E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 25-Nov-2022
Day Change Summary
Previous Current
23-Nov-2022 25-Nov-2022 Change Change % Previous Week
Open 4,010.00 4,038.75 28.75 0.7% 3,972.50
High 4,039.50 4,049.25 9.75 0.2% 4,049.25
Low 4,002.00 4,024.75 22.75 0.6% 3,937.50
Close 4,033.00 4,032.50 -0.50 0.0% 4,032.50
Range 37.50 24.50 -13.00 -34.7% 111.75
ATR 82.22 78.09 -4.12 -5.0% 0.00
Volume 1,281,153 608,795 -672,358 -52.5% 4,230,368
Daily Pivots for day following 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,109.00 4,095.25 4,046.00
R3 4,084.50 4,070.75 4,039.25
R2 4,060.00 4,060.00 4,037.00
R1 4,046.25 4,046.25 4,034.75 4,041.00
PP 4,035.50 4,035.50 4,035.50 4,032.75
S1 4,021.75 4,021.75 4,030.25 4,016.50
S2 4,011.00 4,011.00 4,028.00
S3 3,986.50 3,997.25 4,025.75
S4 3,962.00 3,972.75 4,019.00
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,341.75 4,298.75 4,094.00
R3 4,230.00 4,187.00 4,063.25
R2 4,118.25 4,118.25 4,053.00
R1 4,075.25 4,075.25 4,042.75 4,096.75
PP 4,006.50 4,006.50 4,006.50 4,017.00
S1 3,963.50 3,963.50 4,022.25 3,985.00
S2 3,894.75 3,894.75 4,012.00
S3 3,783.00 3,851.75 4,001.75
S4 3,671.25 3,740.00 3,971.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,049.25 3,937.50 111.75 2.8% 45.00 1.1% 85% True False 1,152,904
10 4,050.75 3,912.50 138.25 3.4% 56.00 1.4% 87% False False 1,457,805
20 4,050.75 3,704.25 346.50 8.6% 81.25 2.0% 95% False False 1,740,609
40 4,050.75 3,502.00 548.75 13.6% 91.75 2.3% 97% False False 2,044,247
60 4,175.00 3,502.00 673.00 16.7% 92.75 2.3% 79% False False 2,020,090
80 4,345.75 3,502.00 843.75 20.9% 86.25 2.1% 63% False False 1,517,077
100 4,345.75 3,502.00 843.75 20.9% 84.00 2.1% 63% False False 1,214,120
120 4,345.75 3,502.00 843.75 20.9% 87.00 2.2% 63% False False 1,012,139
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 15.20
Narrowest range in 181 trading days
Fibonacci Retracements and Extensions
4.250 4,153.50
2.618 4,113.50
1.618 4,089.00
1.000 4,073.75
0.618 4,064.50
HIGH 4,049.25
0.618 4,040.00
0.500 4,037.00
0.382 4,034.00
LOW 4,024.75
0.618 4,009.50
1.000 4,000.25
1.618 3,985.00
2.618 3,960.50
4.250 3,920.50
Fisher Pivots for day following 25-Nov-2022
Pivot 1 day 3 day
R1 4,037.00 4,020.75
PP 4,035.50 4,009.00
S1 4,034.00 3,997.25

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

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