E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 07-Feb-2023
Day Change Summary
Previous Current
06-Feb-2023 07-Feb-2023 Change Change % Previous Week
Open 4,134.25 4,123.50 -10.75 -0.3% 4,077.00
High 4,143.00 4,188.25 45.25 1.1% 4,208.50
Low 4,104.00 4,098.25 -5.75 -0.1% 4,007.50
Close 4,123.50 4,175.75 52.25 1.3% 4,147.75
Range 39.00 90.00 51.00 130.8% 201.00
ATR 68.98 70.48 1.50 2.2% 0.00
Volume 1,560,324 2,180,936 620,612 39.8% 10,222,988
Daily Pivots for day following 07-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,424.00 4,390.00 4,225.25
R3 4,334.00 4,300.00 4,200.50
R2 4,244.00 4,244.00 4,192.25
R1 4,210.00 4,210.00 4,184.00 4,227.00
PP 4,154.00 4,154.00 4,154.00 4,162.50
S1 4,120.00 4,120.00 4,167.50 4,137.00
S2 4,064.00 4,064.00 4,159.25
S3 3,974.00 4,030.00 4,151.00
S4 3,884.00 3,940.00 4,126.25
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 4,048.50 160.00 3.8% 75.50 1.8% 80% False False 2,077,477
10 4,208.50 3,963.25 245.25 5.9% 69.50 1.7% 87% False False 1,892,650
20 4,208.50 3,891.50 317.00 7.6% 65.50 1.6% 90% False False 1,765,845
40 4,208.50 3,788.50 420.00 10.1% 73.75 1.8% 92% False False 1,737,526
60 4,208.50 3,783.00 425.50 10.2% 73.75 1.8% 92% False False 1,169,256
80 4,208.50 3,530.25 678.25 16.2% 80.75 1.9% 95% False False 877,927
100 4,208.50 3,530.25 678.25 16.2% 83.50 2.0% 95% False False 702,996
120 4,360.50 3,530.25 830.25 19.9% 82.75 2.0% 78% False False 585,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,570.75
2.618 4,423.75
1.618 4,333.75
1.000 4,278.25
0.618 4,243.75
HIGH 4,188.25
0.618 4,153.75
0.500 4,143.25
0.382 4,132.75
LOW 4,098.25
0.618 4,042.75
1.000 4,008.25
1.618 3,952.75
2.618 3,862.75
4.250 3,715.75
Fisher Pivots for day following 07-Feb-2023
Pivot 1 day 3 day
R1 4,165.00 4,166.00
PP 4,154.00 4,156.00
S1 4,143.25 4,146.00

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

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