E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 14-Dec-2022
Day Change Summary
Previous Current
13-Dec-2022 14-Dec-2022 Change Change % Previous Week
Open 4,022.25 4,054.50 32.25 0.8% 4,102.50
High 4,180.00 4,090.75 -89.25 -2.1% 4,108.50
Low 4,017.50 3,997.00 -20.50 -0.5% 3,945.75
Close 4,055.25 4,030.75 -24.50 -0.6% 3,968.25
Range 162.50 93.75 -68.75 -42.3% 162.75
ATR 82.47 83.28 0.81 1.0% 0.00
Volume 2,864,043 1,951,473 -912,570 -31.9% 1,887,358
Daily Pivots for day following 14-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,320.75 4,269.50 4,082.25
R3 4,227.00 4,175.75 4,056.50
R2 4,133.25 4,133.25 4,048.00
R1 4,082.00 4,082.00 4,039.25 4,060.75
PP 4,039.50 4,039.50 4,039.50 4,029.00
S1 3,988.25 3,988.25 4,022.25 3,967.00
S2 3,945.75 3,945.75 4,013.50
S3 3,852.00 3,894.50 4,005.00
S4 3,758.25 3,800.75 3,979.25
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 3,947.25 232.75 5.8% 91.00 2.3% 36% False False 1,737,115
10 4,180.00 3,945.75 234.25 5.8% 81.75 2.0% 36% False False 890,584
20 4,180.00 3,945.50 234.50 5.8% 72.50 1.8% 36% False False 449,623
40 4,180.00 3,670.00 510.00 12.7% 84.50 2.1% 71% False False 227,301
60 4,180.00 3,530.25 649.75 16.1% 91.75 2.3% 77% False False 152,847
80 4,262.25 3,530.25 732.00 18.2% 89.50 2.2% 68% False False 114,856
100 4,373.50 3,530.25 843.25 20.9% 84.25 2.1% 59% False False 91,962
120 4,373.50 3,530.25 843.25 20.9% 82.25 2.0% 59% False False 76,659
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 15.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,489.25
2.618 4,336.25
1.618 4,242.50
1.000 4,184.50
0.618 4,148.75
HIGH 4,090.75
0.618 4,055.00
0.500 4,044.00
0.382 4,032.75
LOW 3,997.00
0.618 3,939.00
1.000 3,903.25
1.618 3,845.25
2.618 3,751.50
4.250 3,598.50
Fisher Pivots for day following 14-Dec-2022
Pivot 1 day 3 day
R1 4,044.00 4,068.00
PP 4,039.50 4,055.50
S1 4,035.00 4,043.25

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

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