122.00	2.00	0.0%	4,111.75
Close	4,123.00	4,171.50	48.50	1.2%	4,138.00
Range	31.50	57.00	25.50	81.0%	61.50
ATR	50.46	50.93	0.47	0.9%	0.00
Volume	1,316,691	1,584,910	268,219	20.4%	6,822,509

Daily Pivots for day following 17-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,328.50	4,307.00	4,202.75
R3	4,271.50	4,250.00	4,187.25
R2	4,214.50	4,214.50	4,182.00
R1	4,193.00	4,193.00	4,176.75	4,203.75
PP	4,157.50	4,157.50	4,157.50	4,163.00
S1	4,136.00	4,136.00	4,166.25	4,146.75
S2	4,100.50	4,100.50	4,161.00
S3	4,043.50	4,079.00	4,155.75
S4	3,986.50	4,022.00	4,140.25

Weekly Pivots for week ending 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,325.50	4,293.25	4,171.75
R3	4,264.00	4,231.75	4,155.00
R2	4,202.50	4,202.50	4,149.25
R1	4,170.25	4,170.25	4,143.75	4,155.50
PP	4,141.00	4,141.00	4,141.00	4,133.75
S1	4,108.75	4,108.75	4,132.25	4,094.00
S2	4,079.50	4,079.50	4,126.75
S3	4,018.00	4,047.25	4,121.00
S4	3,956.50	3,985.75	4,104.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,179.00	4,111.75	67.25	1.6%	44.25	1.1%	89%	True	False	1,397,750
10	4,179.00	4,062.25	116.75	2.8%	47.00	1.1%	94%	True	False	1,444,394
20	4,206.25	4,062.25	144.00	3.5%	50.50	1.2%	76%	False	False	1,557,236
40	4,206.25	3,937.00	269.25	6.5%	51.00	1.2%	87%	False	False	1,535,197
60	4,206.25	3,839.25	367.00	8.8%	58.75	1.4%	91%	False	False	1,359,981
80	4,244.75	3,839.25	405.50	9.7%	60.50	1.5%	82%	False	False	1,021,040
100	4,244.75	3,821.50	423.25	10.1%	62.25	1.5%	83%	False	False	817,195
120	4,244.75	3,821.50	423.25	10.1%	64.25	1.5%	83%	False	False	681,089

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.08
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,421.25
2.618	4,328.25
1.618	4,271.25
1.000	4,236.00
0.618	4,214.25
HIGH	4,179.00
0.618	4,157.25
0.500	4,150.50
0.382	4,143.75
LOW	4,122.00
0.618	4,086.75
1.000	4,065.00
1.618	4,029.75
2.618	3,972.75
4.250	3,879.75

Fisher Pivots for day following 17-May-2023
Pivot	1 day	3 day
R1	4,164.50	4,164.25
PP	4,157.50	4,156.75
S1	4,150.50	4,149.50

Download as Excel Spreadsheet

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

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