E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 09-Mar-2023
Day Change Summary
Previous Current
08-Mar-2023 09-Mar-2023 Change Change % Previous Week
Open 4,027.25 4,038.00 10.75 0.3% 4,010.50
High 4,041.00 4,057.50 16.50 0.4% 4,089.75
Low 4,009.25 3,945.75 -63.50 -1.6% 3,960.75
Close 4,032.75 3,956.25 -76.50 -1.9% 4,086.75
Range 31.75 111.75 80.00 252.0% 129.00
ATR 61.65 65.23 3.58 5.8% 0.00
Volume 79,804 377,134 297,330 372.6% 88,989
Daily Pivots for day following 09-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,321.75 4,250.75 4,017.75
R3 4,210.00 4,139.00 3,987.00
R2 4,098.25 4,098.25 3,976.75
R1 4,027.25 4,027.25 3,966.50 4,007.00
PP 3,986.50 3,986.50 3,986.50 3,976.25
S1 3,915.50 3,915.50 3,946.00 3,895.00
S2 3,874.75 3,874.75 3,935.75
S3 3,763.00 3,803.75 3,925.50
S4 3,651.25 3,692.00 3,894.75
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 3,945.75 173.75 4.4% 69.00 1.7% 6% False True 117,678
10 4,119.50 3,945.75 173.75 4.4% 63.00 1.6% 6% False True 65,558
20 4,223.75 3,945.75 278.00 7.0% 63.25 1.6% 4% False True 35,312
40 4,244.75 3,935.75 309.00 7.8% 64.25 1.6% 7% False False 19,320
60 4,244.75 3,821.50 423.25 10.7% 69.25 1.8% 32% False False 13,323
80 4,244.75 3,821.50 423.25 10.7% 67.75 1.7% 32% False False 10,054
100 4,244.75 3,654.00 590.75 14.9% 74.00 1.9% 51% False False 8,066
120 4,244.75 3,562.00 682.75 17.3% 78.00 2.0% 58% False False 6,749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.98
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 4,532.50
2.618 4,350.00
1.618 4,238.25
1.000 4,169.25
0.618 4,126.50
HIGH 4,057.50
0.618 4,014.75
0.500 4,001.50
0.382 3,988.50
LOW 3,945.75
0.618 3,876.75
1.000 3,834.00
1.618 3,765.00
2.618 3,653.25
4.250 3,470.75
Fisher Pivots for day following 09-Mar-2023
Pivot 1 day 3 day
R1 4,001.50 4,023.50
PP 3,986.50 4,001.25
S1 3,971.50 3,978.75

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

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