E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 20-Mar-2023

Day Change Summary
	Previous	Current
	17-Mar-2023	20-Mar-2023	Change	Change %	Previous Week
Open	3,995.00	3,963.75	-31.25	-0.8%	3,920.50
High	4,009.25	3,989.50	-19.75	-0.5%	4,009.25
Low	3,932.50	3,897.25	-35.25	-0.9%	3,839.25
Close	3,947.00	3,983.00	36.00	0.9%	3,947.00
Range	76.75	92.25	15.50	20.2%	170.00
ATR	77.18	78.26	1.08	1.4%	0.00
Volume	2,224,268	1,818,807	-405,461	-18.2%	14,354,296

Daily Pivots for day following 20-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,233.25	4,200.50	4,033.75
R3	4,141.00	4,108.25	4,008.25
R2	4,048.75	4,048.75	4,000.00
R1	4,016.00	4,016.00	3,991.50	4,032.50
PP	3,956.50	3,956.50	3,956.50	3,964.75
S1	3,923.75	3,923.75	3,974.50	3,940.00
S2	3,864.25	3,864.25	3,966.00
S3	3,772.00	3,831.50	3,957.75
S4	3,679.75	3,739.25	3,932.25

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,441.75	4,364.50	4,040.50
R3	4,271.75	4,194.50	3,993.75
R2	4,101.75	4,101.75	3,978.25
R1	4,024.50	4,024.50	3,962.50	4,063.00
PP	3,931.75	3,931.75	3,931.75	3,951.25
S1	3,854.50	3,854.50	3,931.50	3,893.00
S2	3,761.75	3,761.75	3,915.75
S3	3,591.75	3,684.50	3,900.25
S4	3,421.75	3,514.50	3,853.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,009.25	3,865.00	144.25	3.6%	92.00	2.3%	82%	False	False	2,538,686
10	4,101.50	3,839.25	262.25	6.6%	91.50	2.3%	55%	False	False	1,851,561
20	4,125.75	3,839.25	286.50	7.2%	75.50	1.9%	50%	False	False	933,193
40	4,244.75	3,839.25	405.50	10.2%	70.50	1.8%	35%	False	False	468,669
60	4,244.75	3,821.50	423.25	10.6%	70.00	1.8%	38%	False	False	313,017
80	4,244.75	3,821.50	423.25	10.6%	71.00	1.8%	38%	False	False	234,890
100	4,244.75	3,770.50	474.25	11.9%	73.75	1.9%	45%	False	False	187,948
120	4,244.75	3,562.00	682.75	17.1%	79.00	2.0%	62%	False	False	156,653

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	21.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,381.50
2.618	4,231.00
1.618	4,138.75
1.000	4,081.75
0.618	4,046.50
HIGH	3,989.50
0.618	3,954.25
0.500	3,943.50
0.382	3,932.50
LOW	3,897.25
0.618	3,840.25
1.000	3,805.00
1.618	3,748.00
2.618	3,655.75
4.250	3,505.25

Fisher Pivots for day following 20-Mar-2023
Pivot	1 day	3 day
R1	3,969.75	3,972.75
PP	3,956.50	3,962.50
S1	3,943.50	3,952.00

Download as Excel Spreadsheet

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

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