E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 29-Nov-2022
Day Change Summary
Previous Current
28-Nov-2022 29-Nov-2022 Change Change % Previous Week
Open 4,020.25 3,972.00 -48.25 -1.2% 3,972.50
High 4,024.00 3,990.25 -33.75 -0.8% 4,049.25
Low 3,960.25 3,941.25 -19.00 -0.5% 3,937.50
Close 3,970.25 3,962.00 -8.25 -0.2% 4,032.50
Range 63.75 49.00 -14.75 -23.1% 111.75
ATR 77.68 75.63 -2.05 -2.6% 0.00
Volume 1,481,503 1,500,171 18,668 1.3% 4,230,368
Daily Pivots for day following 29-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,111.50 4,085.75 3,989.00
R3 4,062.50 4,036.75 3,975.50
R2 4,013.50 4,013.50 3,971.00
R1 3,987.75 3,987.75 3,966.50 3,976.00
PP 3,964.50 3,964.50 3,964.50 3,958.75
S1 3,938.75 3,938.75 3,957.50 3,927.00
S2 3,915.50 3,915.50 3,953.00
S3 3,866.50 3,889.75 3,948.50
S4 3,817.50 3,840.75 3,935.00
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 3,941.25 108.00 2.7% 48.50 1.2% 19% False True 1,206,724
10 4,050.75 3,912.50 138.25 3.5% 56.00 1.4% 36% False False 1,404,004
20 4,050.75 3,704.25 346.50 8.7% 77.25 2.0% 74% False False 1,685,342
40 4,050.75 3,502.00 548.75 13.9% 88.50 2.2% 84% False False 1,986,497
60 4,175.00 3,502.00 673.00 17.0% 91.50 2.3% 68% False False 2,069,119
80 4,345.75 3,502.00 843.75 21.3% 86.50 2.2% 55% False False 1,554,281
100 4,345.75 3,502.00 843.75 21.3% 83.75 2.1% 55% False False 1,243,883
120 4,345.75 3,502.00 843.75 21.3% 86.75 2.2% 55% False False 1,036,983
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 13.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,198.50
2.618 4,118.50
1.618 4,069.50
1.000 4,039.25
0.618 4,020.50
HIGH 3,990.25
0.618 3,971.50
0.500 3,965.75
0.382 3,960.00
LOW 3,941.25
0.618 3,911.00
1.000 3,892.25
1.618 3,862.00
2.618 3,813.00
4.250 3,733.00
Fisher Pivots for day following 29-Nov-2022
Pivot 1 day 3 day
R1 3,965.75 3,995.25
PP 3,964.50 3,984.25
S1 3,963.25 3,973.00

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

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