E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 30-Nov-2022
Day Change Summary
Previous Current
29-Nov-2022 30-Nov-2022 Change Change % Previous Week
Open 4,003.50 3,994.50 -9.00 -0.2% 4,011.75
High 4,023.75 4,127.00 103.25 2.6% 4,094.50
Low 3,974.50 3,975.50 1.00 0.0% 3,972.00
Close 3,995.00 4,115.25 120.25 3.0% 4,066.50
Range 49.25 151.50 102.25 207.6% 122.50
ATR 76.16 81.54 5.38 7.1% 0.00
Volume 9,677 23,718 14,041 145.1% 21,042
Daily Pivots for day following 30-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,527.00 4,472.75 4,198.50
R3 4,375.50 4,321.25 4,157.00
R2 4,224.00 4,224.00 4,143.00
R1 4,169.75 4,169.75 4,129.25 4,197.00
PP 4,072.50 4,072.50 4,072.50 4,086.25
S1 4,018.25 4,018.25 4,101.25 4,045.50
S2 3,921.00 3,921.00 4,087.50
S3 3,769.50 3,866.75 4,073.50
S4 3,618.00 3,715.25 4,032.00
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,411.75 4,361.75 4,134.00
R3 4,289.25 4,239.25 4,100.25
R2 4,166.75 4,166.75 4,089.00
R1 4,116.75 4,116.75 4,077.75 4,141.75
PP 4,044.25 4,044.25 4,044.25 4,057.00
S1 3,994.25 3,994.25 4,055.25 4,019.25
S2 3,921.75 3,921.75 4,044.00
S3 3,799.25 3,871.75 4,032.75
S4 3,676.75 3,749.25 3,999.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,127.00 3,974.50 152.50 3.7% 68.25 1.7% 92% True False 11,095
10 4,127.00 3,945.50 181.50 4.4% 63.50 1.5% 94% True False 8,663
20 4,127.00 3,735.00 392.00 9.5% 81.75 2.0% 97% True False 7,457
40 4,127.00 3,530.25 596.75 14.5% 89.50 2.2% 98% True False 5,638
60 4,194.25 3,530.25 664.00 16.1% 92.50 2.2% 88% False False 4,618
80 4,373.50 3,530.25 843.25 20.5% 86.75 2.1% 69% False False 3,601
100 4,373.50 3,530.25 843.25 20.5% 83.50 2.0% 69% False False 2,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.15
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,771.00
2.618 4,523.75
1.618 4,372.25
1.000 4,278.50
0.618 4,220.75
HIGH 4,127.00
0.618 4,069.25
0.500 4,051.25
0.382 4,033.25
LOW 3,975.50
0.618 3,881.75
1.000 3,824.00
1.618 3,730.25
2.618 3,578.75
4.250 3,331.50
Fisher Pivots for day following 30-Nov-2022
Pivot 1 day 3 day
R1 4,094.00 4,093.75
PP 4,072.50 4,072.25
S1 4,051.25 4,050.75

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

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