E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 03-Feb-2023
Day Change Summary
Previous Current
02-Feb-2023 03-Feb-2023 Change Change % Previous Week
Open 4,180.00 4,210.50 30.50 0.7% 4,114.25
High 4,244.75 4,231.00 -13.75 -0.3% 4,244.75
Low 4,173.00 4,169.50 -3.50 -0.1% 4,043.75
Close 4,228.25 4,184.75 -43.50 -1.0% 4,184.75
Range 71.75 61.50 -10.25 -14.3% 201.00
ATR 70.81 70.14 -0.66 -0.9% 0.00
Volume 5,751 6,941 1,190 20.7% 24,969
Daily Pivots for day following 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,379.50 4,343.75 4,218.50
R3 4,318.00 4,282.25 4,201.75
R2 4,256.50 4,256.50 4,196.00
R1 4,220.75 4,220.75 4,190.50 4,208.00
PP 4,195.00 4,195.00 4,195.00 4,188.75
S1 4,159.25 4,159.25 4,179.00 4,146.50
S2 4,133.50 4,133.50 4,173.50
S3 4,072.00 4,097.75 4,167.75
S4 4,010.50 4,036.25 4,151.00
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,760.75 4,673.75 4,295.25
R3 4,559.75 4,472.75 4,240.00
R2 4,358.75 4,358.75 4,221.50
R1 4,271.75 4,271.75 4,203.25 4,315.25
PP 4,157.75 4,157.75 4,157.75 4,179.50
S1 4,070.75 4,070.75 4,166.25 4,114.25
S2 3,956.75 3,956.75 4,148.00
S3 3,755.75 3,869.75 4,129.50
S4 3,554.75 3,668.75 4,074.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,244.75 4,043.75 201.00 4.8% 77.25 1.8% 70% False False 4,993
10 4,244.75 3,998.25 246.50 5.9% 68.00 1.6% 76% False False 3,985
20 4,244.75 3,853.00 391.75 9.4% 67.25 1.6% 85% False False 2,958
40 4,244.75 3,821.50 423.25 10.1% 71.75 1.7% 86% False False 2,053
60 4,244.75 3,816.25 428.50 10.2% 72.50 1.7% 86% False False 1,453
80 4,244.75 3,562.00 682.75 16.3% 78.50 1.9% 91% False False 1,122
100 4,244.75 3,562.00 682.75 16.3% 81.75 2.0% 91% False False 925
Crabel Price Patterns
NR True
NR4 True
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 13.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,492.50
2.618 4,392.00
1.618 4,330.50
1.000 4,292.50
0.618 4,269.00
HIGH 4,231.00
0.618 4,207.50
0.500 4,200.25
0.382 4,193.00
LOW 4,169.50
0.618 4,131.50
1.000 4,108.00
1.618 4,070.00
2.618 4,008.50
4.250 3,908.00
Fisher Pivots for day following 03-Feb-2023
Pivot 1 day 3 day
R1 4,200.25 4,178.00
PP 4,195.00 4,171.25
S1 4,190.00 4,164.50

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

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