E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 16-Feb-2023

Day Change Summary
	Previous	Current
	15-Feb-2023	16-Feb-2023	Change	Change %	Previous Week
Open	4,178.00	4,193.50	15.50	0.4%	4,174.00
High	4,199.25	4,205.75	6.50	0.2%	4,225.25
Low	4,150.50	4,132.50	-18.00	-0.4%	4,098.00
Close	4,196.25	4,137.50	-58.75	-1.4%	4,136.75
Range	48.75	73.25	24.50	50.3%	127.25
ATR	68.29	68.65	0.35	0.5%	0.00
Volume	3,601	4,647	1,046	29.0%	17,822

Daily Pivots for day following 16-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,378.25	4,331.25	4,177.75
R3	4,305.00	4,258.00	4,157.75
R2	4,231.75	4,231.75	4,151.00
R1	4,184.75	4,184.75	4,144.25	4,171.50
PP	4,158.50	4,158.50	4,158.50	4,152.00
S1	4,111.50	4,111.50	4,130.75	4,098.50
S2	4,085.25	4,085.25	4,124.00
S3	4,012.00	4,038.25	4,117.25
S4	3,938.75	3,965.00	4,097.25

Weekly Pivots for week ending 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,535.00	4,463.25	4,206.75
R3	4,407.75	4,336.00	4,171.75
R2	4,280.50	4,280.50	4,160.00
R1	4,208.75	4,208.75	4,148.50	4,181.00
PP	4,153.25	4,153.25	4,153.25	4,139.50
S1	4,081.50	4,081.50	4,125.00	4,053.75
S2	4,026.00	4,026.00	4,113.50
S3	3,898.75	3,954.25	4,101.75
S4	3,771.50	3,827.00	4,066.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,223.75	4,098.00	125.75	3.0%	64.00	1.5%	31%	False	False	4,885
10	4,231.00	4,098.00	133.00	3.2%	65.75	1.6%	30%	False	False	4,641
20	4,244.75	3,946.25	298.50	7.2%	67.75	1.6%	64%	False	False	4,116
40	4,244.75	3,821.50	423.25	10.2%	68.00	1.6%	75%	False	False	2,863
60	4,244.75	3,821.50	423.25	10.2%	69.75	1.7%	75%	False	False	2,064
80	4,244.75	3,770.50	474.25	11.5%	74.00	1.8%	77%	False	False	1,593
100	4,244.75	3,562.00	682.75	16.5%	80.00	1.9%	84%	False	False	1,310
120	4,244.75	3,562.00	682.75	16.5%	78.25	1.9%	84%	False	False	1,113

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	20.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,517.00
2.618	4,397.50
1.618	4,324.25
1.000	4,279.00
0.618	4,251.00
HIGH	4,205.75
0.618	4,177.75
0.500	4,169.00
0.382	4,160.50
LOW	4,132.50
0.618	4,087.25
1.000	4,059.25
1.618	4,014.00
2.618	3,940.75
4.250	3,821.25

Fisher Pivots for day following 16-Feb-2023
Pivot	1 day	3 day
R1	4,169.00	4,178.00
PP	4,158.50	4,164.50
S1	4,148.00	4,151.00

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

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