E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 25-Jan-2023
Day Change Summary
Previous Current
24-Jan-2023 25-Jan-2023 Change Change % Previous Week
Open 4,036.50 4,039.00 2.50 0.1% 4,020.00
High 4,047.50 4,040.50 -7.00 -0.2% 4,035.25
Low 4,005.25 3,963.25 -42.00 -1.0% 3,901.75
Close 4,032.75 4,032.00 -0.75 0.0% 3,988.50
Range 42.25 77.25 35.00 82.8% 133.50
ATR 69.62 70.17 0.54 0.8% 0.00
Volume 1,472,856 1,760,515 287,659 19.5% 6,843,727
Daily Pivots for day following 25-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,243.75 4,215.00 4,074.50
R3 4,166.50 4,137.75 4,053.25
R2 4,089.25 4,089.25 4,046.25
R1 4,060.50 4,060.50 4,039.00 4,036.25
PP 4,012.00 4,012.00 4,012.00 3,999.75
S1 3,983.25 3,983.25 4,025.00 3,959.00
S2 3,934.75 3,934.75 4,017.75
S3 3,857.50 3,906.00 4,010.75
S4 3,780.25 3,828.75 3,989.50
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,375.75 4,315.50 4,062.00
R3 4,242.25 4,182.00 4,025.25
R2 4,108.75 4,108.75 4,013.00
R1 4,048.50 4,048.50 4,000.75 4,012.00
PP 3,975.25 3,975.25 3,975.25 3,956.75
S1 3,915.00 3,915.00 3,976.25 3,878.50
S2 3,841.75 3,841.75 3,964.00
S3 3,708.25 3,781.50 3,951.75
S4 3,574.75 3,648.00 3,915.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,056.75 3,901.75 155.00 3.8% 64.25 1.6% 84% False False 1,669,070
10 4,056.75 3,901.75 155.00 3.8% 63.75 1.6% 84% False False 1,662,997
20 4,056.75 3,804.50 252.25 6.3% 67.00 1.7% 90% False False 1,604,379
40 4,180.00 3,788.50 391.50 9.7% 75.50 1.9% 62% False False 1,322,577
60 4,180.00 3,735.00 445.00 11.0% 77.50 1.9% 67% False False 883,715
80 4,180.00 3,530.25 649.75 16.1% 83.50 2.1% 77% False False 663,694
100 4,194.25 3,530.25 664.00 16.5% 85.50 2.1% 76% False False 531,419
120 4,373.50 3,530.25 843.25 20.9% 82.00 2.0% 60% False False 442,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,368.75
2.618 4,242.75
1.618 4,165.50
1.000 4,117.75
0.618 4,088.25
HIGH 4,040.50
0.618 4,011.00
0.500 4,002.00
0.382 3,992.75
LOW 3,963.25
0.618 3,915.50
1.000 3,886.00
1.618 3,838.25
2.618 3,761.00
4.250 3,635.00
Fisher Pivots for day following 25-Jan-2023
Pivot 1 day 3 day
R1 4,022.00 4,024.75
PP 4,012.00 4,017.25
S1 4,002.00 4,010.00

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

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