E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 17-Feb-2023
Day Change Summary
Previous Current
16-Feb-2023 17-Feb-2023 Change Change % Previous Week
Open 4,193.50 4,130.00 -63.50 -1.5% 4,140.50
High 4,205.75 4,130.50 -75.25 -1.8% 4,223.75
Low 4,132.50 4,093.25 -39.25 -0.9% 4,093.25
Close 4,137.50 4,125.00 -12.50 -0.3% 4,125.00
Range 73.25 37.25 -36.00 -49.1% 130.50
ATR 68.65 66.90 -1.74 -2.5% 0.00
Volume 4,647 3,568 -1,079 -23.2% 25,224
Daily Pivots for day following 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,228.00 4,213.75 4,145.50
R3 4,190.75 4,176.50 4,135.25
R2 4,153.50 4,153.50 4,131.75
R1 4,139.25 4,139.25 4,128.50 4,127.75
PP 4,116.25 4,116.25 4,116.25 4,110.50
S1 4,102.00 4,102.00 4,121.50 4,090.50
S2 4,079.00 4,079.00 4,118.25
S3 4,041.75 4,064.75 4,114.75
S4 4,004.50 4,027.50 4,104.50
Weekly Pivots for week ending 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,538.75 4,462.50 4,196.75
R3 4,408.25 4,332.00 4,161.00
R2 4,277.75 4,277.75 4,149.00
R1 4,201.50 4,201.50 4,137.00 4,174.50
PP 4,147.25 4,147.25 4,147.25 4,133.75
S1 4,071.00 4,071.00 4,113.00 4,044.00
S2 4,016.75 4,016.75 4,101.00
S3 3,886.25 3,940.50 4,089.00
S4 3,755.75 3,810.00 4,053.25
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 4,093.25 130.50 3.2% 62.75 1.5% 24% False True 5,044
10 4,225.25 4,093.25 132.00 3.2% 63.50 1.5% 24% False True 4,304
20 4,244.75 3,998.25 246.50 6.0% 65.75 1.6% 51% False False 4,145
40 4,244.75 3,821.50 423.25 10.3% 67.25 1.6% 72% False False 2,928
60 4,244.75 3,821.50 423.25 10.3% 69.75 1.7% 72% False False 2,123
80 4,244.75 3,770.50 474.25 11.5% 73.50 1.8% 75% False False 1,637
100 4,244.75 3,562.00 682.75 16.6% 79.50 1.9% 82% False False 1,345
120 4,244.75 3,562.00 682.75 16.6% 78.25 1.9% 82% False False 1,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18.58
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 4,288.75
2.618 4,228.00
1.618 4,190.75
1.000 4,167.75
0.618 4,153.50
HIGH 4,130.50
0.618 4,116.25
0.500 4,112.00
0.382 4,107.50
LOW 4,093.25
0.618 4,070.25
1.000 4,056.00
1.618 4,033.00
2.618 3,995.75
4.250 3,935.00
Fisher Pivots for day following 17-Feb-2023
Pivot 1 day 3 day
R1 4,120.50 4,149.50
PP 4,116.25 4,141.25
S1 4,112.00 4,133.25

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

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