E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 16-Feb-2023
Day Change Summary
Previous Current
15-Feb-2023 16-Feb-2023 Change Change % Previous Week
Open 4,178.00 4,193.50 15.50 0.4% 4,174.00
High 4,199.25 4,205.75 6.50 0.2% 4,225.25
Low 4,150.50 4,132.50 -18.00 -0.4% 4,098.00
Close 4,196.25 4,137.50 -58.75 -1.4% 4,136.75
Range 48.75 73.25 24.50 50.3% 127.25
ATR 68.29 68.65 0.35 0.5% 0.00
Volume 3,601 4,647 1,046 29.0% 17,822
Daily Pivots for day following 16-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,378.25 4,331.25 4,177.75
R3 4,305.00 4,258.00 4,157.75
R2 4,231.75 4,231.75 4,151.00
R1 4,184.75 4,184.75 4,144.25 4,171.50
PP 4,158.50 4,158.50 4,158.50 4,152.00
S1 4,111.50 4,111.50 4,130.75 4,098.50
S2 4,085.25 4,085.25 4,124.00
S3 4,012.00 4,038.25 4,117.25
S4 3,938.75 3,965.00 4,097.25
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,535.00 4,463.25 4,206.75
R3 4,407.75 4,336.00 4,171.75
R2 4,280.50 4,280.50 4,160.00
R1 4,208.75 4,208.75 4,148.50 4,181.00
PP 4,153.25 4,153.25 4,153.25 4,139.50
S1 4,081.50 4,081.50 4,125.00 4,053.75
S2 4,026.00 4,026.00 4,113.50
S3 3,898.75 3,954.25 4,101.75
S4 3,771.50 3,827.00 4,066.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,223.75 4,098.00 125.75 3.0% 64.00 1.5% 31% False False 4,885
10 4,231.00 4,098.00 133.00 3.2% 65.75 1.6% 30% False False 4,641
20 4,244.75 3,946.25 298.50 7.2% 67.75 1.6% 64% False False 4,116
40 4,244.75 3,821.50 423.25 10.2% 68.00 1.6% 75% False False 2,863
60 4,244.75 3,821.50 423.25 10.2% 69.75 1.7% 75% False False 2,064
80 4,244.75 3,770.50 474.25 11.5% 74.00 1.8% 77% False False 1,593
100 4,244.75 3,562.00 682.75 16.5% 80.00 1.9% 84% False False 1,310
120 4,244.75 3,562.00 682.75 16.5% 78.25 1.9% 84% False False 1,113
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 20.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,517.00
2.618 4,397.50
1.618 4,324.25
1.000 4,279.00
0.618 4,251.00
HIGH 4,205.75
0.618 4,177.75
0.500 4,169.00
0.382 4,160.50
LOW 4,132.50
0.618 4,087.25
1.000 4,059.25
1.618 4,014.00
2.618 3,940.75
4.250 3,821.25
Fisher Pivots for day following 16-Feb-2023
Pivot 1 day 3 day
R1 4,169.00 4,178.00
PP 4,158.50 4,164.50
S1 4,148.00 4,151.00

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

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