E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 20-Dec-2022
Day Change Summary
Previous Current
19-Dec-2022 20-Dec-2022 Change Change % Previous Week
Open 3,874.00 3,842.75 -31.25 -0.8% 3,965.75
High 3,899.00 3,866.50 -32.50 -0.8% 4,180.00
Low 3,827.25 3,803.50 -23.75 -0.6% 3,855.25
Close 3,845.50 3,849.25 3.75 0.1% 3,879.00
Range 71.75 63.00 -8.75 -12.2% 324.75
ATR 85.37 83.78 -1.60 -1.9% 0.00
Volume 1,405,774 1,541,868 136,094 9.7% 11,143,643
Daily Pivots for day following 20-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,028.75 4,002.00 3,884.00
R3 3,965.75 3,939.00 3,866.50
R2 3,902.75 3,902.75 3,860.75
R1 3,876.00 3,876.00 3,855.00 3,889.50
PP 3,839.75 3,839.75 3,839.75 3,846.50
S1 3,813.00 3,813.00 3,843.50 3,826.50
S2 3,776.75 3,776.75 3,837.75
S3 3,713.75 3,750.00 3,832.00
S4 3,650.75 3,687.00 3,814.50
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,945.75 4,737.00 4,057.50
R3 4,621.00 4,412.25 3,968.25
R2 4,296.25 4,296.25 3,938.50
R1 4,087.50 4,087.50 3,908.75 4,029.50
PP 3,971.50 3,971.50 3,971.50 3,942.50
S1 3,762.75 3,762.75 3,849.25 3,704.75
S2 3,646.75 3,646.75 3,819.50
S3 3,322.00 3,438.00 3,789.75
S4 2,997.25 3,113.25 3,700.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,090.75 3,803.50 287.25 7.5% 88.50 2.3% 16% False True 1,816,287
10 4,180.00 3,803.50 376.50 9.8% 85.00 2.2% 12% False True 1,590,623
20 4,180.00 3,803.50 376.50 9.8% 78.75 2.0% 12% False True 804,737
40 4,180.00 3,735.00 445.00 11.6% 83.50 2.2% 26% False False 405,089
60 4,180.00 3,530.25 649.75 16.9% 90.75 2.4% 49% False False 271,340
80 4,194.25 3,530.25 664.00 17.3% 90.00 2.3% 48% False False 203,962
100 4,373.50 3,530.25 843.25 21.9% 84.50 2.2% 38% False False 163,254
120 4,373.50 3,530.25 843.25 21.9% 82.75 2.2% 38% False False 136,074
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 18.73
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,134.25
2.618 4,031.50
1.618 3,968.50
1.000 3,929.50
0.618 3,905.50
HIGH 3,866.50
0.618 3,842.50
0.500 3,835.00
0.382 3,827.50
LOW 3,803.50
0.618 3,764.50
1.000 3,740.50
1.618 3,701.50
2.618 3,638.50
4.250 3,535.75
Fisher Pivots for day following 20-Dec-2022
Pivot 1 day 3 day
R1 3,844.50 3,869.00
PP 3,839.75 3,862.50
S1 3,835.00 3,855.75

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

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