E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 01-Dec-2022
Day Change Summary
Previous Current
30-Nov-2022 01-Dec-2022 Change Change % Previous Week
Open 3,994.50 4,128.00 133.50 3.3% 4,011.75
High 4,127.00 4,142.50 15.50 0.4% 4,094.50
Low 3,975.50 4,088.00 112.50 2.8% 3,972.00
Close 4,115.25 4,115.50 0.25 0.0% 4,066.50
Range 151.50 54.50 -97.00 -64.0% 122.50
ATR 81.54 79.61 -1.93 -2.4% 0.00
Volume 23,718 29,533 5,815 24.5% 21,042
Daily Pivots for day following 01-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,278.75 4,251.75 4,145.50
R3 4,224.25 4,197.25 4,130.50
R2 4,169.75 4,169.75 4,125.50
R1 4,142.75 4,142.75 4,120.50 4,129.00
PP 4,115.25 4,115.25 4,115.25 4,108.50
S1 4,088.25 4,088.25 4,110.50 4,074.50
S2 4,060.75 4,060.75 4,105.50
S3 4,006.25 4,033.75 4,100.50
S4 3,951.75 3,979.25 4,085.50
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 4,142.50 3,974.50 168.00 4.1% 71.75 1.7% 84% True False 14,576
10 4,142.50 3,945.50 197.00 4.8% 63.50 1.5% 86% True False 10,678
20 4,142.50 3,735.00 407.50 9.9% 77.25 1.9% 93% True False 8,580
40 4,142.50 3,530.25 612.25 14.9% 88.50 2.2% 96% True False 6,263
60 4,194.25 3,530.25 664.00 16.1% 91.50 2.2% 88% False False 5,101
80 4,373.50 3,530.25 843.25 20.5% 87.00 2.1% 69% False False 3,956
100 4,373.50 3,530.25 843.25 20.5% 83.25 2.0% 69% False False 3,206
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 11.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,374.00
2.618 4,285.25
1.618 4,230.75
1.000 4,197.00
0.618 4,176.25
HIGH 4,142.50
0.618 4,121.75
0.500 4,115.25
0.382 4,108.75
LOW 4,088.00
0.618 4,054.25
1.000 4,033.50
1.618 3,999.75
2.618 3,945.25
4.250 3,856.50
Fisher Pivots for day following 01-Dec-2022
Pivot 1 day 3 day
R1 4,115.50 4,096.50
PP 4,115.25 4,077.50
S1 4,115.25 4,058.50

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

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