E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 17-Jan-2023
Day Change Summary
Previous Current
13-Jan-2023 17-Jan-2023 Change Change % Previous Week
Open 4,003.00 4,020.00 17.00 0.4% 3,918.50
High 4,024.25 4,035.25 11.00 0.3% 4,024.25
Low 3,961.75 3,996.75 35.00 0.9% 3,891.50
Close 4,018.25 4,009.50 -8.75 -0.2% 4,018.25
Range 62.50 38.50 -24.00 -38.4% 132.75
ATR 73.83 71.31 -2.52 -3.4% 0.00
Volume 1,456,784 1,423,931 -32,853 -2.3% 8,176,982
Daily Pivots for day following 17-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,129.25 4,108.00 4,030.75
R3 4,090.75 4,069.50 4,020.00
R2 4,052.25 4,052.25 4,016.50
R1 4,031.00 4,031.00 4,013.00 4,022.50
PP 4,013.75 4,013.75 4,013.75 4,009.50
S1 3,992.50 3,992.50 4,006.00 3,984.00
S2 3,975.25 3,975.25 4,002.50
S3 3,936.75 3,954.00 3,999.00
S4 3,898.25 3,915.50 3,988.25
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,376.25 4,330.00 4,091.25
R3 4,243.50 4,197.25 4,054.75
R2 4,110.75 4,110.75 4,042.50
R1 4,064.50 4,064.50 4,030.50 4,087.50
PP 3,978.00 3,978.00 3,978.00 3,989.50
S1 3,931.75 3,931.75 4,006.00 3,955.00
S2 3,845.25 3,845.25 3,994.00
S3 3,712.50 3,799.00 3,981.75
S4 3,579.75 3,666.25 3,945.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,035.25 3,891.50 143.75 3.6% 55.75 1.4% 82% True False 1,580,605
10 4,035.25 3,814.50 220.75 5.5% 66.75 1.7% 88% True False 1,700,166
20 4,035.25 3,788.50 246.75 6.2% 69.25 1.7% 90% True False 1,574,616
40 4,180.00 3,788.50 391.50 9.8% 73.00 1.8% 56% False False 1,067,301
60 4,180.00 3,670.00 510.00 12.7% 80.25 2.0% 67% False False 713,319
80 4,180.00 3,530.25 649.75 16.2% 86.00 2.1% 74% False False 535,951
100 4,262.25 3,530.25 732.00 18.3% 86.50 2.2% 65% False False 428,969
120 4,373.50 3,530.25 843.25 21.0% 82.50 2.1% 57% False False 357,542
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15.10
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4,199.00
2.618 4,136.00
1.618 4,097.50
1.000 4,073.75
0.618 4,059.00
HIGH 4,035.25
0.618 4,020.50
0.500 4,016.00
0.382 4,011.50
LOW 3,996.75
0.618 3,973.00
1.000 3,958.25
1.618 3,934.50
2.618 3,896.00
4.250 3,833.00
Fisher Pivots for day following 17-Jan-2023
Pivot 1 day 3 day
R1 4,016.00 4,004.50
PP 4,013.75 3,999.50
S1 4,011.75 3,994.50

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

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