E-mini S&P 500 Future March 2023


Trading Metrics calculated at close of trading on 27-Dec-2022
Day Change Summary
Previous Current
23-Dec-2022 27-Dec-2022 Change Change % Previous Week
Open 3,850.00 3,878.00 28.00 0.7% 3,874.00
High 3,872.50 3,900.50 28.00 0.7% 3,919.75
Low 3,821.25 3,837.25 16.00 0.4% 3,788.50
Close 3,869.75 3,855.00 -14.75 -0.4% 3,869.75
Range 51.25 63.25 12.00 23.4% 131.25
ATR 83.72 82.26 -1.46 -1.7% 0.00
Volume 1,374,913 1,006,414 -368,499 -26.8% 7,686,950
Daily Pivots for day following 27-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,054.00 4,017.75 3,889.75
R3 3,990.75 3,954.50 3,872.50
R2 3,927.50 3,927.50 3,866.50
R1 3,891.25 3,891.25 3,860.75 3,877.75
PP 3,864.25 3,864.25 3,864.25 3,857.50
S1 3,828.00 3,828.00 3,849.25 3,814.50
S2 3,801.00 3,801.00 3,843.50
S3 3,737.75 3,764.75 3,837.50
S4 3,674.50 3,701.50 3,820.25
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% 74.50 1.9% 51% False False 1,457,518
10 4,180.00 3,788.50 391.50 10.2% 91.50 2.4% 17% False False 1,769,120
20 4,180.00 3,788.50 391.50 10.2% 83.75 2.2% 17% False False 1,090,746
40 4,180.00 3,735.00 445.00 11.5% 80.75 2.1% 27% False False 548,384
60 4,180.00 3,530.25 649.75 16.9% 88.50 2.3% 50% False False 366,877
80 4,194.25 3,530.25 664.00 17.2% 90.25 2.3% 49% False False 275,755
100 4,373.50 3,530.25 843.25 21.9% 85.25 2.2% 39% False False 220,699
120 4,373.50 3,530.25 843.25 21.9% 82.50 2.1% 39% False False 183,950
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 16.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,169.25
2.618 4,066.00
1.618 4,002.75
1.000 3,963.75
0.618 3,939.50
HIGH 3,900.50
0.618 3,876.25
0.500 3,869.00
0.382 3,861.50
LOW 3,837.25
0.618 3,798.25
1.000 3,774.00
1.618 3,735.00
2.618 3,671.75
4.250 3,568.50
Fisher Pivots for day following 27-Dec-2022
Pivot 1 day 3 day
R1 3,869.00 3,854.75
PP 3,864.25 3,854.50
S1 3,859.50 3,854.00

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

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