E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 25-Jul-2022

Day Change Summary
	Previous	Current
	22-Jul-2022	25-Jul-2022	Change	Change %	Previous Week
Open	4,028.00	4,012.75	-15.25	-0.4%	3,912.00
High	4,055.50	4,028.25	-27.25	-0.7%	4,055.50
Low	3,982.75	3,988.00	5.25	0.1%	3,862.50
Close	4,006.00	4,011.25	5.25	0.1%	4,006.00
Range	72.75	40.25	-32.50	-44.7%	193.00
ATR	81.05	78.14	-2.91	-3.6%	0.00
Volume	238	114	-124	-52.1%	370

Daily Pivots for day following 25-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,130.00	4,110.75	4,033.50
R3	4,089.75	4,070.50	4,022.25
R2	4,049.50	4,049.50	4,018.75
R1	4,030.25	4,030.25	4,015.00	4,019.75
PP	4,009.25	4,009.25	4,009.25	4,004.00
S1	3,990.00	3,990.00	4,007.50	3,979.50
S2	3,969.00	3,969.00	4,003.75
S3	3,928.75	3,949.75	4,000.25
S4	3,888.50	3,909.50	3,989.00

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,553.75	4,472.75	4,112.25
R3	4,360.75	4,279.75	4,059.00
R2	4,167.75	4,167.75	4,041.50
R1	4,086.75	4,086.75	4,023.75	4,127.25
PP	3,974.75	3,974.75	3,974.75	3,995.00
S1	3,893.75	3,893.75	3,988.25	3,934.25
S2	3,781.75	3,781.75	3,970.50
S3	3,588.75	3,700.75	3,953.00
S4	3,395.75	3,507.75	3,899.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,055.50	3,894.75	160.75	4.0%	66.75	1.7%	72%	False	False	94
10	4,055.50	3,767.00	288.50	7.2%	74.50	1.9%	85%	False	False	75
20	4,055.50	3,767.00	288.50	7.2%	73.00	1.8%	85%	False	False	143

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.63
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,199.25
2.618	4,133.50
1.618	4,093.25
1.000	4,068.50
0.618	4,053.00
HIGH	4,028.25
0.618	4,012.75
0.500	4,008.00
0.382	4,003.50
LOW	3,988.00
0.618	3,963.25
1.000	3,947.75
1.618	3,923.00
2.618	3,882.75
4.250	3,817.00

Fisher Pivots for day following 25-Jul-2022
Pivot	1 day	3 day
R1	4,010.25	4,014.50
PP	4,009.25	4,013.50
S1	4,008.00	4,012.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols