E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 27-Jan-2023

Day Change Summary
	Previous	Current
	26-Jan-2023	27-Jan-2023	Change	Change %	Previous Week
Open	4,031.00	4,065.00	34.00	0.8%	3,987.00
High	4,077.00	4,109.25	32.25	0.8%	4,109.25
Low	4,027.25	4,057.25	30.00	0.7%	3,963.25
Close	4,075.50	4,084.25	8.75	0.2%	4,084.25
Range	49.75	52.00	2.25	4.5%	146.00
ATR	68.71	67.52	-1.19	-1.7%	0.00
Volume	1,613,804	1,587,936	-25,868	-1.6%	8,029,847

Daily Pivots for day following 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,239.50	4,214.00	4,112.75
R3	4,187.50	4,162.00	4,098.50
R2	4,135.50	4,135.50	4,093.75
R1	4,110.00	4,110.00	4,089.00	4,122.75
PP	4,083.50	4,083.50	4,083.50	4,090.00
S1	4,058.00	4,058.00	4,079.50	4,070.75
S2	4,031.50	4,031.50	4,074.75
S3	3,979.50	4,006.00	4,070.00
S4	3,927.50	3,954.00	4,055.75

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,490.25	4,433.25	4,164.50
R3	4,344.25	4,287.25	4,124.50
R2	4,198.25	4,198.25	4,111.00
R1	4,141.25	4,141.25	4,097.75	4,169.75
PP	4,052.25	4,052.25	4,052.25	4,066.50
S1	3,995.25	3,995.25	4,070.75	4,023.75
S2	3,906.25	3,906.25	4,057.50
S3	3,760.25	3,849.25	4,044.00
S4	3,614.25	3,703.25	4,004.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,109.25	3,963.25	146.00	3.6%	59.50	1.5%	83%	True	False	1,605,969
10	4,109.25	3,901.75	207.50	5.1%	61.50	1.5%	88%	True	False	1,633,035
20	4,109.25	3,806.25	303.00	7.4%	65.25	1.6%	92%	True	False	1,650,005
40	4,180.00	3,788.50	391.50	9.6%	75.00	1.8%	76%	False	False	1,402,204
60	4,180.00	3,735.00	445.00	10.9%	76.00	1.9%	78%	False	False	936,938
80	4,180.00	3,530.25	649.75	15.9%	82.00	2.0%	85%	False	False	703,658
100	4,194.25	3,530.25	664.00	16.3%	84.75	2.1%	83%	False	False	563,426
120	4,373.50	3,530.25	843.25	20.6%	82.00	2.0%	66%	False	False	469,606

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	10.90
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,330.25
2.618	4,245.50
1.618	4,193.50
1.000	4,161.25
0.618	4,141.50
HIGH	4,109.25
0.618	4,089.50
0.500	4,083.25
0.382	4,077.00
LOW	4,057.25
0.618	4,025.00
1.000	4,005.25
1.618	3,973.00
2.618	3,921.00
4.250	3,836.25

Fisher Pivots for day following 27-Jan-2023
Pivot	1 day	3 day
R1	4,084.00	4,068.25
PP	4,083.50	4,052.25
S1	4,083.25	4,036.25

Download as Excel Spreadsheet

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

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