E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 28-Feb-2023
Day Change Summary
Previous Current
27-Feb-2023 28-Feb-2023 Change Change % Previous Week
Open 4,052.25 4,068.00 15.75 0.4% 4,155.00
High 4,101.75 4,078.25 -23.50 -0.6% 4,166.75
Low 4,047.75 4,042.50 -5.25 -0.1% 4,024.75
Close 4,063.75 4,052.00 -11.75 -0.3% 4,051.75
Range 54.00 35.75 -18.25 -33.8% 142.00
ATR 63.23 61.27 -1.96 -3.1% 0.00
Volume 87 78 -9 -10.3% 489
Daily Pivots for day following 28-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,164.75 4,144.25 4,071.75
R3 4,129.00 4,108.50 4,061.75
R2 4,093.25 4,093.25 4,058.50
R1 4,072.75 4,072.75 4,055.25 4,065.00
PP 4,057.50 4,057.50 4,057.50 4,053.75
S1 4,037.00 4,037.00 4,048.75 4,029.50
S2 4,021.75 4,021.75 4,045.50
S3 3,986.00 4,001.25 4,042.25
S4 3,950.25 3,965.50 4,032.25
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,507.00 4,421.50 4,129.75
R3 4,365.00 4,279.50 4,090.75
R2 4,223.00 4,223.00 4,077.75
R1 4,137.50 4,137.50 4,064.75 4,109.25
PP 4,081.00 4,081.00 4,081.00 4,067.00
S1 3,995.50 3,995.50 4,038.75 3,967.25
S2 3,939.00 3,939.00 4,025.75
S3 3,797.00 3,853.50 4,012.75
S4 3,655.00 3,711.50 3,973.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,109.50 4,024.75 84.75 2.1% 52.25 1.3% 32% False False 117
10 4,262.50 4,024.75 237.75 5.9% 57.75 1.4% 11% False False 87
20 4,281.00 4,024.75 256.25 6.3% 63.25 1.6% 11% False False 101
40 4,281.00 3,883.50 397.50 9.8% 61.50 1.5% 42% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.03
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,230.25
2.618 4,171.75
1.618 4,136.00
1.000 4,114.00
0.618 4,100.25
HIGH 4,078.25
0.618 4,064.50
0.500 4,060.50
0.382 4,056.25
LOW 4,042.50
0.618 4,020.50
1.000 4,006.75
1.618 3,984.75
2.618 3,949.00
4.250 3,890.50
Fisher Pivots for day following 28-Feb-2023
Pivot 1 day 3 day
R1 4,060.50 4,063.25
PP 4,057.50 4,059.50
S1 4,054.75 4,055.75

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

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