E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 16-Aug-2022
Day Change Summary
Previous Current
15-Aug-2022 16-Aug-2022 Change Change % Previous Week
Open 4,297.75 4,311.75 14.00 0.3% 4,160.00
High 4,322.50 4,345.75 23.25 0.5% 4,301.25
Low 4,267.50 4,296.25 28.75 0.7% 4,131.00
Close 4,316.75 4,326.25 9.50 0.2% 4,299.25
Range 55.00 49.50 -5.50 -10.0% 170.25
ATR 72.69 71.03 -1.66 -2.3% 0.00
Volume 5,456 4,062 -1,394 -25.5% 36,198
Daily Pivots for day following 16-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,471.25 4,448.25 4,353.50
R3 4,421.75 4,398.75 4,339.75
R2 4,372.25 4,372.25 4,335.25
R1 4,349.25 4,349.25 4,330.75 4,360.75
PP 4,322.75 4,322.75 4,322.75 4,328.50
S1 4,299.75 4,299.75 4,321.75 4,311.25
S2 4,273.25 4,273.25 4,317.25
S3 4,223.75 4,250.25 4,312.75
S4 4,174.25 4,200.75 4,299.00
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 4,345.75 4,132.00 213.75 4.9% 67.25 1.6% 91% True False 7,089
10 4,345.75 4,102.00 243.75 5.6% 62.00 1.4% 92% True False 5,421
20 4,345.75 3,929.75 416.00 9.6% 65.00 1.5% 95% True False 3,598
40 4,345.75 3,677.50 668.25 15.4% 76.00 1.8% 97% True False 3,302
60 4,345.75 3,654.50 691.25 16.0% 85.75 2.0% 97% True False 2,439
80 4,411.50 3,654.50 757.00 17.5% 94.25 2.2% 89% False False 1,991
100 4,646.25 3,654.50 991.75 22.9% 88.50 2.0% 68% False False 1,619
120 4,646.25 3,654.50 991.75 22.9% 83.00 1.9% 68% False False 1,363
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.63
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,556.00
2.618 4,475.25
1.618 4,425.75
1.000 4,395.25
0.618 4,376.25
HIGH 4,345.75
0.618 4,326.75
0.500 4,321.00
0.382 4,315.25
LOW 4,296.25
0.618 4,265.75
1.000 4,246.75
1.618 4,216.25
2.618 4,166.75
4.250 4,086.00
Fisher Pivots for day following 16-Aug-2022
Pivot 1 day 3 day
R1 4,324.50 4,312.50
PP 4,322.75 4,299.00
S1 4,321.00 4,285.50

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

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