E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 16-Jun-2023

Day Change Summary
	Previous	Current
	15-Jun-2023	16-Jun-2023	Change	Change %	Previous Week
Open	4,422.75	4,469.00	46.25	1.0%	4,349.75
High	4,485.50	4,493.75	8.25	0.2%	4,493.75
Low	4,393.75	4,451.00	57.25	1.3%	4,348.75
Close	4,471.25	4,453.75	-17.50	-0.4%	4,453.75
Range	91.75	42.75	-49.00	-53.4%	145.00
ATR	50.84	50.27	-0.58	-1.1%	0.00
Volume	2,023,296	1,895,105	-128,191	-6.3%	10,791,482

Daily Pivots for day following 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,594.50	4,566.75	4,477.25
R3	4,551.75	4,524.00	4,465.50
R2	4,509.00	4,509.00	4,461.50
R1	4,481.25	4,481.25	4,457.75	4,473.75
PP	4,466.25	4,466.25	4,466.25	4,462.50
S1	4,438.50	4,438.50	4,449.75	4,431.00
S2	4,423.50	4,423.50	4,446.00
S3	4,380.75	4,395.75	4,442.00
S4	4,338.00	4,353.00	4,430.25

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,867.00	4,805.50	4,533.50
R3	4,722.00	4,660.50	4,493.50
R2	4,577.00	4,577.00	4,480.25
R1	4,515.50	4,515.50	4,467.00	4,546.25
PP	4,432.00	4,432.00	4,432.00	4,447.50
S1	4,370.50	4,370.50	4,440.50	4,401.25
S2	4,287.00	4,287.00	4,427.25
S3	4,142.00	4,225.50	4,414.00
S4	3,997.00	4,080.50	4,374.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,493.75	4,348.75	145.00	3.3%	55.00	1.2%	72%	True	False	2,158,296
10	4,493.75	4,305.75	188.00	4.2%	45.25	1.0%	79%	True	False	1,239,969
20	4,493.75	4,154.75	339.00	7.6%	49.50	1.1%	88%	True	False	626,499
40	4,493.75	4,098.25	395.50	8.9%	50.50	1.1%	90%	True	False	314,924
60	4,493.75	3,966.75	527.00	11.8%	48.25	1.1%	92%	True	False	210,563
80	4,493.75	3,874.75	619.00	13.9%	55.75	1.3%	94%	True	False	158,135
100	4,493.75	3,874.75	619.00	13.9%	57.00	1.3%	94%	True	False	126,524
120	4,493.75	3,873.50	620.25	13.9%	57.75	1.3%	94%	True	False	105,444

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	14.03
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,675.50
2.618	4,605.75
1.618	4,563.00
1.000	4,536.50
0.618	4,520.25
HIGH	4,493.75
0.618	4,477.50
0.500	4,472.50
0.382	4,467.25
LOW	4,451.00
0.618	4,424.50
1.000	4,408.25
1.618	4,381.75
2.618	4,339.00
4.250	4,269.25

Fisher Pivots for day following 16-Jun-2023
Pivot	1 day	3 day
R1	4,472.50	4,448.75
PP	4,466.25	4,443.75
S1	4,460.00	4,438.50

Download as Excel Spreadsheet

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

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