E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 18-Jan-2023
Day Change Summary
Previous Current
17-Jan-2023 18-Jan-2023 Change Change % Previous Week
Open 4,020.00 4,008.50 -11.50 -0.3% 3,918.50
High 4,035.25 4,033.50 -1.75 0.0% 4,024.25
Low 3,996.75 3,943.75 -53.00 -1.3% 3,891.50
Close 4,009.50 3,945.75 -63.75 -1.6% 4,018.25
Range 38.50 89.75 51.25 133.1% 132.75
ATR 71.31 72.63 1.32 1.8% 0.00
Volume 1,423,931 1,902,551 478,620 33.6% 8,176,982
Daily Pivots for day following 18-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,243.50 4,184.50 3,995.00
R3 4,153.75 4,094.75 3,970.50
R2 4,064.00 4,064.00 3,962.25
R1 4,005.00 4,005.00 3,954.00 3,989.50
PP 3,974.25 3,974.25 3,974.25 3,966.75
S1 3,915.25 3,915.25 3,937.50 3,900.00
S2 3,884.50 3,884.50 3,929.25
S3 3,794.75 3,825.50 3,921.00
S4 3,705.00 3,735.75 3,896.50
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 3,934.50 100.75 2.6% 63.25 1.6% 11% False False 1,656,924
10 4,035.25 3,819.00 216.25 5.5% 66.50 1.7% 59% False False 1,712,174
20 4,035.25 3,788.50 246.75 6.3% 69.75 1.8% 64% False False 1,571,459
40 4,180.00 3,788.50 391.50 9.9% 73.25 1.9% 40% False False 1,114,603
60 4,180.00 3,670.00 510.00 12.9% 80.25 2.0% 54% False False 744,976
80 4,180.00 3,530.25 649.75 16.5% 86.25 2.2% 64% False False 559,706
100 4,262.25 3,530.25 732.00 18.6% 86.75 2.2% 57% False False 447,993
120 4,373.50 3,530.25 843.25 21.4% 82.50 2.1% 49% False False 373,395
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.43
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,415.00
2.618 4,268.50
1.618 4,178.75
1.000 4,123.25
0.618 4,089.00
HIGH 4,033.50
0.618 3,999.25
0.500 3,988.50
0.382 3,978.00
LOW 3,943.75
0.618 3,888.25
1.000 3,854.00
1.618 3,798.50
2.618 3,708.75
4.250 3,562.25
Fisher Pivots for day following 18-Jan-2023
Pivot 1 day 3 day
R1 3,988.50 3,989.50
PP 3,974.25 3,975.00
S1 3,960.00 3,960.25

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

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