E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 26-Oct-2022
Day Change Summary
Previous Current
25-Oct-2022 26-Oct-2022 Change Change % Previous Week
Open 3,838.50 3,880.25 41.75 1.1% 3,622.50
High 3,905.75 3,928.75 23.00 0.6% 3,807.75
Low 3,821.75 3,856.50 34.75 0.9% 3,620.50
Close 3,902.00 3,872.50 -29.50 -0.8% 3,794.75
Range 84.00 72.25 -11.75 -14.0% 187.25
ATR 99.51 97.56 -1.95 -2.0% 0.00
Volume 2,426 2,360 -66 -2.7% 17,780
Daily Pivots for day following 26-Oct-2022
Classic Woodie Camarilla DeMark
R4 4,102.75 4,059.75 3,912.25
R3 4,030.50 3,987.50 3,892.25
R2 3,958.25 3,958.25 3,885.75
R1 3,915.25 3,915.25 3,879.00 3,900.50
PP 3,886.00 3,886.00 3,886.00 3,878.50
S1 3,843.00 3,843.00 3,866.00 3,828.50
S2 3,813.75 3,813.75 3,859.25
S3 3,741.50 3,770.75 3,852.75
S4 3,669.25 3,698.50 3,832.75
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 4,302.75 4,236.00 3,897.75
R3 4,115.50 4,048.75 3,846.25
R2 3,928.25 3,928.25 3,829.00
R1 3,861.50 3,861.50 3,812.00 3,895.00
PP 3,741.00 3,741.00 3,741.00 3,757.75
S1 3,674.25 3,674.25 3,777.50 3,707.50
S2 3,553.75 3,553.75 3,760.50
S3 3,366.50 3,487.00 3,743.25
S4 3,179.25 3,299.75 3,691.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,928.75 3,670.00 258.75 6.7% 91.25 2.4% 78% True False 4,283
10 3,928.75 3,530.25 398.50 10.3% 108.50 2.8% 86% True False 4,251
20 3,928.75 3,530.25 398.50 10.3% 102.00 2.6% 86% True False 3,762
40 4,194.25 3,530.25 664.00 17.1% 96.25 2.5% 52% False False 2,918
60 4,373.50 3,530.25 843.25 21.8% 86.00 2.2% 41% False False 2,102
80 4,373.50 3,530.25 843.25 21.8% 82.00 2.1% 41% False False 1,624
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 33.30
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,235.75
2.618 4,118.00
1.618 4,045.75
1.000 4,001.00
0.618 3,973.50
HIGH 3,928.75
0.618 3,901.25
0.500 3,892.50
0.382 3,884.00
LOW 3,856.50
0.618 3,811.75
1.000 3,784.25
1.618 3,739.50
2.618 3,667.25
4.250 3,549.50
Fisher Pivots for day following 26-Oct-2022
Pivot 1 day 3 day
R1 3,892.50 3,864.50
PP 3,886.00 3,856.50
S1 3,879.25 3,848.50

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

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