E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 08-Mar-2023
Day Change Summary
Previous Current
07-Mar-2023 08-Mar-2023 Change Change % Previous Week
Open 4,090.00 4,027.25 -62.75 -1.5% 4,010.50
High 4,101.50 4,041.00 -60.50 -1.5% 4,089.75
Low 4,019.75 4,009.25 -10.50 -0.3% 3,960.75
Close 4,027.00 4,032.75 5.75 0.1% 4,086.75
Range 81.75 31.75 -50.00 -61.2% 129.00
ATR 63.95 61.65 -2.30 -3.6% 0.00
Volume 69,777 79,804 10,027 14.4% 88,989
Daily Pivots for day following 08-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,123.00 4,109.50 4,050.25
R3 4,091.25 4,077.75 4,041.50
R2 4,059.50 4,059.50 4,038.50
R1 4,046.00 4,046.00 4,035.75 4,052.75
PP 4,027.75 4,027.75 4,027.75 4,031.00
S1 4,014.25 4,014.25 4,029.75 4,021.00
S2 3,996.00 3,996.00 4,027.00
S3 3,964.25 3,982.50 4,024.00
S4 3,932.50 3,950.75 4,015.25
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% 60.75 1.5% 45% False False 46,511
10 4,119.50 3,960.75 158.75 3.9% 57.75 1.4% 45% False False 28,578
20 4,223.75 3,960.75 263.00 6.5% 60.75 1.5% 27% False False 16,702
40 4,244.75 3,925.75 319.00 7.9% 62.75 1.6% 34% False False 9,922
60 4,244.75 3,821.50 423.25 10.5% 68.50 1.7% 50% False False 7,042
80 4,244.75 3,820.25 424.50 10.5% 69.00 1.7% 50% False False 5,348
100 4,244.75 3,562.00 682.75 16.9% 75.00 1.9% 69% False False 4,298
120 4,244.75 3,562.00 682.75 16.9% 77.25 1.9% 69% False False 3,607
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 14.45
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 4,176.00
2.618 4,124.00
1.618 4,092.25
1.000 4,072.75
0.618 4,060.50
HIGH 4,041.00
0.618 4,028.75
0.500 4,025.00
0.382 4,021.50
LOW 4,009.25
0.618 3,989.75
1.000 3,977.50
1.618 3,958.00
2.618 3,926.25
4.250 3,874.25
Fisher Pivots for day following 08-Mar-2023
Pivot 1 day 3 day
R1 4,030.25 4,064.50
PP 4,027.75 4,053.75
S1 4,025.00 4,043.25

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

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