E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 14-Sep-2022
Day Change Summary
Previous Current
13-Sep-2022 14-Sep-2022 Change Change % Previous Week
Open 4,164.75 3,987.00 -177.75 -4.3% 3,969.50
High 4,194.25 4,010.50 -183.75 -4.4% 4,122.50
Low 3,969.00 3,960.25 -8.75 -0.2% 3,927.75
Close 3,979.75 3,995.50 15.75 0.4% 4,114.25
Range 225.25 50.25 -175.00 -77.7% 194.75
ATR 85.65 83.12 -2.53 -3.0% 0.00
Volume 1,521 636 -885 -58.2% 4,577
Daily Pivots for day following 14-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,139.50 4,117.75 4,023.25
R3 4,089.25 4,067.50 4,009.25
R2 4,039.00 4,039.00 4,004.75
R1 4,017.25 4,017.25 4,000.00 4,028.00
PP 3,988.75 3,988.75 3,988.75 3,994.25
S1 3,967.00 3,967.00 3,991.00 3,978.00
S2 3,938.50 3,938.50 3,986.25
S3 3,888.25 3,916.75 3,981.75
S4 3,838.00 3,866.50 3,967.75
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,639.00 4,571.50 4,221.25
R3 4,444.25 4,376.75 4,167.75
R2 4,249.50 4,249.50 4,150.00
R1 4,182.00 4,182.00 4,132.00 4,215.75
PP 4,054.75 4,054.75 4,054.75 4,071.75
S1 3,987.25 3,987.25 4,096.50 4,021.00
S2 3,860.00 3,860.00 4,078.50
S3 3,665.25 3,792.50 4,060.75
S4 3,470.50 3,597.75 4,007.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,194.25 3,960.25 234.00 5.9% 94.25 2.4% 15% False True 1,109
10 4,194.25 3,927.75 266.50 6.7% 89.25 2.2% 25% False False 872
20 4,360.50 3,927.75 432.75 10.8% 80.25 2.0% 16% False False 657
40 4,373.50 3,927.75 445.75 11.2% 71.75 1.8% 15% False False 496
60 4,373.50 3,711.50 662.00 16.6% 75.25 1.9% 43% False False 377
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 23.20
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,224.00
2.618 4,142.00
1.618 4,091.75
1.000 4,060.75
0.618 4,041.50
HIGH 4,010.50
0.618 3,991.25
0.500 3,985.50
0.382 3,979.50
LOW 3,960.25
0.618 3,929.25
1.000 3,910.00
1.618 3,879.00
2.618 3,828.75
4.250 3,746.75
Fisher Pivots for day following 14-Sep-2022
Pivot 1 day 3 day
R1 3,992.00 4,077.25
PP 3,988.75 4,050.00
S1 3,985.50 4,022.75

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

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