E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 02-Mar-2023
Day Change Summary
Previous Current
01-Mar-2023 02-Mar-2023 Change Change % Previous Week
Open 4,002.00 3,995.00 -7.00 -0.2% 4,118.75
High 4,026.75 4,031.25 4.50 0.1% 4,125.75
Low 3,979.25 3,960.75 -18.50 -0.5% 3,984.00
Close 3,992.75 4,021.00 28.25 0.7% 4,012.25
Range 47.50 70.50 23.00 48.4% 141.75
ATR 62.56 63.13 0.57 0.9% 0.00
Volume 17,076 21,299 4,223 24.7% 27,641
Daily Pivots for day following 02-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,215.75 4,189.00 4,059.75
R3 4,145.25 4,118.50 4,040.50
R2 4,074.75 4,074.75 4,034.00
R1 4,048.00 4,048.00 4,027.50 4,061.50
PP 4,004.25 4,004.25 4,004.25 4,011.00
S1 3,977.50 3,977.50 4,014.50 3,991.00
S2 3,933.75 3,933.75 4,008.00
S3 3,863.25 3,907.00 4,001.50
S4 3,792.75 3,836.50 3,982.25
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,466.00 4,380.75 4,090.25
R3 4,324.25 4,239.00 4,051.25
R2 4,182.50 4,182.50 4,038.25
R1 4,097.25 4,097.25 4,025.25 4,069.00
PP 4,040.75 4,040.75 4,040.75 4,026.50
S1 3,955.50 3,955.50 3,999.25 3,927.25
S2 3,899.00 3,899.00 3,986.25
S3 3,757.25 3,813.75 3,973.25
S4 3,615.50 3,672.00 3,934.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,061.00 3,960.75 100.25 2.5% 56.75 1.4% 60% False True 13,439
10 4,205.75 3,960.75 245.00 6.1% 58.50 1.5% 25% False True 9,480
20 4,244.75 3,960.75 284.00 7.1% 62.00 1.5% 21% False True 7,116
40 4,244.75 3,853.00 391.75 9.7% 64.25 1.6% 43% False False 4,802
60 4,244.75 3,821.50 423.25 10.5% 69.00 1.7% 47% False False 3,542
80 4,244.75 3,781.25 463.50 11.5% 70.25 1.7% 52% False False 2,712
100 4,244.75 3,562.00 682.75 17.0% 75.75 1.9% 67% False False 2,198
120 4,244.75 3,562.00 682.75 17.0% 78.00 1.9% 67% False False 1,854
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 14.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,331.00
2.618 4,215.75
1.618 4,145.25
1.000 4,101.75
0.618 4,074.75
HIGH 4,031.25
0.618 4,004.25
0.500 3,996.00
0.382 3,987.75
LOW 3,960.75
0.618 3,917.25
1.000 3,890.25
1.618 3,846.75
2.618 3,776.25
4.250 3,661.00
Fisher Pivots for day following 02-Mar-2023
Pivot 1 day 3 day
R1 4,012.75 4,014.00
PP 4,004.25 4,007.25
S1 3,996.00 4,000.50

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

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