E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 18-Jan-2023

Day Change Summary
	Previous	Current
	17-Jan-2023	18-Jan-2023	Change	Change %	Previous Week
Open	4,020.00	4,008.50	-11.50	-0.3%	3,918.50
High	4,035.25	4,033.50	-1.75	0.0%	4,024.25
Low	3,996.75	3,943.75	-53.00	-1.3%	3,891.50
Close	4,009.50	3,945.75	-63.75	-1.6%	4,018.25
Range	38.50	89.75	51.25	133.1%	132.75
ATR	71.31	72.63	1.32	1.8%	0.00
Volume	1,423,931	1,902,551	478,620	33.6%	8,176,982

Daily Pivots for day following 18-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,243.50	4,184.50	3,995.00
R3	4,153.75	4,094.75	3,970.50
R2	4,064.00	4,064.00	3,962.25
R1	4,005.00	4,005.00	3,954.00	3,989.50
PP	3,974.25	3,974.25	3,974.25	3,966.75
S1	3,915.25	3,915.25	3,937.50	3,900.00
S2	3,884.50	3,884.50	3,929.25
S3	3,794.75	3,825.50	3,921.00
S4	3,705.00	3,735.75	3,896.50

Weekly Pivots for week ending 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,376.25	4,330.00	4,091.25
R3	4,243.50	4,197.25	4,054.75
R2	4,110.75	4,110.75	4,042.50
R1	4,064.50	4,064.50	4,030.50	4,087.50
PP	3,978.00	3,978.00	3,978.00	3,989.50
S1	3,931.75	3,931.75	4,006.00	3,955.00
S2	3,845.25	3,845.25	3,994.00
S3	3,712.50	3,799.00	3,981.75
S4	3,579.75	3,666.25	3,945.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,035.25	3,934.50	100.75	2.6%	63.25	1.6%	11%	False	False	1,656,924
10	4,035.25	3,819.00	216.25	5.5%	66.50	1.7%	59%	False	False	1,712,174
20	4,035.25	3,788.50	246.75	6.3%	69.75	1.8%	64%	False	False	1,571,459
40	4,180.00	3,788.50	391.50	9.9%	73.25	1.9%	40%	False	False	1,114,603
60	4,180.00	3,670.00	510.00	12.9%	80.25	2.0%	54%	False	False	744,976
80	4,180.00	3,530.25	649.75	16.5%	86.25	2.2%	64%	False	False	559,706
100	4,262.25	3,530.25	732.00	18.6%	86.75	2.2%	57%	False	False	447,993
120	4,373.50	3,530.25	843.25	21.4%	82.50	2.1%	49%	False	False	373,395

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	16.43
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,415.00
2.618	4,268.50
1.618	4,178.75
1.000	4,123.25
0.618	4,089.00
HIGH	4,033.50
0.618	3,999.25
0.500	3,988.50
0.382	3,978.00
LOW	3,943.75
0.618	3,888.25
1.000	3,854.00
1.618	3,798.50
2.618	3,708.75
4.250	3,562.25

Fisher Pivots for day following 18-Jan-2023
Pivot	1 day	3 day
R1	3,988.50	3,989.50
PP	3,974.25	3,975.00
S1	3,960.00	3,960.25

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

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