E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 11-Oct-2022
Day Change Summary
Previous Current
10-Oct-2022 11-Oct-2022 Change Change % Previous Week
Open 3,690.00 3,688.75 -1.25 0.0% 3,658.00
High 3,725.25 3,710.75 -14.50 -0.4% 3,878.50
Low 3,659.00 3,637.25 -21.75 -0.6% 3,627.75
Close 3,683.75 3,657.00 -26.75 -0.7% 3,711.75
Range 66.25 73.50 7.25 10.9% 250.75
ATR 92.01 90.69 -1.32 -1.4% 0.00
Volume 131 621 490 374.0% 923
Daily Pivots for day following 11-Oct-2022
Classic Woodie Camarilla DeMark
R4 3,888.75 3,846.50 3,697.50
R3 3,815.25 3,773.00 3,677.25
R2 3,741.75 3,741.75 3,670.50
R1 3,699.50 3,699.50 3,663.75 3,684.00
PP 3,668.25 3,668.25 3,668.25 3,660.50
S1 3,626.00 3,626.00 3,650.25 3,610.50
S2 3,594.75 3,594.75 3,643.50
S3 3,521.25 3,552.50 3,636.75
S4 3,447.75 3,479.00 3,616.50
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 4,491.50 4,352.50 3,849.75
R3 4,240.75 4,101.75 3,780.75
R2 3,990.00 3,990.00 3,757.75
R1 3,851.00 3,851.00 3,734.75 3,920.50
PP 3,739.25 3,739.25 3,739.25 3,774.00
S1 3,600.25 3,600.25 3,688.75 3,669.75
S2 3,488.50 3,488.50 3,665.75
S3 3,237.75 3,349.50 3,642.75
S4 2,987.00 3,098.75 3,573.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,878.50 3,637.25 241.25 6.6% 84.50 2.3% 8% False True 284
10 3,878.50 3,627.75 250.75 6.9% 103.00 2.8% 12% False False 227
20 4,039.00 3,627.75 411.25 11.2% 88.25 2.4% 7% False False 151
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 24.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,023.00
2.618 3,903.25
1.618 3,829.75
1.000 3,784.25
0.618 3,756.25
HIGH 3,710.75
0.618 3,682.75
0.500 3,674.00
0.382 3,665.25
LOW 3,637.25
0.618 3,591.75
1.000 3,563.75
1.618 3,518.25
2.618 3,444.75
4.250 3,325.00
Fisher Pivots for day following 11-Oct-2022
Pivot 1 day 3 day
R1 3,674.00 3,730.00
PP 3,668.25 3,705.75
S1 3,662.75 3,681.50

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

View Archives - Comment on this page... - Back to Index of Symbols