E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 31-Aug-2022
Day Change Summary
Previous Current
30-Aug-2022 31-Aug-2022 Change Change % Previous Week
Open 4,053.00 4,002.75 -50.25 -1.2% 4,236.00
High 4,089.50 4,035.00 -54.50 -1.3% 4,239.00
Low 3,981.75 3,970.00 -11.75 -0.3% 4,060.00
Close 4,004.50 3,973.25 -31.25 -0.8% 4,076.75
Range 107.75 65.00 -42.75 -39.7% 179.00
ATR 75.18 74.45 -0.73 -1.0% 0.00
Volume 16,114 20,202 4,088 25.4% 39,823
Daily Pivots for day following 31-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,187.75 4,145.50 4,009.00
R3 4,122.75 4,080.50 3,991.00
R2 4,057.75 4,057.75 3,985.25
R1 4,015.50 4,015.50 3,979.25 4,004.00
PP 3,992.75 3,992.75 3,992.75 3,987.00
S1 3,950.50 3,950.50 3,967.25 3,939.00
S2 3,927.75 3,927.75 3,961.25
S3 3,862.75 3,885.50 3,955.50
S4 3,797.75 3,820.50 3,937.50
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,662.25 4,548.50 4,175.25
R3 4,483.25 4,369.50 4,126.00
R2 4,304.25 4,304.25 4,109.50
R1 4,190.50 4,190.50 4,093.25 4,158.00
PP 4,125.25 4,125.25 4,125.25 4,109.00
S1 4,011.50 4,011.50 4,060.25 3,979.00
S2 3,946.25 3,946.25 4,044.00
S3 3,767.25 3,832.50 4,027.50
S4 3,588.25 3,653.50 3,978.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,234.25 3,970.00 264.25 6.7% 92.75 2.3% 1% False True 14,048
10 4,313.50 3,970.00 343.50 8.6% 74.50 1.9% 1% False True 10,205
20 4,345.75 3,970.00 375.75 9.5% 67.00 1.7% 1% False True 8,039
40 4,345.75 3,741.75 604.00 15.2% 71.00 1.8% 38% False False 5,164
60 4,345.75 3,654.50 691.25 17.4% 81.00 2.0% 46% False False 4,187
80 4,345.75 3,654.50 691.25 17.4% 87.00 2.2% 46% False False 3,293
100 4,531.50 3,654.50 877.00 22.1% 90.00 2.3% 36% False False 2,700
120 4,646.25 3,654.50 991.75 25.0% 86.25 2.2% 32% False False 2,270
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 17.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,311.25
2.618 4,205.25
1.618 4,140.25
1.000 4,100.00
0.618 4,075.25
HIGH 4,035.00
0.618 4,010.25
0.500 4,002.50
0.382 3,994.75
LOW 3,970.00
0.618 3,929.75
1.000 3,905.00
1.618 3,864.75
2.618 3,799.75
4.250 3,693.75
Fisher Pivots for day following 31-Aug-2022
Pivot 1 day 3 day
R1 4,002.50 4,029.75
PP 3,992.75 4,011.00
S1 3,983.00 3,992.00

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

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