E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 03-Jan-2023
Day Change Summary
Previous Current
30-Dec-2022 03-Jan-2023 Change Change % Previous Week
Open 3,869.75 3,895.00 25.25 0.7% 3,878.00
High 3,871.00 3,906.75 35.75 0.9% 3,900.50
Low 3,821.50 3,814.50 -7.00 -0.2% 3,804.50
Close 3,861.00 3,846.00 -15.00 -0.4% 3,861.00
Range 49.50 92.25 42.75 86.4% 96.00
ATR 78.87 79.82 0.96 1.2% 0.00
Volume 1,401,810 1,782,473 380,663 27.2% 4,838,018
Daily Pivots for day following 03-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,132.50 4,081.50 3,896.75
R3 4,040.25 3,989.25 3,871.25
R2 3,948.00 3,948.00 3,863.00
R1 3,897.00 3,897.00 3,854.50 3,876.50
PP 3,855.75 3,855.75 3,855.75 3,845.50
S1 3,804.75 3,804.75 3,837.50 3,784.00
S2 3,763.50 3,763.50 3,829.00
S3 3,671.25 3,712.50 3,820.75
S4 3,579.00 3,620.25 3,795.25
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,143.25 4,098.25 3,913.75
R3 4,047.25 4,002.25 3,887.50
R2 3,951.25 3,951.25 3,878.50
R1 3,906.25 3,906.25 3,869.75 3,880.75
PP 3,855.25 3,855.25 3,855.25 3,842.50
S1 3,810.25 3,810.25 3,852.25 3,784.75
S2 3,759.25 3,759.25 3,843.50
S3 3,663.25 3,714.25 3,834.50
S4 3,567.25 3,618.25 3,808.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,906.75 3,804.50 102.25 2.7% 70.50 1.8% 41% True False 1,324,098
10 3,919.75 3,788.50 131.25 3.4% 73.25 1.9% 44% False False 1,430,744
20 4,180.00 3,788.50 391.50 10.2% 81.50 2.1% 15% False False 1,366,922
40 4,180.00 3,745.00 435.00 11.3% 79.50 2.1% 23% False False 688,375
60 4,180.00 3,530.25 649.75 16.9% 86.50 2.2% 49% False False 460,196
80 4,194.25 3,530.25 664.00 17.3% 89.25 2.3% 48% False False 345,886
100 4,373.50 3,530.25 843.25 21.9% 85.75 2.2% 37% False False 276,808
120 4,373.50 3,530.25 843.25 21.9% 82.75 2.2% 37% False False 230,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 13.50
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,298.75
2.618 4,148.25
1.618 4,056.00
1.000 3,999.00
0.618 3,963.75
HIGH 3,906.75
0.618 3,871.50
0.500 3,860.50
0.382 3,849.75
LOW 3,814.50
0.618 3,757.50
1.000 3,722.25
1.618 3,665.25
2.618 3,573.00
4.250 3,422.50
Fisher Pivots for day following 03-Jan-2023
Pivot 1 day 3 day
R1 3,860.50 3,856.50
PP 3,855.75 3,853.00
S1 3,851.00 3,849.50

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

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