E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 22-Mar-2023

Day Change Summary
	Previous	Current
	21-Mar-2023	22-Mar-2023	Change	Change %	Previous Week
Open	3,986.50	4,038.75	52.25	1.3%	3,920.50
High	4,043.25	4,073.75	30.50	0.8%	4,009.25
Low	3,981.75	3,966.25	-15.50	-0.4%	3,839.25
Close	4,035.75	3,970.50	-65.25	-1.6%	3,947.00
Range	61.50	107.50	46.00	74.8%	170.00
ATR	77.06	79.23	2.17	2.8%	0.00
Volume	1,531,670	1,802,929	271,259	17.7%	14,354,296

Daily Pivots for day following 22-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,326.00	4,255.75	4,029.50
R3	4,218.50	4,148.25	4,000.00
R2	4,111.00	4,111.00	3,990.25
R1	4,040.75	4,040.75	3,980.25	4,022.00
PP	4,003.50	4,003.50	4,003.50	3,994.25
S1	3,933.25	3,933.25	3,960.75	3,914.50
S2	3,896.00	3,896.00	3,950.75
S3	3,788.50	3,825.75	3,941.00
S4	3,681.00	3,718.25	3,911.50

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	4,073.75	3,895.00	178.75	4.5%	88.50	2.2%	42%	True	False	1,977,122
10	4,073.75	3,839.25	234.50	5.9%	97.00	2.4%	56%	True	False	2,170,062
20	4,119.50	3,839.25	280.25	7.1%	77.50	1.9%	47%	False	False	1,099,320
40	4,244.75	3,839.25	405.50	10.2%	71.75	1.8%	32%	False	False	551,912
60	4,244.75	3,838.00	406.75	10.2%	69.50	1.8%	33%	False	False	368,553
80	4,244.75	3,821.50	423.25	10.7%	72.00	1.8%	35%	False	False	276,571
100	4,244.75	3,770.50	474.25	11.9%	74.00	1.9%	42%	False	False	221,293
120	4,244.75	3,562.00	682.75	17.2%	78.25	2.0%	60%	False	False	184,440

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	22.58
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,530.50
2.618	4,355.25
1.618	4,247.75
1.000	4,181.25
0.618	4,140.25
HIGH	4,073.75
0.618	4,032.75
0.500	4,020.00
0.382	4,007.25
LOW	3,966.25
0.618	3,899.75
1.000	3,858.75
1.618	3,792.25
2.618	3,684.75
4.250	3,509.50

Fisher Pivots for day following 22-Mar-2023
Pivot	1 day	3 day
R1	4,020.00	3,985.50
PP	4,003.50	3,980.50
S1	3,987.00	3,975.50

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

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