E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 13-Mar-2023
Day Change Summary
Previous Current
10-Mar-2023 13-Mar-2023 Change Change % Previous Week
Open 3,955.00 3,920.50 -34.50 -0.9% 4,086.75
High 3,978.25 3,971.50 -6.75 -0.2% 4,119.50
Low 3,881.00 3,839.25 -41.75 -1.1% 3,881.00
Close 3,897.50 3,888.75 -8.75 -0.2% 3,897.50
Range 97.25 132.25 35.00 36.0% 238.50
ATR 67.51 72.14 4.62 6.8% 0.00
Volume 1,815,792 3,479,669 1,663,877 91.6% 2,374,144
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,296.50 4,225.00 3,961.50
R3 4,164.25 4,092.75 3,925.00
R2 4,032.00 4,032.00 3,913.00
R1 3,960.50 3,960.50 3,900.75 3,930.00
PP 3,899.75 3,899.75 3,899.75 3,884.75
S1 3,828.25 3,828.25 3,876.75 3,798.00
S2 3,767.50 3,767.50 3,864.50
S3 3,635.25 3,696.00 3,852.50
S4 3,503.00 3,563.75 3,816.00
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,681.50 4,528.00 4,028.75
R3 4,443.00 4,289.50 3,963.00
R2 4,204.50 4,204.50 3,941.25
R1 4,051.00 4,051.00 3,919.25 4,008.50
PP 3,966.00 3,966.00 3,966.00 3,944.75
S1 3,812.50 3,812.50 3,875.75 3,770.00
S2 3,727.50 3,727.50 3,853.75
S3 3,489.00 3,574.00 3,832.00
S4 3,250.50 3,335.50 3,766.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,101.50 3,839.25 262.25 6.7% 91.00 2.3% 19% False True 1,164,435
10 4,119.50 3,839.25 280.25 7.2% 73.00 1.9% 18% False True 593,635
20 4,223.75 3,839.25 384.50 9.9% 68.00 1.8% 13% False True 299,783
40 4,244.75 3,839.25 405.50 10.4% 67.00 1.7% 12% False True 151,613
60 4,244.75 3,821.50 423.25 10.9% 69.50 1.8% 16% False False 101,551
80 4,244.75 3,821.50 423.25 10.9% 69.25 1.8% 16% False False 76,241
100 4,244.75 3,705.50 539.25 13.9% 73.75 1.9% 34% False False 61,017
120 4,244.75 3,562.00 682.75 17.6% 79.00 2.0% 48% False False 50,878
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 20.35
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 4,533.50
2.618 4,317.75
1.618 4,185.50
1.000 4,103.75
0.618 4,053.25
HIGH 3,971.50
0.618 3,921.00
0.500 3,905.50
0.382 3,889.75
LOW 3,839.25
0.618 3,757.50
1.000 3,707.00
1.618 3,625.25
2.618 3,493.00
4.250 3,277.25
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 3,905.50 3,948.50
PP 3,899.75 3,928.50
S1 3,894.25 3,908.50

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

View Archives - Comment on this page... - Back to Index of Symbols