E-mini S&P 500 Future September 2023

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Trading Metrics calculated at close of trading on 24-Mar-2023
Day Change Summary Previous Current 23-Mar-2023 24-Mar-2023 Change Change % Previous Week Open 4,008.00 4,018.00 10.00 0.2% 3,981.75 High 4,071.75 4,042.25 -29.50 -0.7% 4,107.25 Low 3,980.00 3,966.75 -13.25 -0.3% 3,925.00 Close 4,009.50 4,033.00 23.50 0.6% 4,033.00 Range 91.75 75.50 -16.25 -17.7% 182.25 ATR 79.37 79.09 -0.28 -0.3% 0.00 Volume 1,761 1,568 -193 -11.0% 9,487
Daily Pivots for day following 24-Mar-2023 Classic Woodie Camarilla DeMark R4 4,240.50 4,212.25 4,074.50 R3 4,165.00 4,136.75 4,053.75 R2 4,089.50 4,089.50 4,046.75 R1 4,061.25 4,061.25 4,040.00 4,075.50 PP 4,014.00 4,014.00 4,014.00 4,021.00 S1 3,985.75 3,985.75 4,026.00 4,000.00 S2 3,938.50 3,938.50 4,019.25 S3 3,863.00 3,910.25 4,012.25 S4 3,787.50 3,834.75 3,991.50	Weekly Pivots for week ending 24-Mar-2023 Classic Woodie Camarilla DeMark R4 4,568.50 4,483.00 4,133.25 R3 4,386.25 4,300.75 4,083.00 R2 4,204.00 4,204.00 4,066.50 R1 4,118.50 4,118.50 4,049.75 4,161.25 PP 4,021.75 4,021.75 4,021.75 4,043.00 S1 3,936.25 3,936.25 4,016.25 3,979.00 S2 3,839.50 3,839.50 3,999.50 S3 3,657.25 3,754.00 3,983.00 S4 3,475.00 3,571.75 3,932.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,107.25 3,925.00 182.25 4.5% 86.25 2.1% 59% False False 1,897 10 4,107.25 3,874.75 232.50 5.8% 93.50 2.3% 68% False False 1,459 20 4,160.00 3,874.75 285.25 7.1% 78.50 1.9% 55% False False 915 40 4,281.00 3,874.75 406.25 10.1% 70.50 1.8% 39% False False 504 60 4,281.00 3,873.50 407.50 10.1% 67.50 1.7% 39% False False 351
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 26.60 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 4,363.00 2.618 4,240.00 1.618 4,164.50 1.000 4,117.75 0.618 4,089.00 HIGH 4,042.25 0.618 4,013.50 0.500 4,004.50 0.382 3,995.50 LOW 3,966.75 0.618 3,920.00 1.000 3,891.25 1.618 3,844.50 2.618 3,769.00 4.250 3,646.00
Fisher Pivots for day following 24-Mar-2023 Pivot 1 day 3 day R1 4,023.50 4,037.00 PP 4,014.00 4,035.75 S1 4,004.50 4,034.25

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