E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 08-Sep-2022
Day Change Summary
Previous Current
07-Sep-2022 08-Sep-2022 Change Change % Previous Week
Open 3,924.00 3,996.50 72.50 1.8% 4,045.00
High 4,005.25 4,028.00 22.75 0.6% 4,089.50
Low 3,900.00 3,959.50 59.50 1.5% 3,920.00
Close 3,996.75 4,022.25 25.50 0.6% 3,940.50
Range 105.25 68.50 -36.75 -34.9% 169.50
ATR 78.75 78.01 -0.73 -0.9% 0.00
Volume 88,602 416,844 328,242 370.5% 90,289
Daily Pivots for day following 08-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,208.75 4,184.00 4,060.00
R3 4,140.25 4,115.50 4,041.00
R2 4,071.75 4,071.75 4,034.75
R1 4,047.00 4,047.00 4,028.50 4,059.50
PP 4,003.25 4,003.25 4,003.25 4,009.50
S1 3,978.50 3,978.50 4,016.00 3,991.00
S2 3,934.75 3,934.75 4,009.75
S3 3,866.25 3,910.00 4,003.50
S4 3,797.75 3,841.50 3,984.50
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% 86.00 2.1% 90% False False 120,300
10 4,234.25 3,900.00 334.25 8.3% 89.50 2.2% 37% False False 67,174
20 4,345.75 3,900.00 445.75 11.1% 73.75 1.8% 27% False False 36,742
40 4,345.75 3,741.75 604.00 15.0% 72.75 1.8% 46% False False 19,830
60 4,345.75 3,654.50 691.25 17.2% 79.25 2.0% 53% False False 14,164
80 4,345.75 3,654.50 691.25 17.2% 85.00 2.1% 53% False False 10,766
100 4,525.75 3,654.50 871.25 21.7% 91.00 2.3% 42% False False 8,713
120 4,646.25 3,654.50 991.75 24.7% 86.50 2.2% 37% False False 7,281
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 26.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,319.00
2.618 4,207.25
1.618 4,138.75
1.000 4,096.50
0.618 4,070.25
HIGH 4,028.00
0.618 4,001.75
0.500 3,993.75
0.382 3,985.75
LOW 3,959.50
0.618 3,917.25
1.000 3,891.00
1.618 3,848.75
2.618 3,780.25
4.250 3,668.50
Fisher Pivots for day following 08-Sep-2022
Pivot 1 day 3 day
R1 4,012.75 4,002.75
PP 4,003.25 3,983.50
S1 3,993.75 3,964.00

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

View Archives - Comment on this page... - Back to Index of Symbols