E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 02-Mar-2023
Day Change Summary
Previous Current
01-Mar-2023 02-Mar-2023 Change Change % Previous Week
Open 3,968.50 3,959.75 -8.75 -0.2% 4,083.00
High 3,991.00 3,995.25 4.25 0.1% 4,089.25
Low 3,943.00 3,925.00 -18.00 -0.5% 3,947.50
Close 3,956.50 3,984.75 28.25 0.7% 3,975.75
Range 48.00 70.25 22.25 46.4% 141.75
ATR 62.83 63.36 0.53 0.8% 0.00
Volume 2,042,321 1,836,555 -205,766 -10.1% 7,827,402
Daily Pivots for day following 02-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,179.00 4,152.25 4,023.50
R3 4,108.75 4,082.00 4,004.00
R2 4,038.50 4,038.50 3,997.75
R1 4,011.75 4,011.75 3,991.25 4,025.00
PP 3,968.25 3,968.25 3,968.25 3,975.00
S1 3,941.50 3,941.50 3,978.25 3,955.00
S2 3,898.00 3,898.00 3,971.75
S3 3,827.75 3,871.25 3,965.50
S4 3,757.50 3,801.00 3,946.00
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 4,024.75 3,925.00 99.75 2.5% 57.00 1.4% 60% False True 1,882,401
10 4,168.50 3,925.00 243.50 6.1% 58.75 1.5% 25% False True 1,922,761
20 4,208.50 3,925.00 283.50 7.1% 62.25 1.6% 21% False True 1,917,956
40 4,208.50 3,819.00 389.50 9.8% 64.75 1.6% 43% False False 1,815,130
60 4,208.50 3,788.50 420.00 10.5% 70.25 1.8% 47% False False 1,665,727
80 4,208.50 3,745.00 463.50 11.6% 72.00 1.8% 52% False False 1,251,753
100 4,208.50 3,530.25 678.25 17.0% 77.75 2.0% 67% False False 1,002,170
120 4,208.50 3,530.25 678.25 17.0% 81.00 2.0% 67% False False 835,634
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 13.90
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,293.75
2.618 4,179.25
1.618 4,109.00
1.000 4,065.50
0.618 4,038.75
HIGH 3,995.25
0.618 3,968.50
0.500 3,960.00
0.382 3,951.75
LOW 3,925.00
0.618 3,881.50
1.000 3,854.75
1.618 3,811.25
2.618 3,741.00
4.250 3,626.50
Fisher Pivots for day following 02-Mar-2023
Pivot 1 day 3 day
R1 3,976.50 3,978.00
PP 3,968.25 3,971.25
S1 3,960.00 3,964.50

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

View Archives - Comment on this page... - Back to Index of Symbols