E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 24-Feb-2023
Day Change Summary
Previous Current
23-Feb-2023 24-Feb-2023 Change Change % Previous Week
Open 4,010.00 4,015.25 5.25 0.1% 4,083.00
High 4,034.25 4,023.25 -11.00 -0.3% 4,089.25
Low 3,974.25 3,947.50 -26.75 -0.7% 3,947.50
Close 4,018.75 3,975.75 -43.00 -1.1% 3,975.75
Range 60.00 75.75 15.75 26.3% 141.75
ATR 66.33 67.00 0.67 1.0% 0.00
Volume 1,955,820 2,063,242 107,422 5.5% 7,827,402
Daily Pivots for day following 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,209.50 4,168.25 4,017.50
R3 4,133.75 4,092.50 3,996.50
R2 4,058.00 4,058.00 3,989.75
R1 4,016.75 4,016.75 3,982.75 3,999.50
PP 3,982.25 3,982.25 3,982.25 3,973.50
S1 3,941.00 3,941.00 3,968.75 3,923.75
S2 3,906.50 3,906.50 3,961.75
S3 3,830.75 3,865.25 3,955.00
S4 3,755.00 3,789.50 3,934.00
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,429.50 4,344.25 4,053.75
R3 4,287.75 4,202.50 4,014.75
R2 4,146.00 4,146.00 4,001.75
R1 4,060.75 4,060.75 3,988.75 4,032.50
PP 4,004.25 4,004.25 4,004.25 3,990.00
S1 3,919.00 3,919.00 3,962.75 3,890.75
S2 3,862.50 3,862.50 3,949.75
S3 3,720.75 3,777.25 3,936.75
S4 3,579.00 3,635.50 3,897.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,096.00 3,947.50 148.50 3.7% 61.00 1.5% 19% False True 1,967,170
10 4,186.50 3,947.50 239.00 6.0% 62.50 1.6% 12% False True 1,899,070
20 4,208.50 3,947.50 261.00 6.6% 67.25 1.7% 11% False True 1,908,778
40 4,208.50 3,804.50 404.00 10.2% 66.75 1.7% 42% False False 1,771,763
60 4,208.50 3,788.50 420.00 10.6% 72.50 1.8% 45% False False 1,544,757
80 4,208.50 3,735.00 473.50 11.9% 73.75 1.9% 51% False False 1,160,074
100 4,208.50 3,530.25 678.25 17.1% 79.75 2.0% 66% False False 928,831
120 4,208.50 3,530.25 678.25 17.1% 82.25 2.1% 66% False False 774,424
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 15.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,345.25
2.618 4,221.50
1.618 4,145.75
1.000 4,099.00
0.618 4,070.00
HIGH 4,023.25
0.618 3,994.25
0.500 3,985.50
0.382 3,976.50
LOW 3,947.50
0.618 3,900.75
1.000 3,871.75
1.618 3,825.00
2.618 3,749.25
4.250 3,625.50
Fisher Pivots for day following 24-Feb-2023
Pivot 1 day 3 day
R1 3,985.50 3,991.00
PP 3,982.25 3,985.75
S1 3,979.00 3,980.75

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

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