E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 07-Dec-2022
Day Change Summary
Previous Current
06-Dec-2022 07-Dec-2022 Change Change % Previous Week
Open 4,038.75 3,975.50 -63.25 -1.6% 4,061.25
High 4,047.50 3,992.50 -55.00 -1.4% 4,142.50
Low 3,952.75 3,945.75 -7.00 -0.2% 3,974.50
Close 3,976.50 3,967.75 -8.75 -0.2% 4,109.00
Range 94.75 46.75 -48.00 -50.7% 168.00
ATR 81.26 78.79 -2.46 -3.0% 0.00
Volume 48,733 90,695 41,962 86.1% 97,567
Daily Pivots for day following 07-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,109.00 4,085.00 3,993.50
R3 4,062.25 4,038.25 3,980.50
R2 4,015.50 4,015.50 3,976.25
R1 3,991.50 3,991.50 3,972.00 3,980.00
PP 3,968.75 3,968.75 3,968.75 3,963.00
S1 3,944.75 3,944.75 3,963.50 3,933.50
S2 3,922.00 3,922.00 3,959.25
S3 3,875.25 3,898.00 3,955.00
S4 3,828.50 3,851.25 3,942.00
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,579.25 4,512.25 4,201.50
R3 4,411.25 4,344.25 4,155.25
R2 4,243.25 4,243.25 4,139.75
R1 4,176.25 4,176.25 4,124.50 4,209.75
PP 4,075.25 4,075.25 4,075.25 4,092.00
S1 4,008.25 4,008.25 4,093.50 4,041.75
S2 3,907.25 3,907.25 4,078.25
S3 3,739.25 3,840.25 4,062.75
S4 3,571.25 3,672.25 4,016.50
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 3,945.75 196.75 5.0% 72.75 1.8% 11% False True 44,054
10 4,142.50 3,945.75 196.75 5.0% 70.50 1.8% 11% False True 27,574
20 4,142.50 3,781.00 361.50 9.1% 76.25 1.9% 52% False False 17,484
40 4,142.50 3,530.25 612.25 15.4% 87.75 2.2% 71% False False 10,685
60 4,142.50 3,530.25 612.25 15.4% 89.75 2.3% 71% False False 8,198
80 4,373.50 3,530.25 843.25 21.3% 87.25 2.2% 52% False False 6,306
100 4,373.50 3,530.25 843.25 21.3% 83.00 2.1% 52% False False 5,111
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.48
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,191.25
2.618 4,115.00
1.618 4,068.25
1.000 4,039.25
0.618 4,021.50
HIGH 3,992.50
0.618 3,974.75
0.500 3,969.00
0.382 3,963.50
LOW 3,945.75
0.618 3,916.75
1.000 3,899.00
1.618 3,870.00
2.618 3,823.25
4.250 3,747.00
Fisher Pivots for day following 07-Dec-2022
Pivot 1 day 3 day
R1 3,969.00 4,027.00
PP 3,968.75 4,007.25
S1 3,968.25 3,987.50

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

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