E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 19-Dec-2022
Day Change Summary
Previous Current
16-Dec-2022 19-Dec-2022 Change Change % Previous Week
Open 3,920.00 3,874.00 -46.00 -1.2% 3,965.75
High 3,934.50 3,899.00 -35.50 -0.9% 4,180.00
Low 3,855.25 3,827.25 -28.00 -0.7% 3,855.25
Close 3,879.00 3,845.50 -33.50 -0.9% 3,879.00
Range 79.25 71.75 -7.50 -9.5% 324.75
ATR 86.42 85.37 -1.05 -1.2% 0.00
Volume 1,965,701 1,405,774 -559,927 -28.5% 11,143,643
Daily Pivots for day following 19-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,072.50 4,030.75 3,885.00
R3 4,000.75 3,959.00 3,865.25
R2 3,929.00 3,929.00 3,858.75
R1 3,887.25 3,887.25 3,852.00 3,872.25
PP 3,857.25 3,857.25 3,857.25 3,849.75
S1 3,815.50 3,815.50 3,839.00 3,800.50
S2 3,785.50 3,785.50 3,832.25
S3 3,713.75 3,743.75 3,825.75
S4 3,642.00 3,672.00 3,806.00
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,945.75 4,737.00 4,057.50
R3 4,621.00 4,412.25 3,968.25
R2 4,296.25 4,296.25 3,938.50
R1 4,087.50 4,087.50 3,908.75 4,029.50
PP 3,971.50 3,971.50 3,971.50 3,942.50
S1 3,762.75 3,762.75 3,849.25 3,704.75
S2 3,646.75 3,646.75 3,819.50
S3 3,322.00 3,438.00 3,789.75
S4 2,997.25 3,113.25 3,700.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,180.00 3,827.25 352.75 9.2% 108.50 2.8% 5% False True 2,080,722
10 4,180.00 3,827.25 352.75 9.2% 88.25 2.3% 5% False True 1,441,310
20 4,180.00 3,827.25 352.75 9.2% 77.75 2.0% 5% False True 727,769
40 4,180.00 3,735.00 445.00 11.6% 84.00 2.2% 25% False False 366,686
60 4,180.00 3,530.25 649.75 16.9% 91.00 2.4% 49% False False 245,695
80 4,262.25 3,530.25 732.00 19.0% 91.25 2.4% 43% False False 184,698
100 4,373.50 3,530.25 843.25 21.9% 84.50 2.2% 37% False False 147,839
120 4,373.50 3,530.25 843.25 21.9% 83.00 2.2% 37% False False 123,226
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 False
Stretch 17.23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,204.00
2.618 4,086.75
1.618 4,015.00
1.000 3,970.75
0.618 3,943.25
HIGH 3,899.00
0.618 3,871.50
0.500 3,863.00
0.382 3,854.75
LOW 3,827.25
0.618 3,783.00
1.000 3,755.50
1.618 3,711.25
2.618 3,639.50
4.250 3,522.25
Fisher Pivots for day following 19-Dec-2022
Pivot 1 day 3 day
R1 3,863.00 3,935.00
PP 3,857.25 3,905.25
S1 3,851.50 3,875.50

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

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