E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 31-May-2023

Day Change Summary
	Previous	Current
	30-May-2023	31-May-2023	Change	Change %	Previous Week
Open	4,273.00	4,255.50	-17.50	-0.4%	4,224.50
High	4,285.25	4,260.25	-25.00	-0.6%	4,263.00
Low	4,242.50	4,216.00	-26.50	-0.6%	4,154.75
Close	4,257.50	4,232.25	-25.25	-0.6%	4,255.50
Range	42.75	44.25	1.50	3.5%	108.25
ATR	51.53	51.01	-0.52	-1.0%	0.00
Volume	12,996	23,199	10,203	78.5%	40,938

Daily Pivots for day following 31-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,369.00	4,344.75	4,256.50
R3	4,324.75	4,300.50	4,244.50
R2	4,280.50	4,280.50	4,240.25
R1	4,256.25	4,256.25	4,236.25	4,246.25
PP	4,236.25	4,236.25	4,236.25	4,231.00
S1	4,212.00	4,212.00	4,228.25	4,202.00
S2	4,192.00	4,192.00	4,224.25
S3	4,147.75	4,167.75	4,220.00
S4	4,103.50	4,123.50	4,208.00

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,549.25	4,510.50	4,315.00
R3	4,441.00	4,402.25	4,285.25
R2	4,332.75	4,332.75	4,275.25
R1	4,294.00	4,294.00	4,265.50	4,313.50
PP	4,224.50	4,224.50	4,224.50	4,234.00
S1	4,185.75	4,185.75	4,245.50	4,205.00
S2	4,116.25	4,116.25	4,235.75
S3	4,008.00	4,077.50	4,225.75
S4	3,899.75	3,969.25	4,196.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,285.25	4,154.75	130.50	3.1%	51.50	1.2%	59%	False	False	12,470
10	4,285.25	4,154.75	130.50	3.1%	51.50	1.2%	59%	False	False	9,381
20	4,285.25	4,098.25	187.00	4.4%	49.75	1.2%	72%	False	False	6,266
40	4,285.25	4,098.25	187.00	4.4%	47.75	1.1%	72%	False	False	4,343
60	4,285.25	3,874.75	410.50	9.7%	56.75	1.3%	87%	False	False	3,389
80	4,285.25	3,874.75	410.50	9.7%	58.00	1.4%	87%	False	False	2,567
100	4,285.25	3,874.75	410.50	9.7%	58.25	1.4%	87%	False	False	2,068

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	8.78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,448.25
2.618	4,376.00
1.618	4,331.75
1.000	4,304.50
0.618	4,287.50
HIGH	4,260.25
0.618	4,243.25
0.500	4,238.00
0.382	4,233.00
LOW	4,216.00
0.618	4,188.75
1.000	4,171.75
1.618	4,144.50
2.618	4,100.25
4.250	4,028.00

Fisher Pivots for day following 31-May-2023
Pivot	1 day	3 day
R1	4,238.00	4,236.25
PP	4,236.25	4,235.00
S1	4,234.25	4,233.50

Download as Excel Spreadsheet

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

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