E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	4,341.75	4,349.75	8.00	0.2%	4,330.75
High	4,369.50	4,391.25	21.75	0.5%	4,369.50
Low	4,327.50	4,348.75	21.25	0.5%	4,305.75
Close	4,348.75	4,388.00	39.25	0.9%	4,348.75
Range	42.00	42.50	0.50	1.2%	63.75
ATR	47.87	47.49	-0.38	-0.8%	0.00
Volume	1,199,593	2,211,433	1,011,840	84.3%	1,608,216

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,503.50	4,488.25	4,411.50
R3	4,461.00	4,445.75	4,399.75
R2	4,418.50	4,418.50	4,395.75
R1	4,403.25	4,403.25	4,392.00	4,411.00
PP	4,376.00	4,376.00	4,376.00	4,379.75
S1	4,360.75	4,360.75	4,384.00	4,368.50
S2	4,333.50	4,333.50	4,380.25
S3	4,291.00	4,318.25	4,376.25
S4	4,248.50	4,275.75	4,364.50

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,532.50	4,504.50	4,383.75
R3	4,468.75	4,440.75	4,366.25
R2	4,405.00	4,405.00	4,360.50
R1	4,377.00	4,377.00	4,354.50	4,391.00
PP	4,341.25	4,341.25	4,341.25	4,348.50
S1	4,313.25	4,313.25	4,343.00	4,327.25
S2	4,277.50	4,277.50	4,337.00
S3	4,213.75	4,249.50	4,331.25
S4	4,150.00	4,185.75	4,313.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,391.25	4,305.75	85.50	1.9%	37.25	0.9%	96%	True	False	757,586
10	4,391.25	4,216.00	175.25	4.0%	44.00	1.0%	98%	True	False	390,245
20	4,391.25	4,154.75	236.50	5.4%	46.50	1.1%	99%	True	False	198,293
40	4,391.25	4,098.25	293.00	6.7%	48.00	1.1%	99%	True	False	100,612
60	4,391.25	3,925.00	466.25	10.6%	50.25	1.1%	99%	True	False	67,694
80	4,391.25	3,874.75	516.50	11.8%	55.75	1.3%	99%	True	False	50,888
100	4,391.25	3,874.75	516.50	11.8%	57.25	1.3%	99%	True	False	40,725
120	4,391.25	3,857.00	534.25	12.2%	58.25	1.3%	99%	True	False	33,944

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.53
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,572.00
2.618	4,502.50
1.618	4,460.00
1.000	4,433.75
0.618	4,417.50
HIGH	4,391.25
0.618	4,375.00
0.500	4,370.00
0.382	4,365.00
LOW	4,348.75
0.618	4,322.50
1.000	4,306.25
1.618	4,280.00
2.618	4,237.50
4.250	4,168.00

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	4,382.00	4,374.75
PP	4,376.00	4,361.75
S1	4,370.00	4,348.50

Download as Excel Spreadsheet

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

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