E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 08-Mar-2023

Day Change Summary
	Previous	Current
	07-Mar-2023	08-Mar-2023	Change	Change %	Previous Week
Open	4,090.00	4,027.25	-62.75	-1.5%	4,010.50
High	4,101.50	4,041.00	-60.50	-1.5%	4,089.75
Low	4,019.75	4,009.25	-10.50	-0.3%	3,960.75
Close	4,027.00	4,032.75	5.75	0.1%	4,086.75
Range	81.75	31.75	-50.00	-61.2%	129.00
ATR	63.95	61.65	-2.30	-3.6%	0.00
Volume	69,777	79,804	10,027	14.4%	88,989

Daily Pivots for day following 08-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,123.00	4,109.50	4,050.25
R3	4,091.25	4,077.75	4,041.50
R2	4,059.50	4,059.50	4,038.50
R1	4,046.00	4,046.00	4,035.75	4,052.75
PP	4,027.75	4,027.75	4,027.75	4,031.00
S1	4,014.25	4,014.25	4,029.75	4,021.00
S2	3,996.00	3,996.00	4,027.00
S3	3,964.25	3,982.50	4,024.00
S4	3,932.50	3,950.75	4,015.25

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%	60.75	1.5%	45%	False	False	46,511
10	4,119.50	3,960.75	158.75	3.9%	57.75	1.4%	45%	False	False	28,578
20	4,223.75	3,960.75	263.00	6.5%	60.75	1.5%	27%	False	False	16,702
40	4,244.75	3,925.75	319.00	7.9%	62.75	1.6%	34%	False	False	9,922
60	4,244.75	3,821.50	423.25	10.5%	68.50	1.7%	50%	False	False	7,042
80	4,244.75	3,820.25	424.50	10.5%	69.00	1.7%	50%	False	False	5,348
100	4,244.75	3,562.00	682.75	16.9%	75.00	1.9%	69%	False	False	4,298
120	4,244.75	3,562.00	682.75	16.9%	77.25	1.9%	69%	False	False	3,607

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.45
Narrowest range in 69 trading days

Fibonacci Retracements and Extensions
4.250	4,176.00
2.618	4,124.00
1.618	4,092.25
1.000	4,072.75
0.618	4,060.50
HIGH	4,041.00
0.618	4,028.75
0.500	4,025.00
0.382	4,021.50
LOW	4,009.25
0.618	3,989.75
1.000	3,977.50
1.618	3,958.00
2.618	3,926.25
4.250	3,874.25

Fisher Pivots for day following 08-Mar-2023
Pivot	1 day	3 day
R1	4,030.25	4,064.50
PP	4,027.75	4,053.75
S1	4,025.00	4,043.25

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

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