E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 10-Aug-2022
Day Change Summary
Previous Current
09-Aug-2022 10-Aug-2022 Change Change % Previous Week
Open 4,167.75 4,146.75 -21.00 -0.5% 4,151.00
High 4,173.00 4,231.00 58.00 1.4% 4,190.00
Low 4,131.00 4,132.00 1.00 0.0% 4,097.75
Close 4,142.50 4,227.75 85.25 2.1% 4,165.25
Range 42.00 99.00 57.00 135.7% 92.25
ATR 73.35 75.18 1.83 2.5% 0.00
Volume 6,752 11,798 5,046 74.7% 12,546
Daily Pivots for day following 10-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,494.00 4,459.75 4,282.25
R3 4,395.00 4,360.75 4,255.00
R2 4,296.00 4,296.00 4,246.00
R1 4,261.75 4,261.75 4,236.75 4,279.00
PP 4,197.00 4,197.00 4,197.00 4,205.50
S1 4,162.75 4,162.75 4,218.75 4,180.00
S2 4,098.00 4,098.00 4,209.50
S3 3,999.00 4,063.75 4,200.50
S4 3,900.00 3,964.75 4,173.25
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 4,231.00 4,122.00 109.00 2.6% 59.25 1.4% 97% True False 5,485
10 4,231.00 4,011.00 220.00 5.2% 67.00 1.6% 99% True False 3,838
20 4,231.00 3,741.75 489.25 11.6% 71.75 1.7% 99% True False 2,918
40 4,231.00 3,654.50 576.50 13.6% 82.00 1.9% 99% True False 2,875
60 4,231.00 3,654.50 576.50 13.6% 88.75 2.1% 99% True False 2,107
80 4,525.75 3,654.50 871.25 20.6% 95.25 2.3% 66% False False 1,706
100 4,646.25 3,654.50 991.75 23.5% 89.00 2.1% 58% False False 1,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.90
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,651.75
2.618 4,490.25
1.618 4,391.25
1.000 4,330.00
0.618 4,292.25
HIGH 4,231.00
0.618 4,193.25
0.500 4,181.50
0.382 4,169.75
LOW 4,132.00
0.618 4,070.75
1.000 4,033.00
1.618 3,971.75
2.618 3,872.75
4.250 3,711.25
Fisher Pivots for day following 10-Aug-2022
Pivot 1 day 3 day
R1 4,212.25 4,212.25
PP 4,197.00 4,196.50
S1 4,181.50 4,181.00

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

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