E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 30-Dec-2022

Day Change Summary
	Previous	Current
	29-Dec-2022	30-Dec-2022	Change	Change %	Previous Week
Open	3,811.00	3,869.75	58.75	1.5%	3,878.00
High	3,882.75	3,871.00	-11.75	-0.3%	3,900.50
Low	3,806.25	3,821.50	15.25	0.4%	3,804.50
Close	3,871.75	3,861.00	-10.75	-0.3%	3,861.00
Range	76.50	49.50	-27.00	-35.3%	96.00
ATR	81.07	78.87	-2.20	-2.7%	0.00
Volume	1,146,984	1,401,810	254,826	22.2%	4,838,018

Daily Pivots for day following 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	3,999.75	3,979.75	3,888.25
R3	3,950.25	3,930.25	3,874.50
R2	3,900.75	3,900.75	3,870.00
R1	3,880.75	3,880.75	3,865.50	3,866.00
PP	3,851.25	3,851.25	3,851.25	3,843.75
S1	3,831.25	3,831.25	3,856.50	3,816.50
S2	3,801.75	3,801.75	3,852.00
S3	3,752.25	3,781.75	3,847.50
S4	3,702.75	3,732.25	3,833.75

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,143.25	4,098.25	3,913.75
R3	4,047.25	4,002.25	3,887.50
R2	3,951.25	3,951.25	3,878.50
R1	3,906.25	3,906.25	3,869.75	3,880.75
PP	3,855.25	3,855.25	3,855.25	3,842.50
S1	3,810.25	3,810.25	3,852.25	3,784.75
S2	3,759.25	3,759.25	3,843.50
S3	3,663.25	3,714.25	3,834.50
S4	3,567.25	3,618.25	3,808.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,900.50	3,804.50	96.00	2.5%	62.25	1.6%	59%	False	False	1,242,586
10	3,934.50	3,788.50	146.00	3.8%	72.00	1.9%	50%	False	False	1,449,066
20	4,180.00	3,788.50	391.50	10.1%	81.00	2.1%	19%	False	False	1,279,180
40	4,180.00	3,735.00	445.00	11.5%	79.00	2.0%	28%	False	False	643,880
60	4,180.00	3,530.25	649.75	16.8%	86.00	2.2%	51%	False	False	430,568
80	4,194.25	3,530.25	664.00	17.2%	89.00	2.3%	50%	False	False	323,620
100	4,373.50	3,530.25	843.25	21.8%	85.75	2.2%	39%	False	False	259,001
120	4,373.50	3,530.25	843.25	21.8%	83.00	2.1%	39%	False	False	215,868

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	13.78
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4,081.50
2.618	4,000.50
1.618	3,951.00
1.000	3,920.50
0.618	3,901.50
HIGH	3,871.00
0.618	3,852.00
0.500	3,846.25
0.382	3,840.50
LOW	3,821.50
0.618	3,791.00
1.000	3,772.00
1.618	3,741.50
2.618	3,692.00
4.250	3,611.00

Fisher Pivots for day following 30-Dec-2022
Pivot	1 day	3 day
R1	3,856.00	3,855.25
PP	3,851.25	3,849.50
S1	3,846.25	3,843.50

Download as Excel Spreadsheet

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

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