E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 20-Jun-2023

Day Change Summary
	Previous	Current
	16-Jun-2023	20-Jun-2023	Change	Change %	Previous Week
Open	4,469.00	4,458.00	-11.00	-0.2%	4,349.75
High	4,493.75	4,462.00	-31.75	-0.7%	4,493.75
Low	4,451.00	4,410.50	-40.50	-0.9%	4,348.75
Close	4,453.75	4,434.75	-19.00	-0.4%	4,453.75
Range	42.75	51.50	8.75	20.5%	145.00
ATR	50.27	50.35	0.09	0.2%	0.00
Volume	1,895,105	1,540,416	-354,689	-18.7%	10,791,482

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,590.25	4,564.00	4,463.00
R3	4,538.75	4,512.50	4,449.00
R2	4,487.25	4,487.25	4,444.25
R1	4,461.00	4,461.00	4,439.50	4,448.50
PP	4,435.75	4,435.75	4,435.75	4,429.50
S1	4,409.50	4,409.50	4,430.00	4,397.00
S2	4,384.25	4,384.25	4,425.25
S3	4,332.75	4,358.00	4,420.50
S4	4,281.25	4,306.50	4,406.50

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	4,381.75	112.00	2.5%	56.75	1.3%	47%	False	False	2,024,093
10	4,493.75	4,305.75	188.00	4.2%	47.00	1.1%	69%	False	False	1,390,839
20	4,493.75	4,154.75	339.00	7.6%	50.25	1.1%	83%	False	False	703,192
40	4,493.75	4,098.25	395.50	8.9%	51.00	1.2%	85%	False	False	353,390
60	4,493.75	4,015.00	478.75	10.8%	48.00	1.1%	88%	False	False	236,210
80	4,493.75	3,874.75	619.00	14.0%	55.50	1.3%	90%	False	False	177,386
100	4,493.75	3,874.75	619.00	14.0%	57.00	1.3%	90%	False	False	141,928
120	4,493.75	3,873.50	620.25	14.0%	57.75	1.3%	90%	False	False	118,281

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	12.93
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,681.00
2.618	4,596.75
1.618	4,545.25
1.000	4,513.50
0.618	4,493.75
HIGH	4,462.00
0.618	4,442.25
0.500	4,436.25
0.382	4,430.25
LOW	4,410.50
0.618	4,378.75
1.000	4,359.00
1.618	4,327.25
2.618	4,275.75
4.250	4,191.50

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	4,436.25	4,443.75
PP	4,435.75	4,440.75
S1	4,435.25	4,437.75

Download as Excel Spreadsheet

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

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