E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 11-Jan-2023
Day Change Summary
Previous Current
10-Jan-2023 11-Jan-2023 Change Change % Previous Week
Open 3,914.50 3,941.00 26.50 0.7% 3,895.00
High 3,943.75 3,992.50 48.75 1.2% 3,928.75
Low 3,891.50 3,934.50 43.00 1.1% 3,814.50
Close 3,940.75 3,990.00 49.25 1.2% 3,915.50
Range 52.25 58.00 5.75 11.0% 114.25
ATR 76.59 75.26 -1.33 -1.7% 0.00
Volume 1,520,955 1,398,769 -122,186 -8.0% 7,400,755
Daily Pivots for day following 11-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,146.25 4,126.25 4,022.00
R3 4,088.25 4,068.25 4,006.00
R2 4,030.25 4,030.25 4,000.75
R1 4,010.25 4,010.25 3,995.25 4,020.25
PP 3,972.25 3,972.25 3,972.25 3,977.50
S1 3,952.25 3,952.25 3,984.75 3,962.25
S2 3,914.25 3,914.25 3,979.25
S3 3,856.25 3,894.25 3,974.00
S4 3,798.25 3,836.25 3,958.00
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,229.00 4,186.50 3,978.25
R3 4,114.75 4,072.25 3,947.00
R2 4,000.50 4,000.50 3,936.50
R1 3,958.00 3,958.00 3,926.00 3,979.25
PP 3,886.25 3,886.25 3,886.25 3,897.00
S1 3,843.75 3,843.75 3,905.00 3,865.00
S2 3,772.00 3,772.00 3,894.50
S3 3,657.75 3,729.50 3,884.00
S4 3,543.50 3,615.25 3,852.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,992.50 3,819.00 173.50 4.3% 69.25 1.7% 99% True False 1,664,747
10 3,992.50 3,804.50 188.00 4.7% 69.50 1.7% 99% True False 1,584,997
20 4,180.00 3,788.50 391.50 9.8% 80.50 2.0% 51% False False 1,677,058
40 4,180.00 3,788.50 391.50 9.8% 73.75 1.8% 51% False False 943,521
60 4,180.00 3,620.50 559.50 14.0% 82.25 2.1% 66% False False 630,379
80 4,180.00 3,530.25 649.75 16.3% 87.75 2.2% 71% False False 473,749
100 4,322.00 3,530.25 791.75 19.8% 86.50 2.2% 58% False False 379,148
120 4,373.50 3,530.25 843.25 21.1% 82.50 2.1% 55% False False 316,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,239.00
2.618 4,144.25
1.618 4,086.25
1.000 4,050.50
0.618 4,028.25
HIGH 3,992.50
0.618 3,970.25
0.500 3,963.50
0.382 3,956.75
LOW 3,934.50
0.618 3,898.75
1.000 3,876.50
1.618 3,840.75
2.618 3,782.75
4.250 3,688.00
Fisher Pivots for day following 11-Jan-2023
Pivot 1 day 3 day
R1 3,981.25 3,974.00
PP 3,972.25 3,958.00
S1 3,963.50 3,942.00

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

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