E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 23-Nov-2022
Day Change Summary
Previous Current
22-Nov-2022 23-Nov-2022 Change Change % Previous Week
Open 3,957.75 4,010.00 52.25 1.3% 3,984.00
High 4,012.50 4,039.50 27.00 0.7% 4,050.75
Low 3,945.25 4,002.00 56.75 1.4% 3,912.50
Close 4,010.25 4,033.00 22.75 0.6% 3,974.00
Range 67.25 37.50 -29.75 -44.2% 138.25
ATR 85.66 82.22 -3.44 -4.0% 0.00
Volume 1,161,999 1,281,153 119,154 10.3% 8,420,622
Daily Pivots for day following 23-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,137.25 4,122.75 4,053.50
R3 4,099.75 4,085.25 4,043.25
R2 4,062.25 4,062.25 4,040.00
R1 4,047.75 4,047.75 4,036.50 4,055.00
PP 4,024.75 4,024.75 4,024.75 4,028.50
S1 4,010.25 4,010.25 4,029.50 4,017.50
S2 3,987.25 3,987.25 4,026.00
S3 3,949.75 3,972.75 4,022.75
S4 3,912.25 3,935.25 4,012.50
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,393.75 4,322.25 4,050.00
R3 4,255.50 4,184.00 4,012.00
R2 4,117.25 4,117.25 3,999.25
R1 4,045.75 4,045.75 3,986.75 4,012.50
PP 3,979.00 3,979.00 3,979.00 3,962.50
S1 3,907.50 3,907.50 3,961.25 3,874.00
S2 3,840.75 3,840.75 3,948.75
S3 3,702.50 3,769.25 3,936.00
S4 3,564.25 3,631.00 3,898.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,039.50 3,912.50 127.00 3.1% 55.75 1.4% 95% True False 1,343,307
10 4,050.75 3,751.50 299.25 7.4% 75.75 1.9% 94% False False 1,637,736
20 4,050.75 3,704.25 346.50 8.6% 85.50 2.1% 95% False False 1,820,758
40 4,050.75 3,502.00 548.75 13.6% 94.00 2.3% 97% False False 2,100,543
60 4,175.00 3,502.00 673.00 16.7% 93.50 2.3% 79% False False 2,010,280
80 4,345.75 3,502.00 843.75 20.9% 87.00 2.2% 63% False False 1,509,506
100 4,345.75 3,502.00 843.75 20.9% 84.50 2.1% 63% False False 1,208,075
120 4,345.75 3,502.00 843.75 20.9% 87.25 2.2% 63% False False 1,007,066
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 14.70
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 4,199.00
2.618 4,137.75
1.618 4,100.25
1.000 4,077.00
0.618 4,062.75
HIGH 4,039.50
0.618 4,025.25
0.500 4,020.75
0.382 4,016.25
LOW 4,002.00
0.618 3,978.75
1.000 3,964.50
1.618 3,941.25
2.618 3,903.75
4.250 3,842.50
Fisher Pivots for day following 23-Nov-2022
Pivot 1 day 3 day
R1 4,029.00 4,018.25
PP 4,024.75 4,003.25
S1 4,020.75 3,988.50

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

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