E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 31-Jan-2023

Day Change Summary
	Previous	Current
	30-Jan-2023	31-Jan-2023	Change	Change %	Previous Week
Open	4,077.00	4,039.25	-37.75	-0.9%	3,987.00
High	4,086.00	4,091.25	5.25	0.1%	4,109.25
Low	4,029.50	4,007.50	-22.00	-0.5%	3,963.25
Close	4,032.50	4,090.00	57.50	1.4%	4,084.25
Range	56.50	83.75	27.25	48.2%	146.00
ATR	66.73	67.95	1.22	1.8%	0.00
Volume	1,786,112	1,790,751	4,639	0.3%	8,029,847

Daily Pivots for day following 31-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,314.25	4,285.75	4,136.00
R3	4,230.50	4,202.00	4,113.00
R2	4,146.75	4,146.75	4,105.25
R1	4,118.25	4,118.25	4,097.75	4,132.50
PP	4,063.00	4,063.00	4,063.00	4,070.00
S1	4,034.50	4,034.50	4,082.25	4,048.75
S2	3,979.25	3,979.25	4,074.75
S3	3,895.50	3,950.75	4,067.00
S4	3,811.75	3,867.00	4,044.00

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%	63.75	1.6%	87%	False	False	1,707,823
10	4,109.25	3,901.75	207.50	5.1%	65.25	1.6%	91%	False	False	1,702,650
20	4,109.25	3,814.50	294.75	7.2%	66.00	1.6%	93%	False	False	1,701,408
40	4,180.00	3,788.50	391.50	9.6%	73.50	1.8%	77%	False	False	1,490,294
60	4,180.00	3,735.00	445.00	10.9%	74.75	1.8%	80%	False	False	996,389
80	4,180.00	3,530.25	649.75	15.9%	81.00	2.0%	86%	False	False	748,278
100	4,194.25	3,530.25	664.00	16.2%	84.25	2.1%	84%	False	False	599,178
120	4,373.50	3,530.25	843.25	20.6%	82.50	2.0%	66%	False	False	499,402

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.33
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4,447.25
2.618	4,310.50
1.618	4,226.75
1.000	4,175.00
0.618	4,143.00
HIGH	4,091.25
0.618	4,059.25
0.500	4,049.50
0.382	4,039.50
LOW	4,007.50
0.618	3,955.75
1.000	3,923.75
1.618	3,872.00
2.618	3,788.25
4.250	3,651.50

Fisher Pivots for day following 31-Jan-2023
Pivot	1 day	3 day
R1	4,076.50	4,079.50
PP	4,063.00	4,069.00
S1	4,049.50	4,058.50

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

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