E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 22-May-2023

Day Change Summary
	Previous	Current
	19-May-2023	22-May-2023	Change	Change %	Previous Week
Open	4,215.50	4,189.00	-26.50	-0.6%	4,132.25
High	4,227.25	4,221.75	-5.50	-0.1%	4,227.25
Low	4,191.50	4,186.50	-5.00	-0.1%	4,120.00
Close	4,204.75	4,205.00	0.25	0.0%	4,204.75
Range	35.75	35.25	-0.50	-1.4%	107.25
ATR	50.08	49.02	-1.06	-2.1%	0.00
Volume	1,713,351	1,302,845	-410,506	-24.0%	7,554,785

Daily Pivots for day following 22-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,310.25	4,292.75	4,224.50
R3	4,275.00	4,257.50	4,214.75
R2	4,239.75	4,239.75	4,211.50
R1	4,222.25	4,222.25	4,208.25	4,231.00
PP	4,204.50	4,204.50	4,204.50	4,208.75
S1	4,187.00	4,187.00	4,201.75	4,195.75
S2	4,169.25	4,169.25	4,198.50
S3	4,134.00	4,151.75	4,195.25
S4	4,098.75	4,116.50	4,185.50

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,505.75	4,462.50	4,263.75
R3	4,398.50	4,355.25	4,234.25
R2	4,291.25	4,291.25	4,224.50
R1	4,248.00	4,248.00	4,214.50	4,269.50
PP	4,184.00	4,184.00	4,184.00	4,194.75
S1	4,140.75	4,140.75	4,195.00	4,162.50
S2	4,076.75	4,076.75	4,185.00
S3	3,969.50	4,033.50	4,175.25
S4	3,862.25	3,926.25	4,145.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,227.25	4,120.00	107.25	2.6%	42.75	1.0%	79%	False	False	1,535,693
10	4,227.25	4,111.75	115.50	2.7%	43.00	1.0%	81%	False	False	1,465,412
20	4,227.25	4,062.25	165.00	3.9%	52.25	1.2%	87%	False	False	1,559,000
40	4,227.25	3,980.75	246.50	5.9%	47.25	1.1%	91%	False	False	1,504,997
60	4,227.25	3,839.25	388.00	9.2%	57.75	1.4%	94%	False	False	1,439,211
80	4,244.75	3,839.25	405.50	9.6%	60.00	1.4%	90%	False	False	1,080,640
100	4,244.75	3,838.00	406.75	9.7%	61.25	1.5%	90%	False	False	864,931
120	4,244.75	3,821.50	423.25	10.1%	64.50	1.5%	91%	False	False	720,892

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	9.98
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,371.50
2.618	4,314.00
1.618	4,278.75
1.000	4,257.00
0.618	4,243.50
HIGH	4,221.75
0.618	4,208.25
0.500	4,204.00
0.382	4,200.00
LOW	4,186.50
0.618	4,164.75
1.000	4,151.25
1.618	4,129.50
2.618	4,094.25
4.250	4,036.75

Fisher Pivots for day following 22-May-2023
Pivot	1 day	3 day
R1	4,204.75	4,201.50
PP	4,204.50	4,197.75
S1	4,204.00	4,194.25

Download as Excel Spreadsheet

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

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