E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 23-Dec-2022

Day Change Summary
	Previous	Current
	22-Dec-2022	23-Dec-2022	Change	Change %	Previous Week
Open	3,915.00	3,850.00	-65.00	-1.7%	3,874.00
High	3,919.75	3,872.50	-47.25	-1.2%	3,919.75
Low	3,788.50	3,821.25	32.75	0.9%	3,788.50
Close	3,849.25	3,869.75	20.50	0.5%	3,869.75
Range	131.25	51.25	-80.00	-61.0%	131.25
ATR	86.22	83.72	-2.50	-2.9%	0.00
Volume	1,842,326	1,374,913	-467,413	-25.4%	7,686,950

Daily Pivots for day following 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,008.25	3,990.25	3,898.00
R3	3,957.00	3,939.00	3,883.75
R2	3,905.75	3,905.75	3,879.25
R1	3,887.75	3,887.75	3,874.50	3,896.75
PP	3,854.50	3,854.50	3,854.50	3,859.00
S1	3,836.50	3,836.50	3,865.00	3,845.50
S2	3,803.25	3,803.25	3,860.25
S3	3,752.00	3,785.25	3,855.75
S4	3,700.75	3,734.00	3,841.50

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,253.00	4,192.75	3,942.00
R3	4,121.75	4,061.50	3,905.75
R2	3,990.50	3,990.50	3,893.75
R1	3,930.25	3,930.25	3,881.75	3,894.75
PP	3,859.25	3,859.25	3,859.25	3,841.50
S1	3,799.00	3,799.00	3,857.75	3,763.50
S2	3,728.00	3,728.00	3,845.75
S3	3,596.75	3,667.75	3,833.75
S4	3,465.50	3,536.50	3,797.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,919.75	3,788.50	131.25	3.4%	76.00	2.0%	62%	False	False	1,537,390
10	4,180.00	3,788.50	391.50	10.1%	92.00	2.4%	21%	False	False	1,883,059
20	4,180.00	3,788.50	391.50	10.1%	84.00	2.2%	21%	False	False	1,040,775
40	4,180.00	3,735.00	445.00	11.5%	82.75	2.1%	30%	False	False	523,383
60	4,180.00	3,530.25	649.75	16.8%	89.25	2.3%	52%	False	False	350,132
80	4,194.25	3,530.25	664.00	17.2%	90.25	2.3%	51%	False	False	263,179
100	4,373.50	3,530.25	843.25	21.8%	85.00	2.2%	40%	False	False	210,636
120	4,373.50	3,530.25	843.25	21.8%	82.75	2.1%	40%	False	False	175,564

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.90
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4,090.25
2.618	4,006.75
1.618	3,955.50
1.000	3,923.75
0.618	3,904.25
HIGH	3,872.50
0.618	3,853.00
0.500	3,847.00
0.382	3,840.75
LOW	3,821.25
0.618	3,789.50
1.000	3,770.00
1.618	3,738.25
2.618	3,687.00
4.250	3,603.50

Fisher Pivots for day following 23-Dec-2022
Pivot	1 day	3 day
R1	3,862.00	3,864.50
PP	3,854.50	3,859.25
S1	3,847.00	3,854.00

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

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