E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 21-Feb-2023
Day Change Summary
Previous Current
17-Feb-2023 21-Feb-2023 Change Change % Previous Week
Open 4,130.00 4,118.75 -11.25 -0.3% 4,140.50
High 4,130.50 4,125.75 -4.75 -0.1% 4,223.75
Low 4,093.25 4,039.00 -54.25 -1.3% 4,093.25
Close 4,125.00 4,042.50 -82.50 -2.0% 4,125.00
Range 37.25 86.75 49.50 132.9% 130.50
ATR 66.90 68.32 1.42 2.1% 0.00
Volume 3,568 4,534 966 27.1% 25,224
Daily Pivots for day following 21-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,329.25 4,272.75 4,090.25
R3 4,242.50 4,186.00 4,066.25
R2 4,155.75 4,155.75 4,058.50
R1 4,099.25 4,099.25 4,050.50 4,084.00
PP 4,069.00 4,069.00 4,069.00 4,061.50
S1 4,012.50 4,012.50 4,034.50 3,997.50
S2 3,982.25 3,982.25 4,026.50
S3 3,895.50 3,925.75 4,018.75
S4 3,808.75 3,839.00 3,994.75
Weekly Pivots for week ending 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,538.75 4,462.50 4,196.75
R3 4,408.25 4,332.00 4,161.00
R2 4,277.75 4,277.75 4,149.00
R1 4,201.50 4,201.50 4,137.00 4,174.50
PP 4,147.25 4,147.25 4,147.25 4,133.75
S1 4,071.00 4,071.00 4,113.00 4,044.00
S2 4,016.75 4,016.75 4,101.00
S3 3,886.25 3,940.50 4,089.00
S4 3,755.75 3,810.00 4,053.25
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 4,039.00 184.75 4.6% 65.50 1.6% 2% False True 5,233
10 4,225.25 4,039.00 186.25 4.6% 68.25 1.7% 2% False True 4,403
20 4,244.75 3,998.25 246.50 6.1% 66.25 1.6% 18% False False 4,217
40 4,244.75 3,821.50 423.25 10.5% 68.00 1.7% 52% False False 3,016
60 4,244.75 3,821.50 423.25 10.5% 70.00 1.7% 52% False False 2,197
80 4,244.75 3,770.50 474.25 11.7% 73.50 1.8% 57% False False 1,693
100 4,244.75 3,562.00 682.75 16.9% 79.50 2.0% 70% False False 1,390
120 4,244.75 3,562.00 682.75 16.9% 78.75 1.9% 70% False False 1,179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.75
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,494.50
2.618 4,352.75
1.618 4,266.00
1.000 4,212.50
0.618 4,179.25
HIGH 4,125.75
0.618 4,092.50
0.500 4,082.50
0.382 4,072.25
LOW 4,039.00
0.618 3,985.50
1.000 3,952.25
1.618 3,898.75
2.618 3,812.00
4.250 3,670.25
Fisher Pivots for day following 21-Feb-2023
Pivot 1 day 3 day
R1 4,082.50 4,122.50
PP 4,069.00 4,095.75
S1 4,055.75 4,069.00

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

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