E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 03-Feb-2023
Day Change Summary
Previous Current
02-Feb-2023 03-Feb-2023 Change Change % Previous Week
Open 4,145.50 4,176.00 30.50 0.7% 4,077.00
High 4,208.50 4,194.00 -14.50 -0.3% 4,208.50
Low 4,136.75 4,132.50 -4.25 -0.1% 4,007.50
Close 4,191.50 4,147.75 -43.75 -1.0% 4,147.75
Range 71.75 61.50 -10.25 -14.3% 201.00
ATR 71.64 70.92 -0.72 -1.0% 0.00
Volume 2,290,729 2,354,996 64,267 2.8% 10,222,988
Daily Pivots for day following 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,342.50 4,306.75 4,181.50
R3 4,281.00 4,245.25 4,164.75
R2 4,219.50 4,219.50 4,159.00
R1 4,183.75 4,183.75 4,153.50 4,171.00
PP 4,158.00 4,158.00 4,158.00 4,151.75
S1 4,122.25 4,122.25 4,142.00 4,109.50
S2 4,096.50 4,096.50 4,136.50
S3 4,035.00 4,060.75 4,130.75
S4 3,973.50 3,999.25 4,114.00
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,724.25 4,637.00 4,258.25
R3 4,523.25 4,436.00 4,203.00
R2 4,322.25 4,322.25 4,184.50
R1 4,235.00 4,235.00 4,166.25 4,278.50
PP 4,121.25 4,121.25 4,121.25 4,143.00
S1 4,034.00 4,034.00 4,129.25 4,077.50
S2 3,920.25 3,920.25 4,111.00
S3 3,719.25 3,833.00 4,092.50
S4 3,518.25 3,632.00 4,037.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,208.50 4,007.50 201.00 4.8% 77.75 1.9% 70% False False 2,044,597
10 4,208.50 3,963.25 245.25 5.9% 68.50 1.7% 75% False False 1,825,283
20 4,208.50 3,819.00 389.50 9.4% 67.75 1.6% 84% False False 1,764,984
40 4,208.50 3,788.50 420.00 10.1% 73.00 1.8% 86% False False 1,653,946
60 4,208.50 3,781.00 427.50 10.3% 74.50 1.8% 86% False False 1,107,007
80 4,208.50 3,530.25 678.25 16.4% 80.75 1.9% 91% False False 831,232
100 4,208.50 3,530.25 678.25 16.4% 85.00 2.0% 91% False False 665,605
120 4,373.50 3,530.25 843.25 20.3% 82.75 2.0% 73% False False 554,768
Crabel Price Patterns
NR True
NR4 True
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 13.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,455.50
2.618 4,355.00
1.618 4,293.50
1.000 4,255.50
0.618 4,232.00
HIGH 4,194.00
0.618 4,170.50
0.500 4,163.25
0.382 4,156.00
LOW 4,132.50
0.618 4,094.50
1.000 4,071.00
1.618 4,033.00
2.618 3,971.50
4.250 3,871.00
Fisher Pivots for day following 03-Feb-2023
Pivot 1 day 3 day
R1 4,163.25 4,141.25
PP 4,158.00 4,135.00
S1 4,153.00 4,128.50

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

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