E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 22-Feb-2023
Day Change Summary
Previous Current
21-Feb-2023 22-Feb-2023 Change Change % Previous Week
Open 4,083.00 4,007.50 -75.50 -1.8% 4,105.00
High 4,089.25 4,025.00 -64.25 -1.6% 4,186.50
Low 4,002.00 3,983.75 -18.25 -0.5% 4,055.75
Close 4,005.75 3,999.00 -6.75 -0.2% 4,087.50
Range 87.25 41.25 -46.00 -52.7% 130.75
ATR 68.78 66.81 -1.97 -2.9% 0.00
Volume 1,883,040 1,925,300 42,260 2.2% 9,418,350
Daily Pivots for day following 22-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,126.25 4,104.00 4,021.75
R3 4,085.00 4,062.75 4,010.25
R2 4,043.75 4,043.75 4,006.50
R1 4,021.50 4,021.50 4,002.75 4,012.00
PP 4,002.50 4,002.50 4,002.50 3,998.00
S1 3,980.25 3,980.25 3,995.25 3,970.75
S2 3,961.25 3,961.25 3,991.50
S3 3,920.00 3,939.00 3,987.75
S4 3,878.75 3,897.75 3,976.25
Weekly Pivots for week ending 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,502.25 4,425.50 4,159.50
R3 4,371.50 4,294.75 4,123.50
R2 4,240.75 4,240.75 4,111.50
R1 4,164.00 4,164.00 4,099.50 4,137.00
PP 4,110.00 4,110.00 4,110.00 4,096.50
S1 4,033.25 4,033.25 4,075.50 4,006.25
S2 3,979.25 3,979.25 4,063.50
S3 3,848.50 3,902.50 4,051.50
S4 3,717.75 3,771.75 4,015.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,168.50 3,983.75 184.75 4.6% 58.25 1.5% 8% False True 1,894,266
10 4,186.50 3,983.75 202.75 5.1% 64.00 1.6% 8% False True 1,860,431
20 4,208.50 3,963.25 245.25 6.1% 66.75 1.7% 15% False False 1,876,541
40 4,208.50 3,804.50 404.00 10.1% 66.25 1.7% 48% False False 1,730,820
60 4,208.50 3,788.50 420.00 10.5% 72.00 1.8% 50% False False 1,477,939
80 4,208.50 3,735.00 473.50 11.8% 75.25 1.9% 56% False False 1,109,949
100 4,208.50 3,530.25 678.25 17.0% 80.50 2.0% 69% False False 888,712
120 4,208.50 3,530.25 678.25 17.0% 82.25 2.1% 69% False False 740,939
Crabel Price Patterns
NR True
NR4 False
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 17.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,200.25
2.618 4,133.00
1.618 4,091.75
1.000 4,066.25
0.618 4,050.50
HIGH 4,025.00
0.618 4,009.25
0.500 4,004.50
0.382 3,999.50
LOW 3,983.75
0.618 3,958.25
1.000 3,942.50
1.618 3,917.00
2.618 3,875.75
4.250 3,808.50
Fisher Pivots for day following 22-Feb-2023
Pivot 1 day 3 day
R1 4,004.50 4,040.00
PP 4,002.50 4,026.25
S1 4,000.75 4,012.50

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

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