E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 07-Dec-2022
Day Change Summary
Previous Current
06-Dec-2022 07-Dec-2022 Change Change % Previous Week
Open 4,005.75 3,944.50 -61.25 -1.5% 4,020.25
High 4,014.75 3,961.50 -53.25 -1.3% 4,110.00
Low 3,921.50 3,914.00 -7.50 -0.2% 3,941.25
Close 3,945.00 3,936.75 -8.25 -0.2% 4,075.50
Range 93.25 47.50 -45.75 -49.1% 168.75
ATR 80.77 78.39 -2.38 -2.9% 0.00
Volume 1,869,101 1,756,473 -112,628 -6.0% 9,145,528
Daily Pivots for day following 07-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,080.00 4,055.75 3,963.00
R3 4,032.50 4,008.25 3,949.75
R2 3,985.00 3,985.00 3,945.50
R1 3,960.75 3,960.75 3,941.00 3,949.00
PP 3,937.50 3,937.50 3,937.50 3,931.50
S1 3,913.25 3,913.25 3,932.50 3,901.50
S2 3,890.00 3,890.00 3,928.00
S3 3,842.50 3,865.75 3,923.75
S4 3,795.00 3,818.25 3,910.50
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 3,914.00 196.00 5.0% 72.75 1.8% 12% False True 1,761,423
10 4,110.00 3,914.00 196.00 5.0% 69.00 1.8% 12% False True 1,615,873
20 4,110.00 3,750.00 360.00 9.1% 75.50 1.9% 52% False False 1,657,205
40 4,110.00 3,502.00 608.00 15.4% 87.50 2.2% 72% False False 1,936,436
60 4,110.00 3,502.00 608.00 15.4% 90.00 2.3% 72% False False 2,127,195
80 4,345.75 3,502.00 843.75 21.4% 88.00 2.2% 52% False False 1,694,849
100 4,345.75 3,502.00 843.75 21.4% 84.00 2.1% 52% False False 1,356,578
120 4,345.75 3,502.00 843.75 21.4% 84.25 2.1% 52% False False 1,130,985
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 False
Bear Hook False
Bull Hook False
Stretch 11.13
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,163.50
2.618 4,085.75
1.618 4,038.25
1.000 4,009.00
0.618 3,990.75
HIGH 3,961.50
0.618 3,943.25
0.500 3,937.75
0.382 3,932.25
LOW 3,914.00
0.618 3,884.75
1.000 3,866.50
1.618 3,837.25
2.618 3,789.75
4.250 3,712.00
Fisher Pivots for day following 07-Dec-2022
Pivot 1 day 3 day
R1 3,937.75 3,995.00
PP 3,937.50 3,975.50
S1 3,937.00 3,956.00

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

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