E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 22-Nov-2022
Day Change Summary
Previous Current
21-Nov-2022 22-Nov-2022 Change Change % Previous Week
Open 4,011.75 3,993.00 -18.75 -0.5% 4,024.00
High 4,014.75 4,045.75 31.00 0.8% 4,083.75
Low 3,972.00 3,979.00 7.00 0.2% 3,945.50
Close 3,991.50 4,044.25 52.75 1.3% 4,007.50
Range 42.75 66.75 24.00 56.1% 138.25
ATR 86.84 85.41 -1.44 -1.7% 0.00
Volume 2,507 3,456 949 37.9% 47,905
Daily Pivots for day following 22-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,223.25 4,200.50 4,081.00
R3 4,156.50 4,133.75 4,062.50
R2 4,089.75 4,089.75 4,056.50
R1 4,067.00 4,067.00 4,050.25 4,078.50
PP 4,023.00 4,023.00 4,023.00 4,028.75
S1 4,000.25 4,000.25 4,038.25 4,011.50
S2 3,956.25 3,956.25 4,032.00
S3 3,889.50 3,933.50 4,026.00
S4 3,822.75 3,866.75 4,007.50
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 4,049.50 3,945.50 104.00 2.6% 58.50 1.4% 95% False False 6,230
10 4,083.75 3,781.00 302.75 7.5% 82.00 2.0% 87% False False 7,393
20 4,083.75 3,735.00 348.75 8.6% 87.25 2.2% 89% False False 5,492
40 4,083.75 3,530.25 553.50 13.7% 96.25 2.4% 93% False False 4,676
60 4,194.25 3,530.25 664.00 16.4% 93.75 2.3% 77% False False 3,740
80 4,373.50 3,530.25 843.25 20.9% 86.25 2.1% 61% False False 2,925
100 4,373.50 3,530.25 843.25 20.9% 83.50 2.1% 61% False False 2,375
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 14.63
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,329.50
2.618 4,220.50
1.618 4,153.75
1.000 4,112.50
0.618 4,087.00
HIGH 4,045.75
0.618 4,020.25
0.500 4,012.50
0.382 4,004.50
LOW 3,979.00
0.618 3,937.75
1.000 3,912.25
1.618 3,871.00
2.618 3,804.25
4.250 3,695.25
Fisher Pivots for day following 22-Nov-2022
Pivot 1 day 3 day
R1 4,033.50 4,032.50
PP 4,023.00 4,020.75
S1 4,012.50 4,009.00

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

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