E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 15-Aug-2022
Day Change Summary
Previous Current
12-Aug-2022 15-Aug-2022 Change Change % Previous Week
Open 4,232.25 4,297.75 65.50 1.5% 4,160.00
High 4,301.25 4,322.50 21.25 0.5% 4,301.25
Low 4,225.00 4,267.50 42.50 1.0% 4,131.00
Close 4,299.25 4,316.75 17.50 0.4% 4,299.25
Range 76.25 55.00 -21.25 -27.9% 170.25
ATR 74.05 72.69 -1.36 -1.8% 0.00
Volume 5,096 5,456 360 7.1% 36,198
Daily Pivots for day following 15-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,467.25 4,447.00 4,347.00
R3 4,412.25 4,392.00 4,332.00
R2 4,357.25 4,357.25 4,326.75
R1 4,337.00 4,337.00 4,321.75 4,347.00
PP 4,302.25 4,302.25 4,302.25 4,307.25
S1 4,282.00 4,282.00 4,311.75 4,292.00
S2 4,247.25 4,247.25 4,306.75
S3 4,192.25 4,227.00 4,301.50
S4 4,137.25 4,172.00 4,286.50
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,754.50 4,697.25 4,393.00
R3 4,584.25 4,527.00 4,346.00
R2 4,414.00 4,414.00 4,330.50
R1 4,356.75 4,356.75 4,314.75 4,385.50
PP 4,243.75 4,243.75 4,243.75 4,258.25
S1 4,186.50 4,186.50 4,283.75 4,215.00
S2 4,073.50 4,073.50 4,268.00
S3 3,903.25 4,016.25 4,252.50
S4 3,733.00 3,846.00 4,205.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,322.50 4,131.00 191.50 4.4% 65.75 1.5% 97% True False 7,627
10 4,322.50 4,097.75 224.75 5.2% 63.00 1.5% 97% True False 5,270
20 4,322.50 3,851.50 471.00 10.9% 68.25 1.6% 99% True False 3,493
40 4,322.50 3,654.50 668.00 15.5% 76.75 1.8% 99% True False 3,256
60 4,322.50 3,654.50 668.00 15.5% 86.25 2.0% 99% True False 2,377
80 4,525.75 3,654.50 871.25 20.2% 95.25 2.2% 76% False False 1,944
100 4,646.25 3,654.50 991.75 23.0% 88.75 2.1% 67% False False 1,579
120 4,646.25 3,654.50 991.75 23.0% 82.50 1.9% 67% False False 1,329
Crabel Price Patterns
NR True
NR4 True
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 13.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,556.25
2.618 4,466.50
1.618 4,411.50
1.000 4,377.50
0.618 4,356.50
HIGH 4,322.50
0.618 4,301.50
0.500 4,295.00
0.382 4,288.50
LOW 4,267.50
0.618 4,233.50
1.000 4,212.50
1.618 4,178.50
2.618 4,123.50
4.250 4,033.75
Fisher Pivots for day following 15-Aug-2022
Pivot 1 day 3 day
R1 4,309.50 4,301.75
PP 4,302.25 4,286.75
S1 4,295.00 4,271.75

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

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