E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 06-Jan-2023
Day Change Summary
Previous Current
05-Jan-2023 06-Jan-2023 Change Change % Previous Week
Open 3,871.00 3,833.00 -38.00 -1.0% 3,895.00
High 3,885.50 3,928.75 43.25 1.1% 3,928.75
Low 3,822.50 3,819.00 -3.50 -0.1% 3,814.50
Close 3,829.00 3,915.50 86.50 2.3% 3,915.50
Range 63.00 109.75 46.75 74.2% 114.25
ATR 77.29 79.61 2.32 3.0% 0.00
Volume 1,679,973 2,026,154 346,181 20.6% 7,400,755
Daily Pivots for day following 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,217.00 4,176.00 3,975.75
R3 4,107.25 4,066.25 3,945.75
R2 3,997.50 3,997.50 3,935.50
R1 3,956.50 3,956.50 3,925.50 3,977.00
PP 3,887.75 3,887.75 3,887.75 3,898.00
S1 3,846.75 3,846.75 3,905.50 3,867.25
S2 3,778.00 3,778.00 3,895.50
S3 3,668.25 3,737.00 3,885.25
S4 3,558.50 3,627.25 3,855.25
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,229.00 4,186.50 3,978.25
R3 4,114.75 4,072.25 3,947.00
R2 4,000.50 4,000.50 3,936.50
R1 3,958.00 3,958.00 3,926.00 3,979.25
PP 3,886.25 3,886.25 3,886.25 3,897.00
S1 3,843.75 3,843.75 3,905.00 3,865.00
S2 3,772.00 3,772.00 3,894.50
S3 3,657.75 3,729.50 3,884.00
S4 3,543.50 3,615.25 3,852.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,928.75 3,814.50 114.25 2.9% 74.75 1.9% 88% True False 1,760,513
10 3,928.75 3,788.50 140.25 3.6% 76.75 2.0% 91% True False 1,545,601
20 4,180.00 3,788.50 391.50 10.0% 81.75 2.1% 32% False False 1,639,681
40 4,180.00 3,781.00 399.00 10.2% 79.00 2.0% 34% False False 828,582
60 4,180.00 3,530.25 649.75 16.6% 85.75 2.2% 59% False False 553,683
80 4,180.00 3,530.25 649.75 16.6% 87.75 2.2% 59% False False 416,068
100 4,373.50 3,530.25 843.25 21.5% 86.25 2.2% 46% False False 332,981
120 4,373.50 3,530.25 843.25 21.5% 82.75 2.1% 46% False False 277,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.93
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,395.25
2.618 4,216.00
1.618 4,106.25
1.000 4,038.50
0.618 3,996.50
HIGH 3,928.75
0.618 3,886.75
0.500 3,874.00
0.382 3,861.00
LOW 3,819.00
0.618 3,751.25
1.000 3,709.25
1.618 3,641.50
2.618 3,531.75
4.250 3,352.50
Fisher Pivots for day following 06-Jan-2023
Pivot 1 day 3 day
R1 3,901.50 3,901.50
PP 3,887.75 3,887.75
S1 3,874.00 3,874.00

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

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