E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 12-Dec-2022
Day Change Summary
Previous Current
09-Dec-2022 12-Dec-2022 Change Change % Previous Week
Open 3,964.75 3,933.00 -31.75 -0.8% 4,074.00
High 3,990.00 3,992.75 2.75 0.1% 4,075.75
Low 3,930.00 3,924.50 -5.50 -0.1% 3,914.00
Close 3,936.25 3,991.75 55.50 1.4% 3,936.25
Range 60.00 68.25 8.25 13.8% 161.75
ATR 75.94 75.39 -0.55 -0.7% 0.00
Volume 1,739,761 1,619,977 -119,784 -6.9% 8,571,938
Daily Pivots for day following 12-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,174.50 4,151.25 4,029.25
R3 4,106.25 4,083.00 4,010.50
R2 4,038.00 4,038.00 4,004.25
R1 4,014.75 4,014.75 3,998.00 4,026.50
PP 3,969.75 3,969.75 3,969.75 3,975.50
S1 3,946.50 3,946.50 3,985.50 3,958.00
S2 3,901.50 3,901.50 3,979.25
S3 3,833.25 3,878.25 3,973.00
S4 3,765.00 3,810.00 3,954.25
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,460.50 4,360.25 4,025.25
R3 4,298.75 4,198.50 3,980.75
R2 4,137.00 4,137.00 3,966.00
R1 4,036.75 4,036.75 3,951.00 4,006.00
PP 3,975.25 3,975.25 3,975.25 3,960.00
S1 3,875.00 3,875.00 3,921.50 3,844.25
S2 3,813.50 3,813.50 3,906.50
S3 3,651.75 3,713.25 3,891.75
S4 3,490.00 3,551.50 3,847.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,014.75 3,914.00 100.75 2.5% 66.00 1.7% 77% False False 1,738,845
10 4,110.00 3,914.00 196.00 4.9% 75.25 1.9% 40% False False 1,785,594
20 4,110.00 3,912.50 197.50 4.9% 66.00 1.7% 40% False False 1,599,421
40 4,110.00 3,590.50 519.50 13.0% 82.50 2.1% 77% False False 1,863,972
60 4,110.00 3,502.00 608.00 15.2% 90.00 2.3% 81% False False 2,083,347
80 4,305.50 3,502.00 803.50 20.1% 88.75 2.2% 61% False False 1,757,988
100 4,345.75 3,502.00 843.75 21.1% 83.50 2.1% 58% False False 1,407,206
120 4,345.75 3,502.00 843.75 21.1% 83.25 2.1% 58% False False 1,173,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,282.75
2.618 4,171.50
1.618 4,103.25
1.000 4,061.00
0.618 4,035.00
HIGH 3,992.75
0.618 3,966.75
0.500 3,958.50
0.382 3,950.50
LOW 3,924.50
0.618 3,882.25
1.000 3,856.25
1.618 3,814.00
2.618 3,745.75
4.250 3,634.50
Fisher Pivots for day following 12-Dec-2022
Pivot 1 day 3 day
R1 3,980.75 3,979.25
PP 3,969.75 3,966.75
S1 3,958.50 3,954.50

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

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