E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 01-Aug-2022

Day Change Summary
	Previous	Current
	29-Jul-2022	01-Aug-2022	Change	Change %	Previous Week
Open	4,134.00	4,175.50	41.50	1.0%	4,012.75
High	4,183.75	4,187.75	4.00	0.1%	4,183.75
Low	4,123.50	4,139.50	16.00	0.4%	3,954.25
Close	4,175.00	4,162.25	-12.75	-0.3%	4,175.00
Range	60.25	48.25	-12.00	-19.9%	229.50
ATR	81.34	78.98	-2.36	-2.9%	0.00
Volume	370	138	-232	-62.7%	908

Daily Pivots for day following 01-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,308.00	4,283.25	4,188.75
R3	4,259.75	4,235.00	4,175.50
R2	4,211.50	4,211.50	4,171.00
R1	4,186.75	4,186.75	4,166.75	4,175.00
PP	4,163.25	4,163.25	4,163.25	4,157.25
S1	4,138.50	4,138.50	4,157.75	4,126.75
S2	4,115.00	4,115.00	4,153.50
S3	4,066.75	4,090.25	4,149.00
S4	4,018.50	4,042.00	4,135.75

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,792.75	4,713.50	4,301.25
R3	4,563.25	4,484.00	4,238.00
R2	4,333.75	4,333.75	4,217.00
R1	4,254.50	4,254.50	4,196.00	4,294.00
PP	4,104.25	4,104.25	4,104.25	4,124.25
S1	4,025.00	4,025.00	4,154.00	4,064.50
S2	3,874.75	3,874.75	4,133.00
S3	3,645.25	3,795.50	4,112.00
S4	3,415.75	3,566.00	4,048.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,187.75	3,954.25	233.50	5.6%	72.50	1.7%	89%	True	False	186
10	4,187.75	3,894.75	293.00	7.0%	69.75	1.7%	91%	True	False	140
20	4,187.75	3,767.00	420.75	10.1%	72.00	1.7%	94%	True	False	177

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.03
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,392.75
2.618	4,314.00
1.618	4,265.75
1.000	4,236.00
0.618	4,217.50
HIGH	4,187.75
0.618	4,169.25
0.500	4,163.50
0.382	4,158.00
LOW	4,139.50
0.618	4,109.75
1.000	4,091.25
1.618	4,061.50
2.618	4,013.25
4.250	3,934.50

Fisher Pivots for day following 01-Aug-2022
Pivot	1 day	3 day
R1	4,163.50	4,145.25
PP	4,163.25	4,128.25
S1	4,162.75	4,111.25

Download as Excel Spreadsheet

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

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