E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 28-Sep-2022
Day Change Summary
Previous Current
27-Sep-2022 28-Sep-2022 Change Change % Previous Week
Open 3,693.25 3,691.00 -2.25 -0.1% 3,914.25
High 3,759.50 3,778.00 18.50 0.5% 3,965.75
Low 3,663.00 3,641.50 -21.50 -0.6% 3,689.00
Close 3,688.25 3,759.50 71.25 1.9% 3,737.50
Range 96.50 136.50 40.00 41.5% 276.75
ATR 86.69 90.25 3.56 4.1% 0.00
Volume 2,076 4,310 2,234 107.6% 20,635
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,135.75 4,084.25 3,834.50
R3 3,999.25 3,947.75 3,797.00
R2 3,862.75 3,862.75 3,784.50
R1 3,811.25 3,811.25 3,772.00 3,837.00
PP 3,726.25 3,726.25 3,726.25 3,739.25
S1 3,674.75 3,674.75 3,747.00 3,700.50
S2 3,589.75 3,589.75 3,734.50
S3 3,453.25 3,538.25 3,722.00
S4 3,316.75 3,401.75 3,684.50
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,627.75 4,459.25 3,889.75
R3 4,351.00 4,182.50 3,813.50
R2 4,074.25 4,074.25 3,788.25
R1 3,905.75 3,905.75 3,762.75 3,851.50
PP 3,797.50 3,797.50 3,797.50 3,770.25
S1 3,629.00 3,629.00 3,712.25 3,575.00
S2 3,520.75 3,520.75 3,686.75
S3 3,244.00 3,352.25 3,661.50
S4 2,967.25 3,075.50 3,585.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,861.75 3,641.50 220.25 5.9% 99.25 2.6% 54% False True 4,618
10 4,007.00 3,641.50 365.50 9.7% 92.00 2.4% 32% False True 3,274
20 4,194.25 3,641.50 552.75 14.7% 90.50 2.4% 21% False True 2,073
40 4,373.50 3,641.50 732.00 19.5% 78.25 2.1% 16% False True 1,273
60 4,373.50 3,641.50 732.00 19.5% 75.25 2.0% 16% False True 911
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 25.80
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,358.00
2.618 4,135.25
1.618 3,998.75
1.000 3,914.50
0.618 3,862.25
HIGH 3,778.00
0.618 3,725.75
0.500 3,709.75
0.382 3,693.75
LOW 3,641.50
0.618 3,557.25
1.000 3,505.00
1.618 3,420.75
2.618 3,284.25
4.250 3,061.50
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 3,743.00 3,743.00
PP 3,726.25 3,726.25
S1 3,709.75 3,709.75

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

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