E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 13-Dec-2022
Day Change Summary
Previous Current
12-Dec-2022 13-Dec-2022 Change Change % Previous Week
Open 3,965.75 4,022.25 56.50 1.4% 4,102.50
High 4,026.00 4,180.00 154.00 3.8% 4,108.50
Low 3,956.00 4,017.50 61.50 1.6% 3,945.75
Close 4,025.00 4,055.25 30.25 0.8% 3,968.25
Range 70.00 162.50 92.50 132.1% 162.75
ATR 76.32 82.47 6.16 8.1% 0.00
Volume 2,145,805 2,864,043 718,238 33.5% 1,887,358
Daily Pivots for day following 13-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,571.75 4,476.00 4,144.50
R3 4,409.25 4,313.50 4,100.00
R2 4,246.75 4,246.75 4,085.00
R1 4,151.00 4,151.00 4,070.25 4,199.00
PP 4,084.25 4,084.25 4,084.25 4,108.25
S1 3,988.50 3,988.50 4,040.25 4,036.50
S2 3,921.75 3,921.75 4,025.50
S3 3,759.25 3,826.00 4,010.50
S4 3,596.75 3,663.50 3,966.00
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,495.75 4,394.75 4,057.75
R3 4,333.00 4,232.00 4,013.00
R2 4,170.25 4,170.25 3,998.00
R1 4,069.25 4,069.25 3,983.25 4,038.50
PP 4,007.50 4,007.50 4,007.50 3,992.00
S1 3,906.50 3,906.50 3,953.25 3,875.50
S2 3,844.75 3,844.75 3,938.50
S3 3,682.00 3,743.75 3,923.50
S4 3,519.25 3,581.00 3,878.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,180.00 3,945.75 234.25 5.8% 81.50 2.0% 47% True False 1,364,959
10 4,180.00 3,945.75 234.25 5.8% 87.50 2.2% 47% True False 697,809
20 4,180.00 3,945.50 234.50 5.8% 72.50 1.8% 47% True False 352,794
40 4,180.00 3,670.00 510.00 12.6% 84.25 2.1% 76% True False 178,582
60 4,180.00 3,530.25 649.75 16.0% 91.50 2.3% 81% True False 120,356
80 4,265.75 3,530.25 735.50 18.1% 89.50 2.2% 71% False False 90,468
100 4,373.50 3,530.25 843.25 20.8% 83.75 2.1% 62% False False 72,449
120 4,373.50 3,530.25 843.25 20.8% 82.75 2.0% 62% False False 60,397
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 13.75
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 4,870.50
2.618 4,605.50
1.618 4,443.00
1.000 4,342.50
0.618 4,280.50
HIGH 4,180.00
0.618 4,118.00
0.500 4,098.75
0.382 4,079.50
LOW 4,017.50
0.618 3,917.00
1.000 3,855.00
1.618 3,754.50
2.618 3,592.00
4.250 3,327.00
Fisher Pivots for day following 13-Dec-2022
Pivot 1 day 3 day
R1 4,098.75 4,068.00
PP 4,084.25 4,063.75
S1 4,069.75 4,059.50

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

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