E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 25-Nov-2022
Day Change Summary
Previous Current
23-Nov-2022 25-Nov-2022 Change Change % Previous Week
Open 4,043.25 4,074.00 30.75 0.8% 4,011.75
High 4,073.50 4,094.50 21.00 0.5% 4,094.50
Low 4,036.25 4,059.25 23.00 0.6% 3,972.00
Close 4,067.25 4,066.50 -0.75 0.0% 4,066.50
Range 37.25 35.25 -2.00 -5.4% 122.50
ATR 81.97 78.63 -3.34 -4.1% 0.00
Volume 12,131 2,948 -9,183 -75.7% 21,042
Daily Pivots for day following 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,179.25 4,158.00 4,086.00
R3 4,144.00 4,122.75 4,076.25
R2 4,108.75 4,108.75 4,073.00
R1 4,087.50 4,087.50 4,069.75 4,080.50
PP 4,073.50 4,073.50 4,073.50 4,070.00
S1 4,052.25 4,052.25 4,063.25 4,045.25
S2 4,038.25 4,038.25 4,060.00
S3 4,003.00 4,017.00 4,056.75
S4 3,967.75 3,981.75 4,047.00
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,411.75 4,361.75 4,134.00
R3 4,289.25 4,239.25 4,100.25
R2 4,166.75 4,166.75 4,089.00
R1 4,116.75 4,116.75 4,077.75 4,141.75
PP 4,044.25 4,044.25 4,044.25 4,057.00
S1 3,994.25 3,994.25 4,055.25 4,019.25
S2 3,921.75 3,921.75 4,044.00
S3 3,799.25 3,871.75 4,032.75
S4 3,676.75 3,749.25 3,999.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,094.50 3,972.00 122.50 3.0% 46.75 1.1% 77% True False 5,279
10 4,094.50 3,945.50 149.00 3.7% 56.75 1.4% 81% True False 7,411
20 4,094.50 3,735.00 359.50 8.8% 81.50 2.0% 92% True False 5,991
40 4,094.50 3,530.25 564.25 13.9% 91.75 2.3% 95% True False 4,810
60 4,194.25 3,530.25 664.00 16.3% 92.25 2.3% 81% False False 3,981
80 4,373.50 3,530.25 843.25 20.7% 85.25 2.1% 64% False False 3,101
100 4,373.50 3,530.25 843.25 20.7% 82.50 2.0% 64% False False 2,522
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 True
Stretch 15.38
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 4,244.25
2.618 4,186.75
1.618 4,151.50
1.000 4,129.75
0.618 4,116.25
HIGH 4,094.50
0.618 4,081.00
0.500 4,077.00
0.382 4,072.75
LOW 4,059.25
0.618 4,037.50
1.000 4,024.00
1.618 4,002.25
2.618 3,967.00
4.250 3,909.50
Fisher Pivots for day following 25-Nov-2022
Pivot 1 day 3 day
R1 4,077.00 4,056.50
PP 4,073.50 4,046.75
S1 4,070.00 4,036.75

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

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