E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 07-Sep-2022
Day Change Summary
Previous Current
06-Sep-2022 07-Sep-2022 Change Change % Previous Week
Open 3,947.25 3,924.00 -23.25 -0.6% 4,045.00
High 3,978.50 4,005.25 26.75 0.7% 4,089.50
Low 3,902.50 3,900.00 -2.50 -0.1% 3,920.00
Close 3,926.75 3,996.75 70.00 1.8% 3,940.50
Range 76.00 105.25 29.25 38.5% 169.50
ATR 76.71 78.75 2.04 2.7% 0.00
Volume 56,135 88,602 32,467 57.8% 90,289
Daily Pivots for day following 07-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,283.00 4,245.25 4,054.75
R3 4,177.75 4,140.00 4,025.75
R2 4,072.50 4,072.50 4,016.00
R1 4,034.75 4,034.75 4,006.50 4,053.50
PP 3,967.25 3,967.25 3,967.25 3,976.75
S1 3,929.50 3,929.50 3,987.00 3,948.50
S2 3,862.00 3,862.00 3,977.50
S3 3,756.75 3,824.25 3,967.75
S4 3,651.50 3,719.00 3,938.75
Weekly Pivots for week ending 02-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,491.75 4,385.75 4,033.75
R3 4,322.25 4,216.25 3,987.00
R2 4,152.75 4,152.75 3,971.50
R1 4,046.75 4,046.75 3,956.00 4,015.00
PP 3,983.25 3,983.25 3,983.25 3,967.50
S1 3,877.25 3,877.25 3,925.00 3,845.50
S2 3,813.75 3,813.75 3,909.50
S3 3,644.25 3,707.75 3,894.00
S4 3,474.75 3,538.25 3,847.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,035.75 3,900.00 135.75 3.4% 85.50 2.1% 71% False True 40,971
10 4,234.25 3,900.00 334.25 8.4% 87.25 2.2% 29% False True 26,277
20 4,345.75 3,900.00 445.75 11.2% 75.25 1.9% 22% False True 16,490
40 4,345.75 3,741.75 604.00 15.1% 73.75 1.8% 42% False False 9,575
60 4,345.75 3,654.50 691.25 17.3% 80.50 2.0% 50% False False 7,237
80 4,345.75 3,654.50 691.25 17.3% 85.75 2.1% 50% False False 5,567
100 4,525.75 3,654.50 871.25 21.8% 91.00 2.3% 39% False False 4,546
120 4,646.25 3,654.50 991.75 24.8% 86.50 2.2% 35% False False 3,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,452.50
2.618 4,280.75
1.618 4,175.50
1.000 4,110.50
0.618 4,070.25
HIGH 4,005.25
0.618 3,965.00
0.500 3,952.50
0.382 3,940.25
LOW 3,900.00
0.618 3,835.00
1.000 3,794.75
1.618 3,729.75
2.618 3,624.50
4.250 3,452.75
Fisher Pivots for day following 07-Sep-2022
Pivot 1 day 3 day
R1 3,982.00 3,987.00
PP 3,967.25 3,977.50
S1 3,952.50 3,968.00

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

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