E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 06-Mar-2023
Day Change Summary
Previous Current
03-Mar-2023 06-Mar-2023 Change Change % Previous Week
Open 4,018.25 4,086.75 68.50 1.7% 4,010.50
High 4,089.75 4,119.50 29.75 0.7% 4,089.75
Low 4,010.25 4,079.25 69.00 1.7% 3,960.75
Close 4,086.75 4,089.75 3.00 0.1% 4,086.75
Range 79.50 40.25 -39.25 -49.4% 129.00
ATR 64.30 62.58 -1.72 -2.7% 0.00
Volume 30,041 31,637 1,596 5.3% 88,989
Daily Pivots for day following 06-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,217.00 4,193.50 4,112.00
R3 4,176.75 4,153.25 4,100.75
R2 4,136.50 4,136.50 4,097.25
R1 4,113.00 4,113.00 4,093.50 4,124.75
PP 4,096.25 4,096.25 4,096.25 4,102.00
S1 4,072.75 4,072.75 4,086.00 4,084.50
S2 4,056.00 4,056.00 4,082.25
S3 4,015.75 4,032.50 4,078.75
S4 3,975.50 3,992.25 4,067.50
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,432.75 4,388.75 4,157.75
R3 4,303.75 4,259.75 4,122.25
R2 4,174.75 4,174.75 4,110.50
R1 4,130.75 4,130.75 4,098.50 4,152.75
PP 4,045.75 4,045.75 4,045.75 4,056.75
S1 4,001.75 4,001.75 4,075.00 4,023.75
S2 3,916.75 3,916.75 4,063.00
S3 3,787.75 3,872.75 4,051.25
S4 3,658.75 3,743.75 4,015.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,119.50 3,960.75 158.75 3.9% 55.25 1.4% 81% True False 22,835
10 4,125.75 3,960.75 165.00 4.0% 59.25 1.5% 78% False False 14,826
20 4,225.25 3,960.75 264.50 6.5% 61.25 1.5% 49% False False 9,565
40 4,244.75 3,853.00 391.75 9.6% 64.25 1.6% 60% False False 6,261
60 4,244.75 3,821.50 423.25 10.3% 68.25 1.7% 63% False False 4,557
80 4,244.75 3,816.25 428.50 10.5% 69.75 1.7% 64% False False 3,481
100 4,244.75 3,562.00 682.75 16.7% 75.00 1.8% 77% False False 2,811
120 4,244.75 3,562.00 682.75 16.7% 78.25 1.9% 77% False False 2,365
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 14.50
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,290.50
2.618 4,224.75
1.618 4,184.50
1.000 4,159.75
0.618 4,144.25
HIGH 4,119.50
0.618 4,104.00
0.500 4,099.50
0.382 4,094.75
LOW 4,079.25
0.618 4,054.50
1.000 4,039.00
1.618 4,014.25
2.618 3,974.00
4.250 3,908.25
Fisher Pivots for day following 06-Mar-2023
Pivot 1 day 3 day
R1 4,099.50 4,073.25
PP 4,096.25 4,056.75
S1 4,093.00 4,040.00

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

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