E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 08-Aug-2022
Day Change Summary
Previous Current
05-Aug-2022 08-Aug-2022 Change Change % Previous Week
Open 4,171.75 4,160.00 -11.75 -0.3% 4,151.00
High 4,183.25 4,206.25 23.00 0.5% 4,190.00
Low 4,122.00 4,148.25 26.25 0.6% 4,097.75
Close 4,165.25 4,160.00 -5.25 -0.1% 4,165.25
Range 61.25 58.00 -3.25 -5.3% 92.25
ATR 77.12 75.76 -1.37 -1.8% 0.00
Volume 3,181 3,516 335 10.5% 12,546
Daily Pivots for day following 08-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,345.50 4,310.75 4,192.00
R3 4,287.50 4,252.75 4,176.00
R2 4,229.50 4,229.50 4,170.75
R1 4,194.75 4,194.75 4,165.25 4,189.00
PP 4,171.50 4,171.50 4,171.50 4,168.50
S1 4,136.75 4,136.75 4,154.75 4,131.00
S2 4,113.50 4,113.50 4,149.25
S3 4,055.50 4,078.75 4,144.00
S4 3,997.50 4,020.75 4,128.00
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,427.75 4,388.75 4,216.00
R3 4,335.50 4,296.50 4,190.50
R2 4,243.25 4,243.25 4,182.25
R1 4,204.25 4,204.25 4,173.75 4,223.75
PP 4,151.00 4,151.00 4,151.00 4,160.75
S1 4,112.00 4,112.00 4,156.75 4,131.50
S2 4,058.75 4,058.75 4,148.25
S3 3,966.50 4,019.75 4,140.00
S4 3,874.25 3,927.50 4,114.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,206.25 4,097.75 108.50 2.6% 60.25 1.5% 57% True False 2,913
10 4,206.25 3,929.75 276.50 6.6% 67.75 1.6% 83% True False 2,326
20 4,206.25 3,741.75 464.50 11.2% 73.75 1.8% 90% True False 2,387
40 4,206.25 3,654.50 551.75 13.3% 85.50 2.1% 92% True False 2,469
60 4,214.00 3,654.50 559.50 13.4% 90.25 2.2% 90% False False 1,827
80 4,525.75 3,654.50 871.25 20.9% 95.25 2.3% 58% False False 1,475
100 4,646.25 3,654.50 991.75 23.8% 89.50 2.2% 51% False False 1,204
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 13.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,452.75
2.618 4,358.00
1.618 4,300.00
1.000 4,264.25
0.618 4,242.00
HIGH 4,206.25
0.618 4,184.00
0.500 4,177.25
0.382 4,170.50
LOW 4,148.25
0.618 4,112.50
1.000 4,090.25
1.618 4,054.50
2.618 3,996.50
4.250 3,901.75
Fisher Pivots for day following 08-Aug-2022
Pivot 1 day 3 day
R1 4,177.25 4,164.00
PP 4,171.50 4,162.75
S1 4,165.75 4,161.50

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

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