E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 14-Dec-2022
Day Change Summary
Previous Current
13-Dec-2022 14-Dec-2022 Change Change % Previous Week
Open 3,989.25 4,021.75 32.50 0.8% 4,074.00
High 4,145.00 4,073.25 -71.75 -1.7% 4,075.75
Low 3,985.00 3,965.25 -19.75 -0.5% 3,914.00
Close 4,022.25 3,998.00 -24.25 -0.6% 3,936.25
Range 160.00 108.00 -52.00 -32.5% 161.75
ATR 81.44 83.33 1.90 2.3% 0.00
Volume 1,419,560 712,439 -707,121 -49.8% 8,571,938
Daily Pivots for day following 14-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,336.25 4,275.00 4,057.50
R3 4,228.25 4,167.00 4,027.75
R2 4,120.25 4,120.25 4,017.75
R1 4,059.00 4,059.00 4,008.00 4,035.50
PP 4,012.25 4,012.25 4,012.25 4,000.50
S1 3,951.00 3,951.00 3,988.00 3,927.50
S2 3,904.25 3,904.25 3,978.25
S3 3,796.25 3,843.00 3,968.25
S4 3,688.25 3,735.00 3,938.50
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 4,145.00 3,916.00 229.00 5.7% 91.50 2.3% 36% False False 1,440,130
10 4,145.00 3,914.00 231.00 5.8% 82.00 2.1% 36% False False 1,600,777
20 4,145.00 3,912.50 232.50 5.8% 72.00 1.8% 37% False False 1,514,863
40 4,145.00 3,641.50 503.50 12.6% 84.50 2.1% 71% False False 1,799,800
60 4,145.00 3,502.00 643.00 16.1% 91.75 2.3% 77% False False 2,044,591
80 4,234.25 3,502.00 732.25 18.3% 90.00 2.3% 68% False False 1,784,508
100 4,345.75 3,502.00 843.75 21.1% 85.00 2.1% 59% False False 1,428,500
120 4,345.75 3,502.00 843.75 21.1% 83.75 2.1% 59% False False 1,190,858
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 False
Bear Hook False
Bull Hook False
Stretch 16.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,532.25
2.618 4,356.00
1.618 4,248.00
1.000 4,181.25
0.618 4,140.00
HIGH 4,073.25
0.618 4,032.00
0.500 4,019.25
0.382 4,006.50
LOW 3,965.25
0.618 3,898.50
1.000 3,857.25
1.618 3,790.50
2.618 3,682.50
4.250 3,506.25
Fisher Pivots for day following 14-Dec-2022
Pivot 1 day 3 day
R1 4,019.25 4,034.75
PP 4,012.25 4,022.50
S1 4,005.00 4,010.25

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

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