E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 21-Nov-2022
Day Change Summary
Previous Current
18-Nov-2022 21-Nov-2022 Change Change % Previous Week
Open 3,990.50 4,011.75 21.25 0.5% 4,024.00
High 4,027.50 4,014.75 -12.75 -0.3% 4,083.75
Low 3,976.25 3,972.00 -4.25 -0.1% 3,945.50
Close 4,007.50 3,991.50 -16.00 -0.4% 4,007.50
Range 51.25 42.75 -8.50 -16.6% 138.25
ATR 90.23 86.84 -3.39 -3.8% 0.00
Volume 5,353 2,507 -2,846 -53.2% 47,905
Daily Pivots for day following 21-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,121.00 4,099.00 4,015.00
R3 4,078.25 4,056.25 4,003.25
R2 4,035.50 4,035.50 3,999.25
R1 4,013.50 4,013.50 3,995.50 4,003.00
PP 3,992.75 3,992.75 3,992.75 3,987.50
S1 3,970.75 3,970.75 3,987.50 3,960.50
S2 3,950.00 3,950.00 3,983.75
S3 3,907.25 3,928.00 3,979.75
S4 3,864.50 3,885.25 3,968.00
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,427.00 4,355.50 4,083.50
R3 4,288.75 4,217.25 4,045.50
R2 4,150.50 4,150.50 4,032.75
R1 4,079.00 4,079.00 4,020.25 4,045.50
PP 4,012.25 4,012.25 4,012.25 3,995.50
S1 3,940.75 3,940.75 3,994.75 3,907.50
S2 3,874.00 3,874.00 3,982.25
S3 3,735.75 3,802.50 3,969.50
S4 3,597.50 3,664.25 3,931.50
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% 63.25 1.6% 33% False False 8,515
10 4,083.75 3,781.00 302.75 7.6% 82.75 2.1% 70% False False 7,408
20 4,083.75 3,735.00 348.75 8.7% 88.00 2.2% 74% False False 5,441
40 4,083.75 3,530.25 553.50 13.9% 97.00 2.4% 83% False False 4,642
60 4,194.25 3,530.25 664.00 16.6% 93.75 2.3% 69% False False 3,704
80 4,373.50 3,530.25 843.25 21.1% 86.00 2.2% 55% False False 2,883
100 4,373.50 3,530.25 843.25 21.1% 83.50 2.1% 55% False False 2,341
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.95
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4,196.50
2.618 4,126.75
1.618 4,084.00
1.000 4,057.50
0.618 4,041.25
HIGH 4,014.75
0.618 3,998.50
0.500 3,993.50
0.382 3,988.25
LOW 3,972.00
0.618 3,945.50
1.000 3,929.25
1.618 3,902.75
2.618 3,860.00
4.250 3,790.25
Fisher Pivots for day following 21-Nov-2022
Pivot 1 day 3 day
R1 3,993.50 3,989.75
PP 3,992.75 3,988.25
S1 3,992.00 3,986.50

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

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