E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 14-Nov-2022
Day Change Summary
Previous Current
11-Nov-2022 14-Nov-2022 Change Change % Previous Week
Open 4,002.50 4,024.00 21.50 0.5% 3,788.00
High 4,042.50 4,050.75 8.25 0.2% 4,042.50
Low 3,984.25 3,997.50 13.25 0.3% 3,769.75
Close 4,033.00 3,999.00 -34.00 -0.8% 4,033.00
Range 58.25 53.25 -5.00 -8.6% 272.75
ATR 101.47 98.03 -3.44 -3.4% 0.00
Volume 5,167 7,836 2,669 51.7% 27,640
Daily Pivots for day following 14-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,175.50 4,140.50 4,028.25
R3 4,122.25 4,087.25 4,013.75
R2 4,069.00 4,069.00 4,008.75
R1 4,034.00 4,034.00 4,004.00 4,025.00
PP 4,015.75 4,015.75 4,015.75 4,011.25
S1 3,980.75 3,980.75 3,994.00 3,971.50
S2 3,962.50 3,962.50 3,989.25
S3 3,909.25 3,927.50 3,984.25
S4 3,856.00 3,874.25 3,969.75
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,766.75 4,672.50 4,183.00
R3 4,494.00 4,399.75 4,108.00
R2 4,221.25 4,221.25 4,083.00
R1 4,127.00 4,127.00 4,058.00 4,174.00
PP 3,948.50 3,948.50 3,948.50 3,972.00
S1 3,854.25 3,854.25 4,008.00 3,901.50
S2 3,675.75 3,675.75 3,983.00
S3 3,403.00 3,581.50 3,958.00
S4 3,130.25 3,308.75 3,883.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,050.75 3,781.00 269.75 6.7% 102.00 2.6% 81% True False 6,301
10 4,050.75 3,735.00 315.75 7.9% 98.50 2.5% 84% True False 5,034
20 4,050.75 3,670.00 380.75 9.5% 96.00 2.4% 86% True False 4,369
40 4,050.75 3,530.25 520.50 13.0% 101.25 2.5% 90% True False 4,138
60 4,265.75 3,530.25 735.50 18.4% 95.00 2.4% 64% False False 3,026
80 4,373.50 3,530.25 843.25 21.1% 86.50 2.2% 56% False False 2,363
100 4,373.50 3,530.25 843.25 21.1% 84.75 2.1% 56% False False 1,918
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.73
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,277.00
2.618 4,190.25
1.618 4,137.00
1.000 4,104.00
0.618 4,083.75
HIGH 4,050.75
0.618 4,030.50
0.500 4,024.00
0.382 4,017.75
LOW 3,997.50
0.618 3,964.50
1.000 3,944.25
1.618 3,911.25
2.618 3,858.00
4.250 3,771.25
Fisher Pivots for day following 14-Nov-2022
Pivot 1 day 3 day
R1 4,024.00 3,971.50
PP 4,015.75 3,944.25
S1 4,007.50 3,917.00

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

View Archives - Comment on this page... - Back to Index of Symbols