E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 30-Jun-2023

Day Change Summary
	Previous	Current
	29-Jun-2023	30-Jun-2023	Change	Change %	Previous Week
Open	4,423.75	4,435.25	11.50	0.3%	4,390.00
High	4,438.00	4,498.00	60.00	1.4%	4,498.00
Low	4,409.75	4,433.00	23.25	0.5%	4,368.50
Close	4,435.75	4,488.25	52.50	1.2%	4,488.25
Range	28.25	65.00	36.75	130.1%	129.50
ATR	45.03	46.46	1.43	3.2%	0.00
Volume	1,628,750	1,774,940	146,190	9.0%	8,227,823

Daily Pivots for day following 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,668.00	4,643.25	4,524.00
R3	4,603.00	4,578.25	4,506.00
R2	4,538.00	4,538.00	4,500.25
R1	4,513.25	4,513.25	4,494.25	4,525.50
PP	4,473.00	4,473.00	4,473.00	4,479.25
S1	4,448.25	4,448.25	4,482.25	4,460.50
S2	4,408.00	4,408.00	4,476.25
S3	4,343.00	4,383.25	4,470.50
S4	4,278.00	4,318.25	4,452.50

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,840.00	4,793.75	4,559.50
R3	4,710.50	4,664.25	4,523.75
R2	4,581.00	4,581.00	4,512.00
R1	4,534.75	4,534.75	4,500.00	4,558.00
PP	4,451.50	4,451.50	4,451.50	4,463.25
S1	4,405.25	4,405.25	4,476.50	4,428.50
S2	4,322.00	4,322.00	4,464.50
S3	4,192.50	4,275.75	4,452.75
S4	4,063.00	4,146.25	4,417.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,498.00	4,368.50	129.50	2.9%	42.50	0.9%	92%	True	False	1,645,564
10	4,498.00	4,368.50	129.50	2.9%	42.00	0.9%	92%	True	False	1,606,659
20	4,498.00	4,269.50	228.50	5.1%	45.00	1.0%	96%	True	False	1,329,911
40	4,498.00	4,098.25	399.75	8.9%	47.25	1.1%	98%	True	False	668,532
60	4,498.00	4,098.25	399.75	8.9%	47.25	1.1%	98%	True	False	446,495
80	4,498.00	3,874.75	623.25	13.9%	54.25	1.2%	98%	True	False	335,261
100	4,498.00	3,874.75	623.25	13.9%	55.00	1.2%	98%	True	False	268,229
120	4,498.00	3,874.75	623.25	13.9%	56.00	1.2%	98%	True	False	223,538

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	9.60
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,774.25
2.618	4,668.25
1.618	4,603.25
1.000	4,563.00
0.618	4,538.25
HIGH	4,498.00
0.618	4,473.25
0.500	4,465.50
0.382	4,457.75
LOW	4,433.00
0.618	4,392.75
1.000	4,368.00
1.618	4,327.75
2.618	4,262.75
4.250	4,156.75

Fisher Pivots for day following 30-Jun-2023
Pivot	1 day	3 day
R1	4,480.75	4,475.00
PP	4,473.00	4,461.75
S1	4,465.50	4,448.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols