E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 08-Dec-2022
Day Change Summary
Previous Current
07-Dec-2022 08-Dec-2022 Change Change % Previous Week
Open 3,975.50 3,966.75 -8.75 -0.2% 4,061.25
High 3,992.50 4,008.50 16.00 0.4% 4,142.50
Low 3,945.75 3,947.25 1.50 0.0% 3,974.50
Close 3,967.75 3,997.25 29.50 0.7% 4,109.00
Range 46.75 61.25 14.50 31.0% 168.00
ATR 78.79 77.54 -1.25 -1.6% 0.00
Volume 90,695 307,349 216,654 238.9% 97,567
Daily Pivots for day following 08-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,168.00 4,144.00 4,031.00
R3 4,106.75 4,082.75 4,014.00
R2 4,045.50 4,045.50 4,008.50
R1 4,021.50 4,021.50 4,002.75 4,033.50
PP 3,984.25 3,984.25 3,984.25 3,990.50
S1 3,960.25 3,960.25 3,991.75 3,972.25
S2 3,923.00 3,923.00 3,986.00
S3 3,861.75 3,899.00 3,980.50
S4 3,800.50 3,837.75 3,963.50
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 4,119.25 3,945.75 173.50 4.3% 74.00 1.9% 30% False False 99,617
10 4,142.50 3,945.75 196.75 4.9% 72.75 1.8% 26% False False 57,096
20 4,142.50 3,783.00 359.50 9.0% 74.25 1.9% 60% False False 32,716
40 4,142.50 3,530.25 612.25 15.3% 88.00 2.2% 76% False False 18,327
60 4,142.50 3,530.25 612.25 15.3% 90.00 2.2% 76% False False 13,310
80 4,360.50 3,530.25 830.25 20.8% 87.50 2.2% 56% False False 10,146
100 4,373.50 3,530.25 843.25 21.1% 82.75 2.1% 55% False False 8,184
120 4,373.50 3,530.25 843.25 21.1% 82.50 2.1% 55% False False 6,843
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,268.75
2.618 4,168.75
1.618 4,107.50
1.000 4,069.75
0.618 4,046.25
HIGH 4,008.50
0.618 3,985.00
0.500 3,978.00
0.382 3,970.75
LOW 3,947.25
0.618 3,909.50
1.000 3,886.00
1.618 3,848.25
2.618 3,787.00
4.250 3,687.00
Fisher Pivots for day following 08-Dec-2022
Pivot 1 day 3 day
R1 3,990.75 3,997.00
PP 3,984.25 3,996.75
S1 3,978.00 3,996.50

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

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