E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 22-Mar-2023
Day Change Summary
Previous Current
21-Mar-2023 22-Mar-2023 Change Change % Previous Week
Open 3,986.50 4,038.75 52.25 1.3% 3,920.50
High 4,043.25 4,073.75 30.50 0.8% 4,009.25
Low 3,981.75 3,966.25 -15.50 -0.4% 3,839.25
Close 4,035.75 3,970.50 -65.25 -1.6% 3,947.00
Range 61.50 107.50 46.00 74.8% 170.00
ATR 77.06 79.23 2.17 2.8% 0.00
Volume 1,531,670 1,802,929 271,259 17.7% 14,354,296
Daily Pivots for day following 22-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,326.00 4,255.75 4,029.50
R3 4,218.50 4,148.25 4,000.00
R2 4,111.00 4,111.00 3,990.25
R1 4,040.75 4,040.75 3,980.25 4,022.00
PP 4,003.50 4,003.50 4,003.50 3,994.25
S1 3,933.25 3,933.25 3,960.75 3,914.50
S2 3,896.00 3,896.00 3,950.75
S3 3,788.50 3,825.75 3,941.00
S4 3,681.00 3,718.25 3,911.50
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,441.75 4,364.50 4,040.50
R3 4,271.75 4,194.50 3,993.75
R2 4,101.75 4,101.75 3,978.25
R1 4,024.50 4,024.50 3,962.50 4,063.00
PP 3,931.75 3,931.75 3,931.75 3,951.25
S1 3,854.50 3,854.50 3,931.50 3,893.00
S2 3,761.75 3,761.75 3,915.75
S3 3,591.75 3,684.50 3,900.25
S4 3,421.75 3,514.50 3,853.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,073.75 3,895.00 178.75 4.5% 88.50 2.2% 42% True False 1,977,122
10 4,073.75 3,839.25 234.50 5.9% 97.00 2.4% 56% True False 2,170,062
20 4,119.50 3,839.25 280.25 7.1% 77.50 1.9% 47% False False 1,099,320
40 4,244.75 3,839.25 405.50 10.2% 71.75 1.8% 32% False False 551,912
60 4,244.75 3,838.00 406.75 10.2% 69.50 1.8% 33% False False 368,553
80 4,244.75 3,821.50 423.25 10.7% 72.00 1.8% 35% False False 276,571
100 4,244.75 3,770.50 474.25 11.9% 74.00 1.9% 42% False False 221,293
120 4,244.75 3,562.00 682.75 17.2% 78.25 2.0% 60% False False 184,440
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 22.58
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,530.50
2.618 4,355.25
1.618 4,247.75
1.000 4,181.25
0.618 4,140.25
HIGH 4,073.75
0.618 4,032.75
0.500 4,020.00
0.382 4,007.25
LOW 3,966.25
0.618 3,899.75
1.000 3,858.75
1.618 3,792.25
2.618 3,684.75
4.250 3,509.50
Fisher Pivots for day following 22-Mar-2023
Pivot 1 day 3 day
R1 4,020.00 3,985.50
PP 4,003.50 3,980.50
S1 3,987.00 3,975.50

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

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