E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 13-Sep-2022
Day Change Summary
Previous Current
12-Sep-2022 13-Sep-2022 Change Change % Previous Week
Open 4,096.00 4,137.50 41.50 1.0% 3,947.25
High 4,137.75 4,175.00 37.25 0.9% 4,095.00
Low 4,080.25 3,938.50 -141.75 -3.5% 3,900.00
Close 4,130.00 3,950.25 -179.75 -4.4% 4,085.50
Range 57.50 236.50 179.00 311.3% 195.00
ATR 76.20 87.65 11.45 15.0% 0.00
Volume 2,528,311 3,207,923 679,612 26.9% 2,066,291
Daily Pivots for day following 13-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,730.75 4,577.00 4,080.25
R3 4,494.25 4,340.50 4,015.25
R2 4,257.75 4,257.75 3,993.50
R1 4,104.00 4,104.00 3,972.00 4,062.50
PP 4,021.25 4,021.25 4,021.25 4,000.50
S1 3,867.50 3,867.50 3,928.50 3,826.00
S2 3,784.75 3,784.75 3,907.00
S3 3,548.25 3,631.00 3,885.25
S4 3,311.75 3,394.50 3,820.25
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,611.75 4,543.75 4,192.75
R3 4,416.75 4,348.75 4,139.00
R2 4,221.75 4,221.75 4,121.25
R1 4,153.75 4,153.75 4,103.50 4,187.75
PP 4,026.75 4,026.75 4,026.75 4,044.00
S1 3,958.75 3,958.75 4,067.50 3,992.75
S2 3,831.75 3,831.75 4,049.75
S3 3,636.75 3,763.75 4,032.00
S4 3,441.75 3,568.75 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 4,175.00 3,900.00 275.00 7.0% 108.00 2.7% 18% True False 1,549,278
10 4,175.00 3,900.00 275.00 7.0% 97.00 2.5% 18% True False 787,876
20 4,345.75 3,900.00 445.75 11.3% 82.50 2.1% 11% False False 397,810
40 4,345.75 3,851.50 494.25 12.5% 75.50 1.9% 20% False False 200,651
60 4,345.75 3,654.50 691.25 17.5% 78.75 2.0% 43% False False 134,774
80 4,345.75 3,654.50 691.25 17.5% 85.50 2.2% 43% False False 101,235
100 4,525.75 3,654.50 871.25 22.1% 92.75 2.3% 34% False False 81,117
120 4,646.25 3,654.50 991.75 25.1% 87.75 2.2% 30% False False 67,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.45
Widest range in 141 trading days
Fibonacci Retracements and Extensions
4.250 5,180.00
2.618 4,794.25
1.618 4,557.75
1.000 4,411.50
0.618 4,321.25
HIGH 4,175.00
0.618 4,084.75
0.500 4,056.75
0.382 4,028.75
LOW 3,938.50
0.618 3,792.25
1.000 3,702.00
1.618 3,555.75
2.618 3,319.25
4.250 2,933.50
Fisher Pivots for day following 13-Sep-2022
Pivot 1 day 3 day
R1 4,056.75 4,056.75
PP 4,021.25 4,021.25
S1 3,985.75 3,985.75

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

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