E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 07-Feb-2023

Day Change Summary
	Previous	Current
	06-Feb-2023	07-Feb-2023	Change	Change %	Previous Week
Open	4,134.25	4,123.50	-10.75	-0.3%	4,077.00
High	4,143.00	4,188.25	45.25	1.1%	4,208.50
Low	4,104.00	4,098.25	-5.75	-0.1%	4,007.50
Close	4,123.50	4,175.75	52.25	1.3%	4,147.75
Range	39.00	90.00	51.00	130.8%	201.00
ATR	68.98	70.48	1.50	2.2%	0.00
Volume	1,560,324	2,180,936	620,612	39.8%	10,222,988

Daily Pivots for day following 07-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,424.00	4,390.00	4,225.25
R3	4,334.00	4,300.00	4,200.50
R2	4,244.00	4,244.00	4,192.25
R1	4,210.00	4,210.00	4,184.00	4,227.00
PP	4,154.00	4,154.00	4,154.00	4,162.50
S1	4,120.00	4,120.00	4,167.50	4,137.00
S2	4,064.00	4,064.00	4,159.25
S3	3,974.00	4,030.00	4,151.00
S4	3,884.00	3,940.00	4,126.25

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,724.25	4,637.00	4,258.25
R3	4,523.25	4,436.00	4,203.00
R2	4,322.25	4,322.25	4,184.50
R1	4,235.00	4,235.00	4,166.25	4,278.50
PP	4,121.25	4,121.25	4,121.25	4,143.00
S1	4,034.00	4,034.00	4,129.25	4,077.50
S2	3,920.25	3,920.25	4,111.00
S3	3,719.25	3,833.00	4,092.50
S4	3,518.25	3,632.00	4,037.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,208.50	4,048.50	160.00	3.8%	75.50	1.8%	80%	False	False	2,077,477
10	4,208.50	3,963.25	245.25	5.9%	69.50	1.7%	87%	False	False	1,892,650
20	4,208.50	3,891.50	317.00	7.6%	65.50	1.6%	90%	False	False	1,765,845
40	4,208.50	3,788.50	420.00	10.1%	73.75	1.8%	92%	False	False	1,737,526
60	4,208.50	3,783.00	425.50	10.2%	73.75	1.8%	92%	False	False	1,169,256
80	4,208.50	3,530.25	678.25	16.2%	80.75	1.9%	95%	False	False	877,927
100	4,208.50	3,530.25	678.25	16.2%	83.50	2.0%	95%	False	False	702,996
120	4,360.50	3,530.25	830.25	19.9%	82.75	2.0%	78%	False	False	585,940

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.18
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,570.75
2.618	4,423.75
1.618	4,333.75
1.000	4,278.25
0.618	4,243.75
HIGH	4,188.25
0.618	4,153.75
0.500	4,143.25
0.382	4,132.75
LOW	4,098.25
0.618	4,042.75
1.000	4,008.25
1.618	3,952.75
2.618	3,862.75
4.250	3,715.75

Fisher Pivots for day following 07-Feb-2023
Pivot	1 day	3 day
R1	4,165.00	4,166.00
PP	4,154.00	4,156.00
S1	4,143.25	4,146.00

Download as Excel Spreadsheet

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

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