E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 23-Feb-2023

Day Change Summary
	Previous	Current
	22-Feb-2023	23-Feb-2023	Change	Change %	Previous Week
Open	4,007.50	4,010.00	2.50	0.1%	4,105.00
High	4,025.00	4,034.25	9.25	0.2%	4,186.50
Low	3,983.75	3,974.25	-9.50	-0.2%	4,055.75
Close	3,999.00	4,018.75	19.75	0.5%	4,087.50
Range	41.25	60.00	18.75	45.5%	130.75
ATR	66.81	66.33	-0.49	-0.7%	0.00
Volume	1,925,300	1,955,820	30,520	1.6%	9,418,350

Daily Pivots for day following 23-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,189.00	4,164.00	4,051.75
R3	4,129.00	4,104.00	4,035.25
R2	4,069.00	4,069.00	4,029.75
R1	4,044.00	4,044.00	4,024.25	4,056.50
PP	4,009.00	4,009.00	4,009.00	4,015.50
S1	3,984.00	3,984.00	4,013.25	3,996.50
S2	3,949.00	3,949.00	4,007.75
S3	3,889.00	3,924.00	4,002.25
S4	3,829.00	3,864.00	3,985.75

Weekly Pivots for week ending 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,502.25	4,425.50	4,159.50
R3	4,371.50	4,294.75	4,123.50
R2	4,240.75	4,240.75	4,111.50
R1	4,164.00	4,164.00	4,099.50	4,137.00
PP	4,110.00	4,110.00	4,110.00	4,096.50
S1	4,033.25	4,033.25	4,075.50	4,006.25
S2	3,979.25	3,979.25	4,063.50
S3	3,848.50	3,902.50	4,051.50
S4	3,717.75	3,771.75	4,015.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,168.50	3,974.25	194.25	4.8%	60.50	1.5%	23%	False	True	1,963,120
10	4,186.50	3,974.25	212.25	5.3%	64.00	1.6%	21%	False	True	1,875,603
20	4,208.50	3,974.25	234.25	5.8%	66.00	1.6%	19%	False	True	1,886,306
40	4,208.50	3,804.50	404.00	10.1%	66.50	1.7%	53%	False	False	1,745,342
60	4,208.50	3,788.50	420.00	10.5%	72.25	1.8%	55%	False	False	1,510,487
80	4,208.50	3,735.00	473.50	11.8%	74.50	1.9%	60%	False	False	1,134,363
100	4,208.50	3,530.25	678.25	16.9%	80.00	2.0%	72%	False	False	908,216
120	4,208.50	3,530.25	678.25	16.9%	82.25	2.0%	72%	False	False	757,234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,289.25
2.618	4,191.25
1.618	4,131.25
1.000	4,094.25
0.618	4,071.25
HIGH	4,034.25
0.618	4,011.25
0.500	4,004.25
0.382	3,997.25
LOW	3,974.25
0.618	3,937.25
1.000	3,914.25
1.618	3,877.25
2.618	3,817.25
4.250	3,719.25

Fisher Pivots for day following 23-Feb-2023
Pivot	1 day	3 day
R1	4,014.00	4,031.75
PP	4,009.00	4,027.50
S1	4,004.25	4,023.00

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

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