E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 30-May-2023

Day Change Summary
	Previous	Current
	26-May-2023	30-May-2023	Change	Change %	Previous Week
Open	4,157.00	4,239.75	82.75	2.0%	4,189.00
High	4,221.25	4,243.25	22.00	0.5%	4,222.75
Low	4,146.00	4,200.00	54.00	1.3%	4,114.00
Close	4,213.25	4,215.00	1.75	0.0%	4,213.25
Range	75.25	43.25	-32.00	-42.5%	108.75
ATR	52.31	51.67	-0.65	-1.2%	0.00
Volume	1,744,425	1,957,579	213,154	12.2%	8,610,855

Daily Pivots for day following 30-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,349.25	4,325.25	4,238.75
R3	4,306.00	4,282.00	4,227.00
R2	4,262.75	4,262.75	4,223.00
R1	4,238.75	4,238.75	4,219.00	4,229.00
PP	4,219.50	4,219.50	4,219.50	4,214.50
S1	4,195.50	4,195.50	4,211.00	4,186.00
S2	4,176.25	4,176.25	4,207.00
S3	4,133.00	4,152.25	4,203.00
S4	4,089.75	4,109.00	4,191.25

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,509.50	4,470.25	4,273.00
R3	4,400.75	4,361.50	4,243.25
R2	4,292.00	4,292.00	4,233.25
R1	4,252.75	4,252.75	4,223.25	4,272.50
PP	4,183.25	4,183.25	4,183.25	4,193.25
S1	4,144.00	4,144.00	4,203.25	4,163.50
S2	4,074.50	4,074.50	4,193.25
S3	3,965.75	4,035.25	4,183.25
S4	3,857.00	3,926.50	4,153.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,243.25	4,114.00	129.25	3.1%	57.00	1.3%	78%	True	False	1,853,117
10	4,243.25	4,114.00	129.25	3.1%	49.75	1.2%	78%	True	False	1,694,405
20	4,243.25	4,062.25	181.00	4.3%	52.00	1.2%	84%	True	False	1,608,948
40	4,243.25	4,062.25	181.00	4.3%	48.50	1.2%	84%	True	False	1,563,067
60	4,243.25	3,839.25	404.00	9.6%	57.75	1.4%	93%	True	False	1,592,154
80	4,243.25	3,839.25	404.00	9.6%	59.00	1.4%	93%	True	False	1,196,198
100	4,244.75	3,839.25	405.50	9.6%	60.50	1.4%	93%	False	False	957,501
120	4,244.75	3,821.50	423.25	10.0%	63.50	1.5%	93%	False	False	798,097

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Bull Hook	False
Stretch	8.80
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,427.00
2.618	4,356.50
1.618	4,313.25
1.000	4,286.50
0.618	4,270.00
HIGH	4,243.25
0.618	4,226.75
0.500	4,221.50
0.382	4,216.50
LOW	4,200.00
0.618	4,173.25
1.000	4,156.75
1.618	4,130.00
2.618	4,086.75
4.250	4,016.25

Fisher Pivots for day following 30-May-2023
Pivot	1 day	3 day
R1	4,221.50	4,205.75
PP	4,219.50	4,196.50
S1	4,217.25	4,187.50

Download as Excel Spreadsheet

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

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