E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 13-Feb-2023
Day Change Summary
Previous Current
10-Feb-2023 13-Feb-2023 Change Change % Previous Week
Open 4,098.00 4,105.00 7.00 0.2% 4,134.25
High 4,104.25 4,150.75 46.50 1.1% 4,188.25
Low 4,060.75 4,078.75 18.00 0.4% 4,060.75
Close 4,099.75 4,147.25 47.50 1.2% 4,099.75
Range 43.50 72.00 28.50 65.5% 127.50
ATR 69.21 69.41 0.20 0.3% 0.00
Volume 1,744,956 1,376,325 -368,631 -21.1% 9,118,888
Daily Pivots for day following 13-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,341.50 4,316.50 4,186.75
R3 4,269.50 4,244.50 4,167.00
R2 4,197.50 4,197.50 4,160.50
R1 4,172.50 4,172.50 4,153.75 4,185.00
PP 4,125.50 4,125.50 4,125.50 4,132.00
S1 4,100.50 4,100.50 4,140.75 4,113.00
S2 4,053.50 4,053.50 4,134.00
S3 3,981.50 4,028.50 4,127.50
S4 3,909.50 3,956.50 4,107.75
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,498.75 4,426.75 4,170.00
R3 4,371.25 4,299.25 4,134.75
R2 4,243.75 4,243.75 4,123.00
R1 4,171.75 4,171.75 4,111.50 4,144.00
PP 4,116.25 4,116.25 4,116.25 4,102.50
S1 4,044.25 4,044.25 4,088.00 4,016.50
S2 3,988.75 3,988.75 4,076.50
S3 3,861.25 3,916.75 4,064.75
S4 3,733.75 3,789.25 4,029.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,188.25 4,060.75 127.50 3.1% 71.00 1.7% 68% False False 1,786,977
10 4,208.50 4,007.50 201.00 4.8% 72.50 1.8% 70% False False 1,893,208
20 4,208.50 3,901.75 306.75 7.4% 66.75 1.6% 80% False False 1,779,588
40 4,208.50 3,788.50 420.00 10.1% 70.50 1.7% 85% False False 1,696,920
60 4,208.50 3,788.50 420.00 10.1% 71.25 1.7% 85% False False 1,281,154
80 4,208.50 3,670.00 538.50 13.0% 77.50 1.9% 89% False False 962,110
100 4,208.50 3,530.25 678.25 16.4% 83.25 2.0% 91% False False 770,476
120 4,262.25 3,530.25 732.00 17.7% 83.25 2.0% 84% False False 642,211
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 21.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,456.75
2.618 4,339.25
1.618 4,267.25
1.000 4,222.75
0.618 4,195.25
HIGH 4,150.75
0.618 4,123.25
0.500 4,114.75
0.382 4,106.25
LOW 4,078.75
0.618 4,034.25
1.000 4,006.75
1.618 3,962.25
2.618 3,890.25
4.250 3,772.75
Fisher Pivots for day following 13-Feb-2023
Pivot 1 day 3 day
R1 4,136.50 4,136.75
PP 4,125.50 4,126.00
S1 4,114.75 4,115.50

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

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