E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 28-Sep-2022
Day Change Summary
Previous Current
27-Sep-2022 28-Sep-2022 Change Change % Previous Week
Open 3,668.00 3,668.50 0.50 0.0% 3,889.50
High 3,733.00 3,751.25 18.25 0.5% 3,936.25
Low 3,635.25 3,613.00 -22.25 -0.6% 3,660.25
Close 3,661.00 3,732.00 71.00 1.9% 3,709.00
Range 97.75 138.25 40.50 41.4% 276.00
ATR 88.10 91.68 3.58 4.1% 0.00
Volume 2,963,065 2,780,935 -182,130 -6.1% 12,389,474
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,113.50 4,061.00 3,808.00
R3 3,975.25 3,922.75 3,770.00
R2 3,837.00 3,837.00 3,757.25
R1 3,784.50 3,784.50 3,744.75 3,810.75
PP 3,698.75 3,698.75 3,698.75 3,712.00
S1 3,646.25 3,646.25 3,719.25 3,672.50
S2 3,560.50 3,560.50 3,706.75
S3 3,422.25 3,508.00 3,694.00
S4 3,284.00 3,369.75 3,656.00
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,596.50 4,428.75 3,860.75
R3 4,320.50 4,152.75 3,785.00
R2 4,044.50 4,044.50 3,759.50
R1 3,876.75 3,876.75 3,734.25 3,822.50
PP 3,768.50 3,768.50 3,768.50 3,741.50
S1 3,600.75 3,600.75 3,683.75 3,546.50
S2 3,492.50 3,492.50 3,658.50
S3 3,216.50 3,324.75 3,633.00
S4 2,940.50 3,048.75 3,557.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,833.00 3,613.00 220.00 5.9% 100.25 2.7% 54% False True 2,827,057
10 3,977.50 3,613.00 364.50 9.8% 93.25 2.5% 33% False True 2,623,744
20 4,175.00 3,613.00 562.00 15.1% 92.25 2.5% 21% False True 1,829,753
40 4,345.75 3,613.00 732.75 19.6% 80.25 2.1% 16% False True 918,469
60 4,345.75 3,613.00 732.75 19.6% 78.25 2.1% 16% False True 613,096
80 4,345.75 3,613.00 732.75 19.6% 83.75 2.2% 16% False True 460,327
100 4,345.75 3,613.00 732.75 19.6% 88.25 2.4% 16% False True 368,387
120 4,531.50 3,613.00 918.50 24.6% 90.50 2.4% 13% False True 307,042
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 25.38
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,338.75
2.618 4,113.25
1.618 3,975.00
1.000 3,889.50
0.618 3,836.75
HIGH 3,751.25
0.618 3,698.50
0.500 3,682.00
0.382 3,665.75
LOW 3,613.00
0.618 3,527.50
1.000 3,474.75
1.618 3,389.25
2.618 3,251.00
4.250 3,025.50
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 3,715.50 3,715.50
PP 3,698.75 3,698.75
S1 3,682.00 3,682.00

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

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