E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 16-Dec-2022
Day Change Summary
Previous Current
15-Dec-2022 16-Dec-2022 Change Change % Previous Week
Open 4,004.25 3,890.50 -113.75 -2.8% 3,933.00
High 4,010.25 3,904.25 -106.00 -2.6% 4,145.00
Low 3,878.50 3,842.00 -36.50 -0.9% 3,842.00
Close 3,897.00 3,871.47 -25.53 -0.7% 3,871.47
Range 131.75 62.25 -69.50 -52.8% 303.00
ATR 86.79 85.04 -1.75 -2.0% 0.00
Volume 560,669 40,981 -519,688 -92.7% 4,353,626
Daily Pivots for day following 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,059.25 4,027.75 3,905.75
R3 3,997.00 3,965.50 3,888.50
R2 3,934.75 3,934.75 3,883.00
R1 3,903.25 3,903.25 3,877.25 3,887.75
PP 3,872.50 3,872.50 3,872.50 3,865.00
S1 3,841.00 3,841.00 3,865.75 3,825.50
S2 3,810.25 3,810.25 3,860.00
S3 3,748.00 3,778.75 3,854.25
S4 3,685.75 3,716.50 3,837.25
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,861.75 4,669.75 4,038.00
R3 4,558.75 4,366.75 3,954.75
R2 4,255.75 4,255.75 3,927.00
R1 4,063.75 4,063.75 3,899.25 4,008.25
PP 3,952.75 3,952.75 3,952.75 3,925.00
S1 3,760.75 3,760.75 3,843.75 3,705.25
S2 3,649.75 3,649.75 3,816.00
S3 3,346.75 3,457.75 3,788.25
S4 3,043.75 3,154.75 3,704.75
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 3,842.00 303.00 7.8% 106.00 2.7% 10% False True 870,725
10 4,145.00 3,842.00 303.00 7.8% 88.00 2.3% 10% False True 1,292,556
20 4,145.00 3,842.00 303.00 7.8% 75.25 1.9% 10% False True 1,391,780
40 4,145.00 3,641.50 503.50 13.0% 84.75 2.2% 46% False False 1,696,027
60 4,145.00 3,502.00 643.00 16.6% 91.50 2.4% 57% False False 1,970,976
80 4,234.25 3,502.00 732.25 18.9% 91.25 2.4% 50% False False 1,791,834
100 4,345.75 3,502.00 843.75 21.8% 85.50 2.2% 44% False False 1,434,482
120 4,345.75 3,502.00 843.75 21.8% 84.00 2.2% 44% False False 1,195,852
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 15.68
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,168.75
2.618 4,067.25
1.618 4,005.00
1.000 3,966.50
0.618 3,942.75
HIGH 3,904.25
0.618 3,880.50
0.500 3,873.00
0.382 3,865.75
LOW 3,842.00
0.618 3,803.50
1.000 3,779.75
1.618 3,741.25
2.618 3,679.00
4.250 3,577.50
Fisher Pivots for day following 16-Dec-2022
Pivot 1 day 3 day
R1 3,873.00 3,957.50
PP 3,872.50 3,929.00
S1 3,872.00 3,900.25

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

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