E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 17-Nov-2022
Day Change Summary
Previous Current
16-Nov-2022 17-Nov-2022 Change Change % Previous Week
Open 4,021.75 4,010.50 -11.25 -0.3% 3,788.00
High 4,049.50 4,023.50 -26.00 -0.6% 4,042.50
Low 3,995.50 3,945.50 -50.00 -1.3% 3,769.75
Close 4,001.75 3,988.50 -13.25 -0.3% 4,033.00
Range 54.00 78.00 24.00 44.4% 272.75
ATR 94.40 93.23 -1.17 -1.2% 0.00
Volume 9,377 10,460 1,083 11.5% 27,640
Daily Pivots for day following 17-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,219.75 4,182.25 4,031.50
R3 4,141.75 4,104.25 4,010.00
R2 4,063.75 4,063.75 4,002.75
R1 4,026.25 4,026.25 3,995.75 4,006.00
PP 3,985.75 3,985.75 3,985.75 3,975.75
S1 3,948.25 3,948.25 3,981.25 3,928.00
S2 3,907.75 3,907.75 3,974.25
S3 3,829.75 3,870.25 3,967.00
S4 3,751.75 3,792.25 3,945.50
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,766.75 4,672.50 4,183.00
R3 4,494.00 4,399.75 4,108.00
R2 4,221.25 4,221.25 4,083.00
R1 4,127.00 4,127.00 4,058.00 4,174.00
PP 3,948.50 3,948.50 3,948.50 3,972.00
S1 3,854.25 3,854.25 4,008.00 3,901.50
S2 3,675.75 3,675.75 3,983.00
S3 3,403.00 3,581.50 3,958.00
S4 3,130.25 3,308.75 3,883.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,083.75 3,945.50 138.25 3.5% 66.75 1.7% 31% False True 9,543
10 4,083.75 3,745.00 338.75 8.5% 91.00 2.3% 72% False False 7,262
20 4,083.75 3,670.00 413.75 10.4% 94.25 2.4% 77% False False 5,722
40 4,083.75 3,530.25 553.50 13.9% 99.50 2.5% 83% False False 4,809
60 4,262.25 3,530.25 732.00 18.4% 95.75 2.4% 63% False False 3,587
80 4,373.50 3,530.25 843.25 21.1% 87.00 2.2% 54% False False 2,791
100 4,373.50 3,530.25 843.25 21.1% 83.75 2.1% 54% False False 2,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 15.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,355.00
2.618 4,227.75
1.618 4,149.75
1.000 4,101.50
0.618 4,071.75
HIGH 4,023.50
0.618 3,993.75
0.500 3,984.50
0.382 3,975.25
LOW 3,945.50
0.618 3,897.25
1.000 3,867.50
1.618 3,819.25
2.618 3,741.25
4.250 3,614.00
Fisher Pivots for day following 17-Nov-2022
Pivot 1 day 3 day
R1 3,987.25 4,014.50
PP 3,985.75 4,006.00
S1 3,984.50 3,997.25

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

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