E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 07-Oct-2022
Day Change Summary
Previous Current
06-Oct-2022 07-Oct-2022 Change Change % Previous Week
Open 3,795.75 3,745.75 -50.00 -1.3% 3,593.25
High 3,819.50 3,772.00 -47.50 -1.2% 3,820.00
Low 3,750.00 3,632.50 -117.50 -3.1% 3,571.75
Close 3,756.75 3,653.25 -103.50 -2.8% 3,653.25
Range 69.50 139.50 70.00 100.7% 248.25
ATR 95.85 98.96 3.12 3.3% 0.00
Volume 2,157,569 2,238,683 81,114 3.8% 11,182,462
Daily Pivots for day following 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 4,104.50 4,018.25 3,730.00
R3 3,965.00 3,878.75 3,691.50
R2 3,825.50 3,825.50 3,678.75
R1 3,739.25 3,739.25 3,666.00 3,712.50
PP 3,686.00 3,686.00 3,686.00 3,672.50
S1 3,599.75 3,599.75 3,640.50 3,573.00
S2 3,546.50 3,546.50 3,627.75
S3 3,407.00 3,460.25 3,615.00
S4 3,267.50 3,320.75 3,576.50
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 4,426.50 4,288.00 3,789.75
R3 4,178.25 4,039.75 3,721.50
R2 3,930.00 3,930.00 3,698.75
R1 3,791.50 3,791.50 3,676.00 3,860.75
PP 3,681.75 3,681.75 3,681.75 3,716.25
S1 3,543.25 3,543.25 3,630.50 3,612.50
S2 3,433.50 3,433.50 3,607.75
S3 3,185.25 3,295.00 3,585.00
S4 2,937.00 3,046.75 3,516.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,820.00 3,571.75 248.25 6.8% 111.50 3.1% 33% False False 2,236,492
10 3,820.00 3,571.75 248.25 6.8% 108.00 3.0% 33% False False 2,566,268
20 4,175.00 3,571.75 603.25 16.5% 102.50 2.8% 14% False False 2,574,396
40 4,345.75 3,571.75 774.00 21.2% 88.50 2.4% 11% False False 1,342,961
60 4,345.75 3,571.75 774.00 21.2% 82.50 2.3% 11% False False 896,361
80 4,345.75 3,571.75 774.00 21.2% 84.75 2.3% 11% False False 673,014
100 4,345.75 3,571.75 774.00 21.2% 88.75 2.4% 11% False False 538,538
120 4,525.75 3,571.75 954.00 26.1% 93.25 2.5% 9% False False 448,866
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 25.73
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,365.00
2.618 4,137.25
1.618 3,997.75
1.000 3,911.50
0.618 3,858.25
HIGH 3,772.00
0.618 3,718.75
0.500 3,702.25
0.382 3,685.75
LOW 3,632.50
0.618 3,546.25
1.000 3,493.00
1.618 3,406.75
2.618 3,267.25
4.250 3,039.50
Fisher Pivots for day following 07-Oct-2022
Pivot 1 day 3 day
R1 3,702.25 3,726.25
PP 3,686.00 3,702.00
S1 3,669.50 3,677.50

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

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