E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 13-Apr-2023

Day Change Summary
	Previous	Current
	12-Apr-2023	13-Apr-2023	Change	Change %	Previous Week
Open	4,173.25	4,151.25	-22.00	-0.5%	4,168.50
High	4,213.25	4,213.25	0.00	0.0%	4,207.50
Low	4,149.75	4,147.25	-2.50	-0.1%	4,131.00
Close	4,155.25	4,209.50	54.25	1.3%	4,167.00
Range	63.50	66.00	2.50	3.9%	76.50
ATR	56.47	57.15	0.68	1.2%	0.00
Volume	3,126	1,384	-1,742	-55.7%	10,326

Daily Pivots for day following 13-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,388.00	4,364.75	4,245.75
R3	4,322.00	4,298.75	4,227.75
R2	4,256.00	4,256.00	4,221.50
R1	4,232.75	4,232.75	4,215.50	4,244.50
PP	4,190.00	4,190.00	4,190.00	4,195.75
S1	4,166.75	4,166.75	4,203.50	4,178.50
S2	4,124.00	4,124.00	4,197.50
S3	4,058.00	4,100.75	4,191.25
S4	3,992.00	4,034.75	4,173.25

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	4,213.25	4,135.00	78.25	1.9%	43.50	1.0%	95%	True	False	1,662
10	4,213.25	4,113.00	100.25	2.4%	45.00	1.1%	96%	True	False	1,950
20	4,213.25	3,925.00	288.25	6.8%	56.50	1.3%	99%	True	False	1,775
40	4,244.25	3,874.75	369.50	8.8%	63.75	1.5%	91%	False	False	1,089
60	4,281.00	3,874.75	406.25	9.7%	63.25	1.5%	82%	False	False	753
80	4,281.00	3,857.00	424.00	10.1%	63.50	1.5%	83%	False	False	573

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	9.28
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4,493.75
2.618	4,386.00
1.618	4,320.00
1.000	4,279.25
0.618	4,254.00
HIGH	4,213.25
0.618	4,188.00
0.500	4,180.25
0.382	4,172.50
LOW	4,147.25
0.618	4,106.50
1.000	4,081.25
1.618	4,040.50
2.618	3,974.50
4.250	3,866.75

Fisher Pivots for day following 13-Apr-2023
Pivot	1 day	3 day
R1	4,199.75	4,199.75
PP	4,190.00	4,190.00
S1	4,180.25	4,180.25

Download as Excel Spreadsheet

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

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