E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 23-Feb-2023
Day Change Summary
Previous Current
22-Feb-2023 23-Feb-2023 Change Change % Previous Week
Open 4,007.50 4,010.00 2.50 0.1% 4,105.00
High 4,025.00 4,034.25 9.25 0.2% 4,186.50
Low 3,983.75 3,974.25 -9.50 -0.2% 4,055.75
Close 3,999.00 4,018.75 19.75 0.5% 4,087.50
Range 41.25 60.00 18.75 45.5% 130.75
ATR 66.81 66.33 -0.49 -0.7% 0.00
Volume 1,925,300 1,955,820 30,520 1.6% 9,418,350
Daily Pivots for day following 23-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,189.00 4,164.00 4,051.75
R3 4,129.00 4,104.00 4,035.25
R2 4,069.00 4,069.00 4,029.75
R1 4,044.00 4,044.00 4,024.25 4,056.50
PP 4,009.00 4,009.00 4,009.00 4,015.50
S1 3,984.00 3,984.00 4,013.25 3,996.50
S2 3,949.00 3,949.00 4,007.75
S3 3,889.00 3,924.00 4,002.25
S4 3,829.00 3,864.00 3,985.75
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 3,974.25 194.25 4.8% 60.50 1.5% 23% False True 1,963,120
10 4,186.50 3,974.25 212.25 5.3% 64.00 1.6% 21% False True 1,875,603
20 4,208.50 3,974.25 234.25 5.8% 66.00 1.6% 19% False True 1,886,306
40 4,208.50 3,804.50 404.00 10.1% 66.50 1.7% 53% False False 1,745,342
60 4,208.50 3,788.50 420.00 10.5% 72.25 1.8% 55% False False 1,510,487
80 4,208.50 3,735.00 473.50 11.8% 74.50 1.9% 60% False False 1,134,363
100 4,208.50 3,530.25 678.25 16.9% 80.00 2.0% 72% False False 908,216
120 4,208.50 3,530.25 678.25 16.9% 82.25 2.0% 72% False False 757,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,289.25
2.618 4,191.25
1.618 4,131.25
1.000 4,094.25
0.618 4,071.25
HIGH 4,034.25
0.618 4,011.25
0.500 4,004.25
0.382 3,997.25
LOW 3,974.25
0.618 3,937.25
1.000 3,914.25
1.618 3,877.25
2.618 3,817.25
4.250 3,719.25
Fisher Pivots for day following 23-Feb-2023
Pivot 1 day 3 day
R1 4,014.00 4,031.75
PP 4,009.00 4,027.50
S1 4,004.25 4,023.00

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

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