E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 27-Jun-2023

Day Change Summary
	Previous	Current
	26-Jun-2023	27-Jun-2023	Change	Change %	Previous Week
Open	4,390.00	4,375.75	-14.25	-0.3%	4,458.00
High	4,403.00	4,424.75	21.75	0.5%	4,462.00
Low	4,368.50	4,371.50	3.00	0.1%	4,381.50
Close	4,370.25	4,418.75	48.50	1.1%	4,389.00
Range	34.50	53.25	18.75	54.3%	80.50
ATR	46.96	47.50	0.54	1.1%	0.00
Volume	1,622,416	1,512,256	-110,160	-6.8%	5,943,668

Daily Pivots for day following 27-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,564.75	4,545.00	4,448.00
R3	4,511.50	4,491.75	4,433.50
R2	4,458.25	4,458.25	4,428.50
R1	4,438.50	4,438.50	4,423.75	4,448.50
PP	4,405.00	4,405.00	4,405.00	4,410.00
S1	4,385.25	4,385.25	4,413.75	4,395.00
S2	4,351.75	4,351.75	4,409.00
S3	4,298.50	4,332.00	4,404.00
S4	4,245.25	4,278.75	4,389.50

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,652.25	4,601.25	4,433.25
R3	4,571.75	4,520.75	4,411.25
R2	4,491.25	4,491.25	4,403.75
R1	4,440.25	4,440.25	4,396.50	4,425.50
PP	4,410.75	4,410.75	4,410.75	4,403.50
S1	4,359.75	4,359.75	4,381.50	4,345.00
S2	4,330.25	4,330.25	4,374.25
S3	4,249.75	4,279.25	4,366.75
S4	4,169.25	4,198.75	4,344.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,438.50	4,368.50	70.00	1.6%	40.25	0.9%	72%	False	False	1,507,584
10	4,493.75	4,368.50	125.25	2.8%	48.50	1.1%	40%	False	False	1,765,838
20	4,493.75	4,216.00	277.75	6.3%	46.25	1.0%	73%	False	False	1,078,042
40	4,493.75	4,098.25	395.50	9.0%	48.75	1.1%	81%	False	False	541,421
60	4,493.75	4,098.25	395.50	9.0%	47.25	1.1%	81%	False	False	361,733
80	4,493.75	3,874.75	619.00	14.0%	54.50	1.2%	88%	False	False	271,605
100	4,493.75	3,874.75	619.00	14.0%	55.50	1.3%	88%	False	False	217,302
120	4,493.75	3,874.75	619.00	14.0%	57.00	1.3%	88%	False	False	181,096

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.43
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,651.00
2.618	4,564.25
1.618	4,511.00
1.000	4,478.00
0.618	4,457.75
HIGH	4,424.75
0.618	4,404.50
0.500	4,398.00
0.382	4,391.75
LOW	4,371.50
0.618	4,338.50
1.000	4,318.25
1.618	4,285.25
2.618	4,232.00
4.250	4,145.25

Fisher Pivots for day following 27-Jun-2023
Pivot	1 day	3 day
R1	4,412.00	4,411.50
PP	4,405.00	4,404.50
S1	4,398.00	4,397.50

Download as Excel Spreadsheet

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

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