E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 23-May-2023
Day Change Summary
Previous Current
22-May-2023 23-May-2023 Change Change % Previous Week
Open 4,189.00 4,207.50 18.50 0.4% 4,132.25
High 4,221.75 4,222.75 1.00 0.0% 4,227.25
Low 4,186.50 4,153.00 -33.50 -0.8% 4,120.00
Close 4,205.00 4,158.75 -46.25 -1.1% 4,204.75
Range 35.25 69.75 34.50 97.9% 107.25
ATR 49.02 50.50 1.48 3.0% 0.00
Volume 1,302,845 1,685,056 382,211 29.3% 7,554,785
Daily Pivots for day following 23-May-2023
Classic Woodie Camarilla DeMark
R4 4,387.50 4,342.75 4,197.00
R3 4,317.75 4,273.00 4,178.00
R2 4,248.00 4,248.00 4,171.50
R1 4,203.25 4,203.25 4,165.25 4,190.75
PP 4,178.25 4,178.25 4,178.25 4,172.00
S1 4,133.50 4,133.50 4,152.25 4,121.00
S2 4,108.50 4,108.50 4,146.00
S3 4,038.75 4,063.75 4,139.50
S4 3,969.00 3,994.00 4,120.50
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 4,122.00 105.25 2.5% 50.50 1.2% 35% False False 1,609,366
10 4,227.25 4,111.75 115.50 2.8% 47.75 1.1% 41% False False 1,533,825
20 4,227.25 4,062.25 165.00 4.0% 52.25 1.3% 58% False False 1,554,707
40 4,227.25 3,980.75 246.50 5.9% 48.00 1.2% 72% False False 1,514,509
60 4,227.25 3,839.25 388.00 9.3% 58.00 1.4% 82% False False 1,467,187
80 4,244.75 3,839.25 405.50 9.8% 60.25 1.4% 79% False False 1,101,667
100 4,244.75 3,839.25 405.50 9.8% 61.25 1.5% 79% False False 881,762
120 4,244.75 3,821.50 423.25 10.2% 64.50 1.6% 80% False False 734,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.25
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,519.25
2.618 4,405.25
1.618 4,335.50
1.000 4,292.50
0.618 4,265.75
HIGH 4,222.75
0.618 4,196.00
0.500 4,188.00
0.382 4,179.75
LOW 4,153.00
0.618 4,110.00
1.000 4,083.25
1.618 4,040.25
2.618 3,970.50
4.250 3,856.50
Fisher Pivots for day following 23-May-2023
Pivot 1 day 3 day
R1 4,188.00 4,190.00
PP 4,178.25 4,179.75
S1 4,168.50 4,169.25

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

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