E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 01-Aug-2022
Day Change Summary
Previous Current
29-Jul-2022 01-Aug-2022 Change Change % Previous Week
Open 4,134.00 4,175.50 41.50 1.0% 4,012.75
High 4,183.75 4,187.75 4.00 0.1% 4,183.75
Low 4,123.50 4,139.50 16.00 0.4% 3,954.25
Close 4,175.00 4,162.25 -12.75 -0.3% 4,175.00
Range 60.25 48.25 -12.00 -19.9% 229.50
ATR 81.34 78.98 -2.36 -2.9% 0.00
Volume 370 138 -232 -62.7% 908
Daily Pivots for day following 01-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,308.00 4,283.25 4,188.75
R3 4,259.75 4,235.00 4,175.50
R2 4,211.50 4,211.50 4,171.00
R1 4,186.75 4,186.75 4,166.75 4,175.00
PP 4,163.25 4,163.25 4,163.25 4,157.25
S1 4,138.50 4,138.50 4,157.75 4,126.75
S2 4,115.00 4,115.00 4,153.50
S3 4,066.75 4,090.25 4,149.00
S4 4,018.50 4,042.00 4,135.75
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,792.75 4,713.50 4,301.25
R3 4,563.25 4,484.00 4,238.00
R2 4,333.75 4,333.75 4,217.00
R1 4,254.50 4,254.50 4,196.00 4,294.00
PP 4,104.25 4,104.25 4,104.25 4,124.25
S1 4,025.00 4,025.00 4,154.00 4,064.50
S2 3,874.75 3,874.75 4,133.00
S3 3,645.25 3,795.50 4,112.00
S4 3,415.75 3,566.00 4,048.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,187.75 3,954.25 233.50 5.6% 72.50 1.7% 89% True False 186
10 4,187.75 3,894.75 293.00 7.0% 69.75 1.7% 91% True False 140
20 4,187.75 3,767.00 420.75 10.1% 72.00 1.7% 94% True False 177
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.03
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,392.75
2.618 4,314.00
1.618 4,265.75
1.000 4,236.00
0.618 4,217.50
HIGH 4,187.75
0.618 4,169.25
0.500 4,163.50
0.382 4,158.00
LOW 4,139.50
0.618 4,109.75
1.000 4,091.25
1.618 4,061.50
2.618 4,013.25
4.250 3,934.50
Fisher Pivots for day following 01-Aug-2022
Pivot 1 day 3 day
R1 4,163.50 4,145.25
PP 4,163.25 4,128.25
S1 4,162.75 4,111.25

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

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