E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 09-Mar-2023

Day Change Summary
	Previous	Current
	08-Mar-2023	09-Mar-2023	Change	Change %	Previous Week
Open	4,027.25	4,038.00	10.75	0.3%	4,010.50
High	4,041.00	4,057.50	16.50	0.4%	4,089.75
Low	4,009.25	3,945.75	-63.50	-1.6%	3,960.75
Close	4,032.75	3,956.25	-76.50	-1.9%	4,086.75
Range	31.75	111.75	80.00	252.0%	129.00
ATR	61.65	65.23	3.58	5.8%	0.00
Volume	79,804	377,134	297,330	372.6%	88,989

Daily Pivots for day following 09-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,321.75	4,250.75	4,017.75
R3	4,210.00	4,139.00	3,987.00
R2	4,098.25	4,098.25	3,976.75
R1	4,027.25	4,027.25	3,966.50	4,007.00
PP	3,986.50	3,986.50	3,986.50	3,976.25
S1	3,915.50	3,915.50	3,946.00	3,895.00
S2	3,874.75	3,874.75	3,935.75
S3	3,763.00	3,803.75	3,925.50
S4	3,651.25	3,692.00	3,894.75

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	3,945.75	173.75	4.4%	69.00	1.7%	6%	False	True	117,678
10	4,119.50	3,945.75	173.75	4.4%	63.00	1.6%	6%	False	True	65,558
20	4,223.75	3,945.75	278.00	7.0%	63.25	1.6%	4%	False	True	35,312
40	4,244.75	3,935.75	309.00	7.8%	64.25	1.6%	7%	False	False	19,320
60	4,244.75	3,821.50	423.25	10.7%	69.25	1.8%	32%	False	False	13,323
80	4,244.75	3,821.50	423.25	10.7%	67.75	1.7%	32%	False	False	10,054
100	4,244.75	3,654.00	590.75	14.9%	74.00	1.9%	51%	False	False	8,066
120	4,244.75	3,562.00	682.75	17.3%	78.00	2.0%	58%	False	False	6,749

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.98
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	4,532.50
2.618	4,350.00
1.618	4,238.25
1.000	4,169.25
0.618	4,126.50
HIGH	4,057.50
0.618	4,014.75
0.500	4,001.50
0.382	3,988.50
LOW	3,945.75
0.618	3,876.75
1.000	3,834.00
1.618	3,765.00
2.618	3,653.25
4.250	3,470.75

Fisher Pivots for day following 09-Mar-2023
Pivot	1 day	3 day
R1	4,001.50	4,023.50
PP	3,986.50	4,001.25
S1	3,971.50	3,978.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols