E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 10-Mar-2023
Day Change Summary
Previous Current
09-Mar-2023 10-Mar-2023 Change Change % Previous Week
Open 4,067.00 3,985.00 -82.00 -2.0% 4,122.25
High 4,099.00 4,013.00 -86.00 -2.1% 4,160.00
Low 3,986.00 3,919.50 -66.50 -1.7% 3,919.50
Close 3,996.50 3,934.50 -62.00 -1.6% 3,934.50
Range 113.00 93.50 -19.50 -17.3% 240.50
ATR 63.05 65.22 2.18 3.4% 0.00
Volume 930 1,698 768 82.6% 3,265
Daily Pivots for day following 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,236.25 4,178.75 3,986.00
R3 4,142.75 4,085.25 3,960.25
R2 4,049.25 4,049.25 3,951.75
R1 3,991.75 3,991.75 3,943.00 3,973.75
PP 3,955.75 3,955.75 3,955.75 3,946.50
S1 3,898.25 3,898.25 3,926.00 3,880.25
S2 3,862.25 3,862.25 3,917.25
S3 3,768.75 3,804.75 3,908.75
S4 3,675.25 3,711.25 3,883.00
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,726.25 4,570.75 4,066.75
R3 4,485.75 4,330.25 4,000.75
R2 4,245.25 4,245.25 3,978.50
R1 4,089.75 4,089.75 3,956.50 4,047.25
PP 4,004.75 4,004.75 4,004.75 3,983.50
S1 3,849.25 3,849.25 3,912.50 3,806.75
S2 3,764.25 3,764.25 3,890.50
S3 3,523.75 3,608.75 3,868.25
S4 3,283.25 3,368.25 3,802.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,160.00 3,919.50 240.50 6.1% 70.50 1.8% 6% False True 653
10 4,160.00 3,919.50 240.50 6.1% 63.25 1.6% 6% False True 371
20 4,262.50 3,919.50 343.00 8.7% 61.75 1.6% 4% False True 225
40 4,281.00 3,919.50 361.50 9.2% 62.25 1.6% 4% False True 155
60 4,281.00 3,857.00 424.00 10.8% 62.75 1.6% 18% False False 110
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 14.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,410.50
2.618 4,257.75
1.618 4,164.25
1.000 4,106.50
0.618 4,070.75
HIGH 4,013.00
0.618 3,977.25
0.500 3,966.25
0.382 3,955.25
LOW 3,919.50
0.618 3,861.75
1.000 3,826.00
1.618 3,768.25
2.618 3,674.75
4.250 3,522.00
Fisher Pivots for day following 10-Mar-2023
Pivot 1 day 3 day
R1 3,966.25 4,009.25
PP 3,955.75 3,984.25
S1 3,945.00 3,959.50

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

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