E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 29-Sep-2022
Day Change Summary
Previous Current
28-Sep-2022 29-Sep-2022 Change Change % Previous Week
Open 3,668.50 3,730.25 61.75 1.7% 3,889.50
High 3,751.25 3,736.00 -15.25 -0.4% 3,936.25
Low 3,613.00 3,622.00 9.00 0.2% 3,660.25
Close 3,732.00 3,654.25 -77.75 -2.1% 3,709.00
Range 138.25 114.00 -24.25 -17.5% 276.00
ATR 91.68 93.28 1.59 1.7% 0.00
Volume 2,780,935 2,860,631 79,696 2.9% 12,389,474
Daily Pivots for day following 29-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,012.75 3,947.50 3,717.00
R3 3,898.75 3,833.50 3,685.50
R2 3,784.75 3,784.75 3,675.25
R1 3,719.50 3,719.50 3,664.75 3,695.00
PP 3,670.75 3,670.75 3,670.75 3,658.50
S1 3,605.50 3,605.50 3,643.75 3,581.00
S2 3,556.75 3,556.75 3,633.25
S3 3,442.75 3,491.50 3,623.00
S4 3,328.75 3,377.50 3,591.50
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 3,783.25 3,613.00 170.25 4.7% 109.25 3.0% 24% False False 2,883,521
10 3,936.25 3,613.00 323.25 8.8% 97.50 2.7% 13% False False 2,658,215
20 4,175.00 3,613.00 562.00 15.4% 94.75 2.6% 7% False False 1,971,774
40 4,345.75 3,613.00 732.75 20.1% 81.00 2.2% 6% False False 989,906
60 4,345.75 3,613.00 732.75 20.1% 79.00 2.2% 6% False False 660,701
80 4,345.75 3,613.00 732.75 20.1% 84.50 2.3% 6% False False 496,084
100 4,345.75 3,613.00 732.75 20.1% 88.50 2.4% 6% False False 396,989
120 4,531.50 3,613.00 918.50 25.1% 90.75 2.5% 4% False False 330,879
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,220.50
2.618 4,034.50
1.618 3,920.50
1.000 3,850.00
0.618 3,806.50
HIGH 3,736.00
0.618 3,692.50
0.500 3,679.00
0.382 3,665.50
LOW 3,622.00
0.618 3,551.50
1.000 3,508.00
1.618 3,437.50
2.618 3,323.50
4.250 3,137.50
Fisher Pivots for day following 29-Sep-2022
Pivot 1 day 3 day
R1 3,679.00 3,682.00
PP 3,670.75 3,672.75
S1 3,662.50 3,663.50

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

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