E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 12-Dec-2022
Day Change Summary
Previous Current
09-Dec-2022 12-Dec-2022 Change Change % Previous Week
Open 3,996.25 3,965.75 -30.50 -0.8% 4,102.50
High 4,027.00 4,026.00 -1.00 0.0% 4,108.50
Low 3,959.75 3,956.00 -3.75 -0.1% 3,945.75
Close 3,968.25 4,025.00 56.75 1.4% 3,968.25
Range 67.25 70.00 2.75 4.1% 162.75
ATR 76.80 76.32 -0.49 -0.6% 0.00
Volume 1,416,907 2,145,805 728,898 51.4% 1,887,358
Daily Pivots for day following 12-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,212.25 4,188.75 4,063.50
R3 4,142.25 4,118.75 4,044.25
R2 4,072.25 4,072.25 4,037.75
R1 4,048.75 4,048.75 4,031.50 4,060.50
PP 4,002.25 4,002.25 4,002.25 4,008.25
S1 3,978.75 3,978.75 4,018.50 3,990.50
S2 3,932.25 3,932.25 4,012.25
S3 3,862.25 3,908.75 4,005.75
S4 3,792.25 3,838.75 3,986.50
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,495.75 4,394.75 4,057.75
R3 4,333.00 4,232.00 4,013.00
R2 4,170.25 4,170.25 3,998.00
R1 4,069.25 4,069.25 3,983.25 4,038.50
PP 4,007.50 4,007.50 4,007.50 3,992.00
S1 3,906.50 3,906.50 3,953.25 3,875.50
S2 3,844.75 3,844.75 3,938.50
S3 3,682.00 3,743.75 3,923.50
S4 3,519.25 3,581.00 3,878.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,047.50 3,945.75 101.75 2.5% 68.00 1.7% 78% False False 801,897
10 4,142.50 3,945.75 196.75 4.9% 76.25 1.9% 40% False False 412,372
20 4,142.50 3,945.50 197.00 4.9% 67.00 1.7% 40% False False 209,983
40 4,142.50 3,620.50 522.00 13.0% 83.00 2.1% 77% False False 107,040
60 4,142.50 3,530.25 612.25 15.2% 90.25 2.2% 81% False False 72,646
80 4,322.00 3,530.25 791.75 19.7% 88.00 2.2% 62% False False 54,671
100 4,373.50 3,530.25 843.25 21.0% 82.75 2.1% 59% False False 43,811
120 4,373.50 3,530.25 843.25 21.0% 82.00 2.0% 59% False False 36,530
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,323.50
2.618 4,209.25
1.618 4,139.25
1.000 4,096.00
0.618 4,069.25
HIGH 4,026.00
0.618 3,999.25
0.500 3,991.00
0.382 3,982.75
LOW 3,956.00
0.618 3,912.75
1.000 3,886.00
1.618 3,842.75
2.618 3,772.75
4.250 3,658.50
Fisher Pivots for day following 12-Dec-2022
Pivot 1 day 3 day
R1 4,013.75 4,012.50
PP 4,002.25 3,999.75
S1 3,991.00 3,987.00

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

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