E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 09-Jan-2023
Day Change Summary
Previous Current
06-Jan-2023 09-Jan-2023 Change Change % Previous Week
Open 3,833.00 3,918.50 85.50 2.2% 3,895.00
High 3,928.75 3,973.25 44.50 1.1% 3,928.75
Low 3,819.00 3,909.75 90.75 2.4% 3,814.50
Close 3,915.50 3,913.75 -1.75 0.0% 3,915.50
Range 109.75 63.50 -46.25 -42.1% 114.25
ATR 79.61 78.46 -1.15 -1.4% 0.00
Volume 2,026,154 1,697,887 -328,267 -16.2% 7,400,755
Daily Pivots for day following 09-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,122.75 4,081.75 3,948.75
R3 4,059.25 4,018.25 3,931.25
R2 3,995.75 3,995.75 3,925.50
R1 3,954.75 3,954.75 3,919.50 3,943.50
PP 3,932.25 3,932.25 3,932.25 3,926.50
S1 3,891.25 3,891.25 3,908.00 3,880.00
S2 3,868.75 3,868.75 3,902.00
S3 3,805.25 3,827.75 3,896.25
S4 3,741.75 3,764.25 3,878.75
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 3,973.25 3,814.50 158.75 4.1% 77.75 2.0% 63% True False 1,819,728
10 3,973.25 3,804.50 168.75 4.3% 70.00 1.8% 65% True False 1,531,157
20 4,180.00 3,788.50 391.50 10.0% 81.75 2.1% 32% False False 1,709,208
40 4,180.00 3,783.00 397.00 10.1% 78.00 2.0% 33% False False 870,962
60 4,180.00 3,530.25 649.75 16.6% 86.00 2.2% 59% False False 581,954
80 4,180.00 3,530.25 649.75 16.6% 88.00 2.2% 59% False False 437,284
100 4,360.50 3,530.25 830.25 21.2% 86.25 2.2% 46% False False 349,959
120 4,373.50 3,530.25 843.25 21.5% 82.50 2.1% 45% False False 291,688
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 12.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,243.00
2.618 4,139.50
1.618 4,076.00
1.000 4,036.75
0.618 4,012.50
HIGH 3,973.25
0.618 3,949.00
0.500 3,941.50
0.382 3,934.00
LOW 3,909.75
0.618 3,870.50
1.000 3,846.25
1.618 3,807.00
2.618 3,743.50
4.250 3,640.00
Fisher Pivots for day following 09-Jan-2023
Pivot 1 day 3 day
R1 3,941.50 3,908.00
PP 3,932.25 3,902.00
S1 3,923.00 3,896.00

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

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