E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 16-Mar-2023
Day Change Summary
Previous Current
15-Mar-2023 16-Mar-2023 Change Change % Previous Week
Open 3,920.50 3,892.75 -27.75 -0.7% 4,049.25
High 3,931.00 3,966.50 35.50 0.9% 4,082.50
Low 3,834.00 3,863.25 29.25 0.8% 3,846.25
Close 3,892.75 3,960.50 67.75 1.7% 3,862.75
Range 97.00 103.25 6.25 6.4% 236.25
ATR 74.43 76.49 2.06 2.8% 0.00
Volume 833,643 466,914 -366,729 -44.0% 11,335,406
Daily Pivots for day following 16-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,239.75 4,203.50 4,017.25
R3 4,136.50 4,100.25 3,989.00
R2 4,033.25 4,033.25 3,979.50
R1 3,997.00 3,997.00 3,970.00 4,015.00
PP 3,930.00 3,930.00 3,930.00 3,939.25
S1 3,893.75 3,893.75 3,951.00 3,912.00
S2 3,826.75 3,826.75 3,941.50
S3 3,723.50 3,790.50 3,932.00
S4 3,620.25 3,687.25 3,903.75
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,639.25 4,487.25 3,992.75
R3 4,403.00 4,251.00 3,927.75
R2 4,166.75 4,166.75 3,906.00
R1 4,014.75 4,014.75 3,884.50 3,972.50
PP 3,930.50 3,930.50 3,930.50 3,909.50
S1 3,778.50 3,778.50 3,841.00 3,736.50
S2 3,694.25 3,694.25 3,819.50
S3 3,458.00 3,542.25 3,797.75
S4 3,221.75 3,306.00 3,732.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,966.50 3,808.75 157.75 4.0% 101.75 2.6% 96% True False 1,788,670
10 4,082.50 3,808.75 273.75 6.9% 85.25 2.2% 55% False False 1,865,805
20 4,168.50 3,808.75 359.75 9.1% 72.00 1.8% 42% False False 1,894,283
40 4,208.50 3,808.75 399.75 10.1% 69.50 1.8% 38% False False 1,853,538
60 4,208.50 3,788.50 420.00 10.6% 69.50 1.8% 41% False False 1,759,512
80 4,208.50 3,788.50 420.00 10.6% 71.25 1.8% 41% False False 1,484,071
100 4,208.50 3,670.00 538.50 13.6% 76.00 1.9% 54% False False 1,188,401
120 4,208.50 3,530.25 678.25 17.1% 80.75 2.0% 63% False False 990,983
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 18.75
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,405.25
2.618 4,236.75
1.618 4,133.50
1.000 4,069.75
0.618 4,030.25
HIGH 3,966.50
0.618 3,927.00
0.500 3,915.00
0.382 3,902.75
LOW 3,863.25
0.618 3,799.50
1.000 3,760.00
1.618 3,696.25
2.618 3,593.00
4.250 3,424.50
Fisher Pivots for day following 16-Mar-2023
Pivot 1 day 3 day
R1 3,945.25 3,940.50
PP 3,930.00 3,920.25
S1 3,915.00 3,900.25

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

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