E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 14-Sep-2022

Day Change Summary
	Previous	Current
	13-Sep-2022	14-Sep-2022	Change	Change %	Previous Week
Open	4,164.75	3,987.00	-177.75	-4.3%	3,969.50
High	4,194.25	4,010.50	-183.75	-4.4%	4,122.50
Low	3,969.00	3,960.25	-8.75	-0.2%	3,927.75
Close	3,979.75	3,995.50	15.75	0.4%	4,114.25
Range	225.25	50.25	-175.00	-77.7%	194.75
ATR	85.65	83.12	-2.53	-3.0%	0.00
Volume	1,521	636	-885	-58.2%	4,577

Daily Pivots for day following 14-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,139.50	4,117.75	4,023.25
R3	4,089.25	4,067.50	4,009.25
R2	4,039.00	4,039.00	4,004.75
R1	4,017.25	4,017.25	4,000.00	4,028.00
PP	3,988.75	3,988.75	3,988.75	3,994.25
S1	3,967.00	3,967.00	3,991.00	3,978.00
S2	3,938.50	3,938.50	3,986.25
S3	3,888.25	3,916.75	3,981.75
S4	3,838.00	3,866.50	3,967.75

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,639.00	4,571.50	4,221.25
R3	4,444.25	4,376.75	4,167.75
R2	4,249.50	4,249.50	4,150.00
R1	4,182.00	4,182.00	4,132.00	4,215.75
PP	4,054.75	4,054.75	4,054.75	4,071.75
S1	3,987.25	3,987.25	4,096.50	4,021.00
S2	3,860.00	3,860.00	4,078.50
S3	3,665.25	3,792.50	4,060.75
S4	3,470.50	3,597.75	4,007.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,194.25	3,960.25	234.00	5.9%	94.25	2.4%	15%	False	True	1,109
10	4,194.25	3,927.75	266.50	6.7%	89.25	2.2%	25%	False	False	872
20	4,360.50	3,927.75	432.75	10.8%	80.25	2.0%	16%	False	False	657
40	4,373.50	3,927.75	445.75	11.2%	71.75	1.8%	15%	False	False	496
60	4,373.50	3,711.50	662.00	16.6%	75.25	1.9%	43%	False	False	377

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	23.20
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	4,224.00
2.618	4,142.00
1.618	4,091.75
1.000	4,060.75
0.618	4,041.50
HIGH	4,010.50
0.618	3,991.25
0.500	3,985.50
0.382	3,979.50
LOW	3,960.25
0.618	3,929.25
1.000	3,910.00
1.618	3,879.00
2.618	3,828.75
4.250	3,746.75

Fisher Pivots for day following 14-Sep-2022
Pivot	1 day	3 day
R1	3,992.00	4,077.25
PP	3,988.75	4,050.00
S1	3,985.50	4,022.75

Download as Excel Spreadsheet

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

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