E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 01-Aug-2022
Day Change Summary
Previous Current
29-Jul-2022 01-Aug-2022 Change Change % Previous Week
Open 4,117.00 4,151.00 34.00 0.8% 3,980.00
High 4,159.25 4,163.50 4.25 0.1% 4,159.25
Low 4,098.25 4,114.50 16.25 0.4% 3,929.75
Close 4,150.50 4,137.50 -13.00 -0.3% 4,150.50
Range 61.00 49.00 -12.00 -19.7% 229.50
ATR 85.47 82.87 -2.61 -3.0% 0.00
Volume 1,947 1,497 -450 -23.1% 8,440
Daily Pivots for day following 01-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,285.50 4,260.50 4,164.50
R3 4,236.50 4,211.50 4,151.00
R2 4,187.50 4,187.50 4,146.50
R1 4,162.50 4,162.50 4,142.00 4,150.50
PP 4,138.50 4,138.50 4,138.50 4,132.50
S1 4,113.50 4,113.50 4,133.00 4,101.50
S2 4,089.50 4,089.50 4,128.50
S3 4,040.50 4,064.50 4,124.00
S4 3,991.50 4,015.50 4,110.50
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,768.25 4,689.00 4,276.75
R3 4,538.75 4,459.50 4,213.50
R2 4,309.25 4,309.25 4,192.50
R1 4,230.00 4,230.00 4,171.50 4,269.50
PP 4,079.75 4,079.75 4,079.75 4,099.75
S1 4,000.50 4,000.50 4,129.50 4,040.00
S2 3,850.25 3,850.25 4,108.50
S3 3,620.75 3,771.00 4,087.50
S4 3,391.25 3,541.50 4,024.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,163.50 3,929.75 233.75 5.6% 75.25 1.8% 89% True False 1,739
10 4,163.50 3,851.50 312.00 7.5% 73.50 1.8% 92% True False 1,716
20 4,163.50 3,741.75 421.75 10.2% 76.75 1.9% 94% True False 2,469
40 4,200.75 3,654.50 546.25 13.2% 88.00 2.1% 88% False False 2,125
60 4,316.25 3,654.50 661.75 16.0% 96.00 2.3% 73% False False 1,637
80 4,543.75 3,654.50 889.25 21.5% 95.75 2.3% 54% False False 1,301
100 4,646.25 3,654.50 991.75 24.0% 89.00 2.2% 49% False False 1,060
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,371.75
2.618 4,291.75
1.618 4,242.75
1.000 4,212.50
0.618 4,193.75
HIGH 4,163.50
0.618 4,144.75
0.500 4,139.00
0.382 4,133.25
LOW 4,114.50
0.618 4,084.25
1.000 4,065.50
1.618 4,035.25
2.618 3,986.25
4.250 3,906.25
Fisher Pivots for day following 01-Aug-2022
Pivot 1 day 3 day
R1 4,139.00 4,120.75
PP 4,138.50 4,104.00
S1 4,138.00 4,087.25

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

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