E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 07-Mar-2023
Day Change Summary
Previous Current
06-Mar-2023 07-Mar-2023 Change Change % Previous Week
Open 4,086.75 4,090.00 3.25 0.1% 4,010.50
High 4,119.50 4,101.50 -18.00 -0.4% 4,089.75
Low 4,079.25 4,019.75 -59.50 -1.5% 3,960.75
Close 4,089.75 4,027.00 -62.75 -1.5% 4,086.75
Range 40.25 81.75 41.50 103.1% 129.00
ATR 62.58 63.95 1.37 2.2% 0.00
Volume 31,637 69,777 38,140 120.6% 88,989
Daily Pivots for day following 07-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,294.75 4,242.50 4,072.00
R3 4,213.00 4,160.75 4,049.50
R2 4,131.25 4,131.25 4,042.00
R1 4,079.00 4,079.00 4,034.50 4,064.25
PP 4,049.50 4,049.50 4,049.50 4,042.00
S1 3,997.25 3,997.25 4,019.50 3,982.50
S2 3,967.75 3,967.75 4,012.00
S3 3,886.00 3,915.50 4,004.50
S4 3,804.25 3,833.75 3,982.00
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% 64.00 1.6% 42% False False 33,966
10 4,119.50 3,960.75 158.75 3.9% 58.75 1.5% 42% False False 21,351
20 4,225.25 3,960.75 264.50 6.6% 63.50 1.6% 25% False False 12,877
40 4,244.75 3,925.75 319.00 7.9% 63.50 1.6% 32% False False 7,956
60 4,244.75 3,821.50 423.25 10.5% 68.75 1.7% 49% False False 5,714
80 4,244.75 3,816.25 428.50 10.6% 69.75 1.7% 49% False False 4,352
100 4,244.75 3,562.00 682.75 17.0% 75.00 1.9% 68% False False 3,502
120 4,244.75 3,562.00 682.75 17.0% 77.25 1.9% 68% False False 2,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.95
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,449.00
2.618 4,315.50
1.618 4,233.75
1.000 4,183.25
0.618 4,152.00
HIGH 4,101.50
0.618 4,070.25
0.500 4,060.50
0.382 4,051.00
LOW 4,019.75
0.618 3,969.25
1.000 3,938.00
1.618 3,887.50
2.618 3,805.75
4.250 3,672.25
Fisher Pivots for day following 07-Mar-2023
Pivot 1 day 3 day
R1 4,060.50 4,065.00
PP 4,049.50 4,052.25
S1 4,038.25 4,039.50

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

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