E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 08-Dec-2022

Day Change Summary
	Previous	Current
	07-Dec-2022	08-Dec-2022	Change	Change %	Previous Week
Open	3,975.50	3,966.75	-8.75	-0.2%	4,061.25
High	3,992.50	4,008.50	16.00	0.4%	4,142.50
Low	3,945.75	3,947.25	1.50	0.0%	3,974.50
Close	3,967.75	3,997.25	29.50	0.7%	4,109.00
Range	46.75	61.25	14.50	31.0%	168.00
ATR	78.79	77.54	-1.25	-1.6%	0.00
Volume	90,695	307,349	216,654	238.9%	97,567

Daily Pivots for day following 08-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,168.00	4,144.00	4,031.00
R3	4,106.75	4,082.75	4,014.00
R2	4,045.50	4,045.50	4,008.50
R1	4,021.50	4,021.50	4,002.75	4,033.50
PP	3,984.25	3,984.25	3,984.25	3,990.50
S1	3,960.25	3,960.25	3,991.75	3,972.25
S2	3,923.00	3,923.00	3,986.00
S3	3,861.75	3,899.00	3,980.50
S4	3,800.50	3,837.75	3,963.50

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,579.25	4,512.25	4,201.50
R3	4,411.25	4,344.25	4,155.25
R2	4,243.25	4,243.25	4,139.75
R1	4,176.25	4,176.25	4,124.50	4,209.75
PP	4,075.25	4,075.25	4,075.25	4,092.00
S1	4,008.25	4,008.25	4,093.50	4,041.75
S2	3,907.25	3,907.25	4,078.25
S3	3,739.25	3,840.25	4,062.75
S4	3,571.25	3,672.25	4,016.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,119.25	3,945.75	173.50	4.3%	74.00	1.9%	30%	False	False	99,617
10	4,142.50	3,945.75	196.75	4.9%	72.75	1.8%	26%	False	False	57,096
20	4,142.50	3,783.00	359.50	9.0%	74.25	1.9%	60%	False	False	32,716
40	4,142.50	3,530.25	612.25	15.3%	88.00	2.2%	76%	False	False	18,327
60	4,142.50	3,530.25	612.25	15.3%	90.00	2.2%	76%	False	False	13,310
80	4,360.50	3,530.25	830.25	20.8%	87.50	2.2%	56%	False	False	10,146
100	4,373.50	3,530.25	843.25	21.1%	82.75	2.1%	55%	False	False	8,184
120	4,373.50	3,530.25	843.25	21.1%	82.50	2.1%	55%	False	False	6,843

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	12.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,268.75
2.618	4,168.75
1.618	4,107.50
1.000	4,069.75
0.618	4,046.25
HIGH	4,008.50
0.618	3,985.00
0.500	3,978.00
0.382	3,970.75
LOW	3,947.25
0.618	3,909.50
1.000	3,886.00
1.618	3,848.25
2.618	3,787.00
4.250	3,687.00

Fisher Pivots for day following 08-Dec-2022
Pivot	1 day	3 day
R1	3,990.75	3,997.00
PP	3,984.25	3,996.75
S1	3,978.00	3,996.50

Download as Excel Spreadsheet

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

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