E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 28-Feb-2023

Day Change Summary
	Previous	Current
	27-Feb-2023	28-Feb-2023	Change	Change %	Previous Week
Open	3,976.50	3,991.50	15.00	0.4%	4,083.00
High	4,024.75	4,003.75	-21.00	-0.5%	4,089.25
Low	3,973.00	3,965.00	-8.00	-0.2%	3,947.50
Close	3,988.00	3,975.50	-12.50	-0.3%	3,975.75
Range	51.75	38.75	-13.00	-25.1%	141.75
ATR	65.91	63.97	-1.94	-2.9%	0.00
Volume	1,621,961	1,847,930	225,969	13.9%	7,827,402

Daily Pivots for day following 28-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,097.75	4,075.25	3,996.75
R3	4,059.00	4,036.50	3,986.25
R2	4,020.25	4,020.25	3,982.50
R1	3,997.75	3,997.75	3,979.00	3,989.50
PP	3,981.50	3,981.50	3,981.50	3,977.25
S1	3,959.00	3,959.00	3,972.00	3,951.00
S2	3,942.75	3,942.75	3,968.50
S3	3,904.00	3,920.25	3,964.75
S4	3,865.25	3,881.50	3,954.25

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,429.50	4,344.25	4,053.75
R3	4,287.75	4,202.50	4,014.75
R2	4,146.00	4,146.00	4,001.75
R1	4,060.75	4,060.75	3,988.75	4,032.50
PP	4,004.25	4,004.25	4,004.25	3,990.00
S1	3,919.00	3,919.00	3,962.75	3,890.75
S2	3,862.50	3,862.50	3,949.75
S3	3,720.75	3,777.25	3,936.75
S4	3,579.00	3,635.50	3,897.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,034.25	3,947.50	86.75	2.2%	53.50	1.3%	32%	False	False	1,882,850
10	4,186.50	3,947.50	239.00	6.0%	60.00	1.5%	12%	False	False	1,933,931
20	4,208.50	3,947.50	261.00	6.6%	66.25	1.7%	11%	False	False	1,913,570
40	4,208.50	3,814.50	394.00	9.9%	65.25	1.6%	41%	False	False	1,797,766
60	4,208.50	3,788.50	420.00	10.6%	70.50	1.8%	45%	False	False	1,602,032
80	4,208.50	3,735.00	473.50	11.9%	73.50	1.8%	51%	False	False	1,203,389
100	4,208.50	3,530.25	678.25	17.1%	78.00	2.0%	66%	False	False	963,474
120	4,208.50	3,530.25	678.25	17.1%	81.50	2.1%	66%	False	False	803,325

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.90
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	4,168.50
2.618	4,105.25
1.618	4,066.50
1.000	4,042.50
0.618	4,027.75
HIGH	4,003.75
0.618	3,989.00
0.500	3,984.50
0.382	3,979.75
LOW	3,965.00
0.618	3,941.00
1.000	3,926.25
1.618	3,902.25
2.618	3,863.50
4.250	3,800.25

Fisher Pivots for day following 28-Feb-2023
Pivot	1 day	3 day
R1	3,984.50	3,986.00
PP	3,981.50	3,982.50
S1	3,978.50	3,979.00

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

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