E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 31-Oct-2022

Day Change Summary
	Previous	Current
	28-Oct-2022	31-Oct-2022	Change	Change %	Previous Week
Open	3,826.25	3,943.00	116.75	3.1%	3,807.00
High	3,956.00	3,946.00	-10.00	-0.3%	3,956.00
Low	3,807.75	3,904.75	97.00	2.5%	3,768.00
Close	3,943.50	3,915.00	-28.50	-0.7%	3,943.50
Range	148.25	41.25	-107.00	-72.2%	188.00
ATR	102.24	97.88	-4.36	-4.3%	0.00
Volume	6,378	1,996	-4,382	-68.7%	19,666

Daily Pivots for day following 31-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,045.75	4,021.50	3,937.75
R3	4,004.50	3,980.25	3,926.25
R2	3,963.25	3,963.25	3,922.50
R1	3,939.00	3,939.00	3,918.75	3,930.50
PP	3,922.00	3,922.00	3,922.00	3,917.50
S1	3,897.75	3,897.75	3,911.25	3,889.25
S2	3,880.75	3,880.75	3,907.50
S3	3,839.50	3,856.50	3,903.75
S4	3,798.25	3,815.25	3,892.25

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,453.25	4,386.25	4,047.00
R3	4,265.25	4,198.25	3,995.25
R2	4,077.25	4,077.25	3,978.00
R1	4,010.25	4,010.25	3,960.75	4,043.75
PP	3,889.25	3,889.25	3,889.25	3,906.00
S1	3,822.25	3,822.25	3,926.25	3,855.75
S2	3,701.25	3,701.25	3,909.00
S3	3,513.25	3,634.25	3,891.75
S4	3,325.25	3,446.25	3,840.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,956.00	3,788.00	168.00	4.3%	91.75	2.3%	76%	False	False	3,181
10	3,956.00	3,670.00	286.00	7.3%	93.50	2.4%	86%	False	False	3,705
20	3,956.00	3,530.25	425.75	10.9%	99.50	2.5%	90%	False	False	3,820
40	4,194.25	3,530.25	664.00	17.0%	97.75	2.5%	58%	False	False	3,159
60	4,373.50	3,530.25	843.25	21.5%	88.25	2.3%	46%	False	False	2,274
80	4,373.50	3,530.25	843.25	21.5%	83.50	2.1%	46%	False	False	1,742

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	23.08
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	4,121.25
2.618	4,054.00
1.618	4,012.75
1.000	3,987.25
0.618	3,971.50
HIGH	3,946.00
0.618	3,930.25
0.500	3,925.50
0.382	3,920.50
LOW	3,904.75
0.618	3,879.25
1.000	3,863.50
1.618	3,838.00
2.618	3,796.75
4.250	3,729.50

Fisher Pivots for day following 31-Oct-2022
Pivot	1 day	3 day
R1	3,925.50	3,900.75
PP	3,922.00	3,886.25
S1	3,918.50	3,872.00

Download as Excel Spreadsheet

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

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