E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 12-Oct-2022
Day Change Summary
Previous Current
11-Oct-2022 12-Oct-2022 Change Change % Previous Week
Open 3,660.00 3,633.75 -26.25 -0.7% 3,620.00
High 3,681.00 3,663.00 -18.00 -0.5% 3,848.50
Low 3,607.25 3,614.00 6.75 0.2% 3,598.75
Close 3,627.00 3,616.50 -10.50 -0.3% 3,681.75
Range 73.75 49.00 -24.75 -33.6% 249.75
ATR 93.95 90.74 -3.21 -3.4% 0.00
Volume 3,983 1,656 -2,327 -58.4% 17,688
Daily Pivots for day following 12-Oct-2022
Classic Woodie Camarilla DeMark
R4 3,778.25 3,746.25 3,643.50
R3 3,729.25 3,697.25 3,630.00
R2 3,680.25 3,680.25 3,625.50
R1 3,648.25 3,648.25 3,621.00 3,639.75
PP 3,631.25 3,631.25 3,631.25 3,627.00
S1 3,599.25 3,599.25 3,612.00 3,590.75
S2 3,582.25 3,582.25 3,607.50
S3 3,533.25 3,550.25 3,603.00
S4 3,484.25 3,501.25 3,589.50
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 4,459.00 4,320.00 3,819.00
R3 4,209.25 4,070.25 3,750.50
R2 3,959.50 3,959.50 3,727.50
R1 3,820.50 3,820.50 3,704.75 3,890.00
PP 3,709.75 3,709.75 3,709.75 3,744.50
S1 3,570.75 3,570.75 3,658.75 3,640.25
S2 3,460.00 3,460.00 3,636.00
S3 3,210.25 3,321.00 3,613.00
S4 2,960.50 3,071.25 3,544.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,847.50 3,607.25 240.25 6.6% 78.50 2.2% 4% False False 3,102
10 3,848.50 3,598.75 249.75 6.9% 95.50 2.6% 7% False False 3,274
20 4,007.00 3,598.75 408.25 11.3% 93.75 2.6% 4% False False 3,274
40 4,360.50 3,598.75 761.75 21.1% 87.00 2.4% 2% False False 1,966
60 4,373.50 3,598.75 774.75 21.4% 79.00 2.2% 2% False False 1,422
80 4,373.50 3,598.75 774.75 21.4% 79.75 2.2% 2% False False 1,101
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.68
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3,871.25
2.618 3,791.25
1.618 3,742.25
1.000 3,712.00
0.618 3,693.25
HIGH 3,663.00
0.618 3,644.25
0.500 3,638.50
0.382 3,632.75
LOW 3,614.00
0.618 3,583.75
1.000 3,565.00
1.618 3,534.75
2.618 3,485.75
4.250 3,405.75
Fisher Pivots for day following 12-Oct-2022
Pivot 1 day 3 day
R1 3,638.50 3,651.25
PP 3,631.25 3,639.75
S1 3,623.75 3,628.00

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

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