E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 20-Dec-2022

Day Change Summary
	Previous	Current
	19-Dec-2022	20-Dec-2022	Change	Change %	Previous Week
Open	3,874.00	3,842.75	-31.25	-0.8%	3,965.75
High	3,899.00	3,866.50	-32.50	-0.8%	4,180.00
Low	3,827.25	3,803.50	-23.75	-0.6%	3,855.25
Close	3,845.50	3,849.25	3.75	0.1%	3,879.00
Range	71.75	63.00	-8.75	-12.2%	324.75
ATR	85.37	83.78	-1.60	-1.9%	0.00
Volume	1,405,774	1,541,868	136,094	9.7%	11,143,643

Daily Pivots for day following 20-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,028.75	4,002.00	3,884.00
R3	3,965.75	3,939.00	3,866.50
R2	3,902.75	3,902.75	3,860.75
R1	3,876.00	3,876.00	3,855.00	3,889.50
PP	3,839.75	3,839.75	3,839.75	3,846.50
S1	3,813.00	3,813.00	3,843.50	3,826.50
S2	3,776.75	3,776.75	3,837.75
S3	3,713.75	3,750.00	3,832.00
S4	3,650.75	3,687.00	3,814.50

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	4,090.75	3,803.50	287.25	7.5%	88.50	2.3%	16%	False	True	1,816,287
10	4,180.00	3,803.50	376.50	9.8%	85.00	2.2%	12%	False	True	1,590,623
20	4,180.00	3,803.50	376.50	9.8%	78.75	2.0%	12%	False	True	804,737
40	4,180.00	3,735.00	445.00	11.6%	83.50	2.2%	26%	False	False	405,089
60	4,180.00	3,530.25	649.75	16.9%	90.75	2.4%	49%	False	False	271,340
80	4,194.25	3,530.25	664.00	17.3%	90.00	2.3%	48%	False	False	203,962
100	4,373.50	3,530.25	843.25	21.9%	84.50	2.2%	38%	False	False	163,254
120	4,373.50	3,530.25	843.25	21.9%	82.75	2.2%	38%	False	False	136,074

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	False
Stretch	18.73
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4,134.25
2.618	4,031.50
1.618	3,968.50
1.000	3,929.50
0.618	3,905.50
HIGH	3,866.50
0.618	3,842.50
0.500	3,835.00
0.382	3,827.50
LOW	3,803.50
0.618	3,764.50
1.000	3,740.50
1.618	3,701.50
2.618	3,638.50
4.250	3,535.75

Fisher Pivots for day following 20-Dec-2022
Pivot	1 day	3 day
R1	3,844.50	3,869.00
PP	3,839.75	3,862.50
S1	3,835.00	3,855.75

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

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