E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 07-Mar-2023

Day Change Summary
	Previous	Current
	06-Mar-2023	07-Mar-2023	Change	Change %	Previous Week
Open	4,086.75	4,090.00	3.25	0.1%	4,010.50
High	4,119.50	4,101.50	-18.00	-0.4%	4,089.75
Low	4,079.25	4,019.75	-59.50	-1.5%	3,960.75
Close	4,089.75	4,027.00	-62.75	-1.5%	4,086.75
Range	40.25	81.75	41.50	103.1%	129.00
ATR	62.58	63.95	1.37	2.2%	0.00
Volume	31,637	69,777	38,140	120.6%	88,989

Daily Pivots for day following 07-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,294.75	4,242.50	4,072.00
R3	4,213.00	4,160.75	4,049.50
R2	4,131.25	4,131.25	4,042.00
R1	4,079.00	4,079.00	4,034.50	4,064.25
PP	4,049.50	4,049.50	4,049.50	4,042.00
S1	3,997.25	3,997.25	4,019.50	3,982.50
S2	3,967.75	3,967.75	4,012.00
S3	3,886.00	3,915.50	4,004.50
S4	3,804.25	3,833.75	3,982.00

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,432.75	4,388.75	4,157.75
R3	4,303.75	4,259.75	4,122.25
R2	4,174.75	4,174.75	4,110.50
R1	4,130.75	4,130.75	4,098.50	4,152.75
PP	4,045.75	4,045.75	4,045.75	4,056.75
S1	4,001.75	4,001.75	4,075.00	4,023.75
S2	3,916.75	3,916.75	4,063.00
S3	3,787.75	3,872.75	4,051.25
S4	3,658.75	3,743.75	4,015.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,119.50	3,960.75	158.75	3.9%	64.00	1.6%	42%	False	False	33,966
10	4,119.50	3,960.75	158.75	3.9%	58.75	1.5%	42%	False	False	21,351
20	4,225.25	3,960.75	264.50	6.6%	63.50	1.6%	25%	False	False	12,877
40	4,244.75	3,925.75	319.00	7.9%	63.50	1.6%	32%	False	False	7,956
60	4,244.75	3,821.50	423.25	10.5%	68.75	1.7%	49%	False	False	5,714
80	4,244.75	3,816.25	428.50	10.6%	69.75	1.7%	49%	False	False	4,352
100	4,244.75	3,562.00	682.75	17.0%	75.00	1.9%	68%	False	False	3,502
120	4,244.75	3,562.00	682.75	17.0%	77.25	1.9%	68%	False	False	2,944

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	14.95
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,449.00
2.618	4,315.50
1.618	4,233.75
1.000	4,183.25
0.618	4,152.00
HIGH	4,101.50
0.618	4,070.25
0.500	4,060.50
0.382	4,051.00
LOW	4,019.75
0.618	3,969.25
1.000	3,938.00
1.618	3,887.50
2.618	3,805.75
4.250	3,672.25

Fisher Pivots for day following 07-Mar-2023
Pivot	1 day	3 day
R1	4,060.50	4,065.00
PP	4,049.50	4,052.25
S1	4,038.25	4,039.50

Download as Excel Spreadsheet

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

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