E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 28-Feb-2023
Day Change Summary
Previous Current
27-Feb-2023 28-Feb-2023 Change Change % Previous Week
Open 4,010.50 4,028.00 17.50 0.4% 4,118.75
High 4,061.00 4,040.00 -21.00 -0.5% 4,125.75
Low 4,009.00 4,001.25 -7.75 -0.2% 3,984.00
Close 4,024.50 4,011.75 -12.75 -0.3% 4,012.25
Range 52.00 38.75 -13.25 -25.5% 141.75
ATR 65.64 63.72 -1.92 -2.9% 0.00
Volume 6,451 14,122 7,671 118.9% 27,641
Daily Pivots for day following 28-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,134.00 4,111.50 4,033.00
R3 4,095.25 4,072.75 4,022.50
R2 4,056.50 4,056.50 4,018.75
R1 4,034.00 4,034.00 4,015.25 4,026.00
PP 4,017.75 4,017.75 4,017.75 4,013.50
S1 3,995.25 3,995.25 4,008.25 3,987.00
S2 3,979.00 3,979.00 4,004.75
S3 3,940.25 3,956.50 4,001.00
S4 3,901.50 3,917.75 3,990.50
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,466.00 4,380.75 4,090.25
R3 4,324.25 4,239.00 4,051.25
R2 4,182.50 4,182.50 4,038.25
R1 4,097.25 4,097.25 4,025.25 4,069.00
PP 4,040.75 4,040.75 4,040.75 4,026.50
S1 3,955.50 3,955.50 3,999.25 3,927.25
S2 3,899.00 3,899.00 3,986.25
S3 3,757.25 3,813.75 3,973.25
S4 3,615.50 3,672.00 3,934.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,070.75 3,984.00 86.75 2.2% 53.75 1.3% 32% False False 8,736
10 4,223.75 3,984.00 239.75 6.0% 59.75 1.5% 12% False False 6,984
20 4,244.75 3,984.00 260.75 6.5% 66.00 1.6% 11% False False 5,705
40 4,244.75 3,848.25 396.50 9.9% 64.75 1.6% 41% False False 3,946
60 4,244.75 3,821.50 423.25 10.6% 69.25 1.7% 45% False False 2,910
80 4,244.75 3,770.50 474.25 11.8% 71.50 1.8% 51% False False 2,235
100 4,244.75 3,562.00 682.75 17.0% 76.00 1.9% 66% False False 1,818
120 4,244.75 3,562.00 682.75 17.0% 78.25 1.9% 66% False False 1,536
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.50
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,204.75
2.618 4,141.50
1.618 4,102.75
1.000 4,078.75
0.618 4,064.00
HIGH 4,040.00
0.618 4,025.25
0.500 4,020.50
0.382 4,016.00
LOW 4,001.25
0.618 3,977.25
1.000 3,962.50
1.618 3,938.50
2.618 3,899.75
4.250 3,836.50
Fisher Pivots for day following 28-Feb-2023
Pivot 1 day 3 day
R1 4,020.50 4,022.50
PP 4,017.75 4,019.00
S1 4,014.75 4,015.25

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

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