E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	4,335.25	4,316.00	-19.25	-0.4%	4,273.00
High	4,347.75	4,346.00	-1.75	0.0%	4,340.75
Low	4,312.25	4,305.75	-6.50	-0.2%	4,216.00
Close	4,317.25	4,341.75	24.50	0.6%	4,331.00
Range	35.50	40.25	4.75	13.4%	124.75
ATR	48.94	48.32	-0.62	-1.3%	0.00
Volume	77,054	259,544	182,490	236.8%	82,804

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,452.00	4,437.00	4,364.00
R3	4,411.75	4,396.75	4,352.75
R2	4,371.50	4,371.50	4,349.25
R1	4,356.50	4,356.50	4,345.50	4,364.00
PP	4,331.25	4,331.25	4,331.25	4,335.00
S1	4,316.25	4,316.25	4,338.00	4,323.75
S2	4,291.00	4,291.00	4,334.25
S3	4,250.75	4,276.00	4,330.75
S4	4,210.50	4,235.75	4,319.50

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,670.25	4,625.25	4,399.50
R3	4,545.50	4,500.50	4,365.25
R2	4,420.75	4,420.75	4,353.75
R1	4,375.75	4,375.75	4,342.50	4,398.25
PP	4,296.00	4,296.00	4,296.00	4,307.00
S1	4,251.00	4,251.00	4,319.50	4,273.50
S2	4,171.25	4,171.25	4,308.25
S3	4,046.50	4,126.25	4,296.75
S4	3,921.75	4,001.50	4,262.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,348.75	4,269.50	79.25	1.8%	41.25	1.0%	91%	False	False	87,134
10	4,348.75	4,172.50	176.25	4.1%	47.50	1.1%	96%	False	False	50,848
20	4,348.75	4,150.00	198.75	4.6%	47.25	1.1%	96%	False	False	28,225
40	4,348.75	4,098.25	250.50	5.8%	48.75	1.1%	97%	False	False	15,447
60	4,348.75	3,925.00	423.75	9.8%	52.00	1.2%	98%	False	False	10,877
80	4,348.75	3,874.75	474.00	10.9%	56.00	1.3%	99%	False	False	8,251
100	4,348.75	3,874.75	474.00	10.9%	57.75	1.3%	99%	False	False	6,617
120	4,348.75	3,857.00	491.75	11.3%	58.25	1.3%	99%	False	False	5,519

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.98
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,517.00
2.618	4,451.25
1.618	4,411.00
1.000	4,386.25
0.618	4,370.75
HIGH	4,346.00
0.618	4,330.50
0.500	4,326.00
0.382	4,321.25
LOW	4,305.75
0.618	4,281.00
1.000	4,265.50
1.618	4,240.75
2.618	4,200.50
4.250	4,134.75

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	4,336.50	4,336.75
PP	4,331.25	4,331.75
S1	4,326.00	4,326.75

Download as Excel Spreadsheet

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

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