E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 10-Jan-2023
Day Change Summary
Previous Current
09-Jan-2023 10-Jan-2023 Change Change % Previous Week
Open 3,918.50 3,914.50 -4.00 -0.1% 3,895.00
High 3,973.25 3,943.75 -29.50 -0.7% 3,928.75
Low 3,909.75 3,891.50 -18.25 -0.5% 3,814.50
Close 3,913.75 3,940.75 27.00 0.7% 3,915.50
Range 63.50 52.25 -11.25 -17.7% 114.25
ATR 78.46 76.59 -1.87 -2.4% 0.00
Volume 1,697,887 1,520,955 -176,932 -10.4% 7,400,755
Daily Pivots for day following 10-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,082.00 4,063.75 3,969.50
R3 4,029.75 4,011.50 3,955.00
R2 3,977.50 3,977.50 3,950.25
R1 3,959.25 3,959.25 3,945.50 3,968.50
PP 3,925.25 3,925.25 3,925.25 3,930.00
S1 3,907.00 3,907.00 3,936.00 3,916.00
S2 3,873.00 3,873.00 3,931.25
S3 3,820.75 3,854.75 3,926.50
S4 3,768.50 3,802.50 3,912.00
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 3,819.00 154.25 3.9% 69.75 1.8% 79% False False 1,767,424
10 3,973.25 3,804.50 168.75 4.3% 70.00 1.8% 81% False False 1,545,761
20 4,180.00 3,788.50 391.50 9.9% 81.00 2.1% 39% False False 1,714,410
40 4,180.00 3,788.50 391.50 9.9% 73.75 1.9% 39% False False 908,681
60 4,180.00 3,620.50 559.50 14.2% 83.50 2.1% 57% False False 607,115
80 4,180.00 3,530.25 649.75 16.5% 87.75 2.2% 63% False False 456,282
100 4,341.50 3,530.25 811.25 20.6% 86.25 2.2% 51% False False 365,165
120 4,373.50 3,530.25 843.25 21.4% 82.50 2.1% 49% False False 304,362
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 12.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,165.75
2.618 4,080.50
1.618 4,028.25
1.000 3,996.00
0.618 3,976.00
HIGH 3,943.75
0.618 3,923.75
0.500 3,917.50
0.382 3,911.50
LOW 3,891.50
0.618 3,859.25
1.000 3,839.25
1.618 3,807.00
2.618 3,754.75
4.250 3,669.50
Fisher Pivots for day following 10-Jan-2023
Pivot 1 day 3 day
R1 3,933.00 3,926.00
PP 3,925.25 3,911.00
S1 3,917.50 3,896.00

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

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