E-mini S&P 500 Future June 2023

Trading Metrics calculated at close of trading on 25-Nov-2022

Day Change Summary
	Previous	Current
	23-Nov-2022	25-Nov-2022	Change	Change %	Previous Week
Open	4,080.50	4,110.00	29.50	0.7%	4,040.00
High	4,109.50	4,113.25	3.75	0.1%	4,113.25
Low	4,074.50	4,094.00	19.50	0.5%	4,010.75
Close	4,103.75	4,103.00	-0.75	0.0%	4,103.00
Range	35.00	19.25	-15.75	-45.0%	102.50
ATR	79.62	75.31	-4.31	-5.4%	0.00
Volume	91	22	-69	-75.8%	234

Daily Pivots for day following 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,161.25	4,151.25	4,113.50
R3	4,142.00	4,132.00	4,108.25
R2	4,122.75	4,122.75	4,106.50
R1	4,112.75	4,112.75	4,104.75	4,108.00
PP	4,103.50	4,103.50	4,103.50	4,101.00
S1	4,093.50	4,093.50	4,101.25	4,089.00
S2	4,084.25	4,084.25	4,099.50
S3	4,065.00	4,074.25	4,097.75
S4	4,045.75	4,055.00	4,092.50

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,383.25	4,345.50	4,159.50
R3	4,280.75	4,243.00	4,131.25
R2	4,178.25	4,178.25	4,121.75
R1	4,140.50	4,140.50	4,112.50	4,159.50
PP	4,075.75	4,075.75	4,075.75	4,085.00
S1	4,038.00	4,038.00	4,093.50	4,057.00
S2	3,973.25	3,973.25	4,084.25
S3	3,870.75	3,935.50	4,074.75
S4	3,768.25	3,833.00	4,046.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,113.25	4,010.75	102.50	2.5%	42.25	1.0%	90%	True	False	112
10	4,119.75	3,982.50	137.25	3.3%	54.00	1.3%	88%	False	False	217
20	4,119.75	3,770.50	349.25	8.5%	77.75	1.9%	95%	False	False	183
40	4,119.75	3,562.00	557.75	13.6%	89.00	2.2%	97%	False	False	173
60	4,210.25	3,562.00	648.25	15.8%	86.25	2.1%	83%	False	False	160

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	True
Stretch	13.63
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	4,195.00
2.618	4,163.75
1.618	4,144.50
1.000	4,132.50
0.618	4,125.25
HIGH	4,113.25
0.618	4,106.00
0.500	4,103.50
0.382	4,101.25
LOW	4,094.00
0.618	4,082.00
1.000	4,074.75
1.618	4,062.75
2.618	4,043.50
4.250	4,012.25

Fisher Pivots for day following 25-Nov-2022
Pivot	1 day	3 day
R1	4,103.50	4,090.25
PP	4,103.50	4,077.25
S1	4,103.25	4,064.50

Download as Excel Spreadsheet

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

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