E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 06-Dec-2022
Day Change Summary
Previous Current
05-Dec-2022 06-Dec-2022 Change Change % Previous Week
Open 4,074.00 4,005.75 -68.25 -1.7% 4,020.25
High 4,075.75 4,014.75 -61.00 -1.5% 4,110.00
Low 3,987.25 3,921.50 -65.75 -1.6% 3,941.25
Close 4,003.25 3,945.00 -58.25 -1.5% 4,075.50
Range 88.50 93.25 4.75 5.4% 168.75
ATR 79.81 80.77 0.96 1.2% 0.00
Volume 1,497,688 1,869,101 371,413 24.8% 9,145,528
Daily Pivots for day following 06-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,240.25 4,185.75 3,996.25
R3 4,147.00 4,092.50 3,970.75
R2 4,053.75 4,053.75 3,962.00
R1 3,999.25 3,999.25 3,953.50 3,980.00
PP 3,960.50 3,960.50 3,960.50 3,950.75
S1 3,906.00 3,906.00 3,936.50 3,886.50
S2 3,867.25 3,867.25 3,928.00
S3 3,774.00 3,812.75 3,919.25
S4 3,680.75 3,719.50 3,893.75
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,548.50 4,480.75 4,168.25
R3 4,379.75 4,312.00 4,122.00
R2 4,211.00 4,211.00 4,106.50
R1 4,143.25 4,143.25 4,091.00 4,177.00
PP 4,042.25 4,042.25 4,042.25 4,059.25
S1 3,974.50 3,974.50 4,060.00 4,008.50
S2 3,873.50 3,873.50 4,044.50
S3 3,704.75 3,805.75 4,029.00
S4 3,536.00 3,637.00 3,982.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,110.00 3,921.50 188.50 4.8% 93.25 2.4% 12% False True 1,906,128
10 4,110.00 3,921.50 188.50 4.8% 71.00 1.8% 12% False True 1,556,426
20 4,110.00 3,750.00 360.00 9.1% 76.75 1.9% 54% False False 1,663,283
40 4,110.00 3,502.00 608.00 15.4% 88.00 2.2% 73% False False 1,952,478
60 4,175.00 3,502.00 673.00 17.1% 93.00 2.4% 66% False False 2,151,386
80 4,345.75 3,502.00 843.75 21.4% 88.25 2.2% 53% False False 1,672,961
100 4,345.75 3,502.00 843.75 21.4% 84.50 2.1% 53% False False 1,339,032
120 4,345.75 3,502.00 843.75 21.4% 85.50 2.2% 53% False False 1,116,365
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 10.68
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,411.00
2.618 4,259.00
1.618 4,165.75
1.000 4,108.00
0.618 4,072.50
HIGH 4,014.75
0.618 3,979.25
0.500 3,968.00
0.382 3,957.00
LOW 3,921.50
0.618 3,863.75
1.000 3,828.25
1.618 3,770.50
2.618 3,677.25
4.250 3,525.25
Fisher Pivots for day following 06-Dec-2022
Pivot 1 day 3 day
R1 3,968.00 4,003.50
PP 3,960.50 3,984.00
S1 3,952.75 3,964.50

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

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