E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 10-Apr-2023

Day Change Summary
	Previous	Current
	07-Apr-2023	10-Apr-2023	Change	Change %	Previous Week
Open	4,159.75	4,174.00	14.25	0.3%	4,168.50
High	4,181.50	4,178.00	-3.50	-0.1%	4,207.50
Low	4,158.50	4,135.00	-23.50	-0.6%	4,131.00
Close	4,167.00	4,173.00	6.00	0.1%	4,167.00
Range	23.00	43.00	20.00	87.0%	76.50
ATR	59.71	58.51	-1.19	-2.0%	0.00
Volume	527	1,246	719	136.4%	10,326

Daily Pivots for day following 10-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,291.00	4,275.00	4,196.75
R3	4,248.00	4,232.00	4,184.75
R2	4,205.00	4,205.00	4,181.00
R1	4,189.00	4,189.00	4,177.00	4,175.50
PP	4,162.00	4,162.00	4,162.00	4,155.25
S1	4,146.00	4,146.00	4,169.00	4,132.50
S2	4,119.00	4,119.00	4,165.00
S3	4,076.00	4,103.00	4,161.25
S4	4,033.00	4,060.00	4,149.25

Weekly Pivots for week ending 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,398.00	4,359.00	4,209.00
R3	4,321.50	4,282.50	4,188.00
R2	4,245.00	4,245.00	4,181.00
R1	4,206.00	4,206.00	4,174.00	4,187.25
PP	4,168.50	4,168.50	4,168.50	4,159.00
S1	4,129.50	4,129.50	4,160.00	4,110.75
S2	4,092.00	4,092.00	4,153.00
S3	4,015.50	4,053.00	4,146.00
S4	3,939.00	3,976.50	4,125.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,207.50	4,131.00	76.50	1.8%	39.75	1.0%	55%	False	False	1,762
10	4,207.50	4,015.00	192.50	4.6%	43.00	1.0%	82%	False	False	1,650
20	4,207.50	3,896.00	311.50	7.5%	63.50	1.5%	89%	False	False	1,601
40	4,262.50	3,874.75	387.75	9.3%	65.00	1.6%	77%	False	False	929
60	4,281.00	3,874.75	406.25	9.7%	63.75	1.5%	73%	False	False	647
80	4,281.00	3,857.00	424.00	10.2%	64.00	1.5%	75%	False	False	491

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	6.85
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,360.75
2.618	4,290.50
1.618	4,247.50
1.000	4,221.00
0.618	4,204.50
HIGH	4,178.00
0.618	4,161.50
0.500	4,156.50
0.382	4,151.50
LOW	4,135.00
0.618	4,108.50
1.000	4,092.00
1.618	4,065.50
2.618	4,022.50
4.250	3,952.25

Fisher Pivots for day following 10-Apr-2023
Pivot	1 day	3 day
R1	4,167.50	4,167.50
PP	4,162.00	4,161.75
S1	4,156.50	4,156.25

Download as Excel Spreadsheet

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

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