E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 26-Apr-2022
Day Change Summary
Previous Current
25-Apr-2022 26-Apr-2022 Change Change % Previous Week
Open 4,279.50 4,319.75 40.25 0.9% 4,378.25
High 4,314.75 4,321.00 6.25 0.1% 4,525.75
Low 4,214.25 4,154.75 -59.50 -1.4% 4,268.25
Close 4,311.75 4,188.25 -123.50 -2.9% 4,286.75
Range 100.50 166.25 65.75 65.4% 257.50
ATR 79.31 85.52 6.21 7.8% 0.00
Volume 534 552 18 3.4% 1,360
Daily Pivots for day following 26-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,720.00 4,620.50 4,279.75
R3 4,553.75 4,454.25 4,234.00
R2 4,387.50 4,387.50 4,218.75
R1 4,288.00 4,288.00 4,203.50 4,254.50
PP 4,221.25 4,221.25 4,221.25 4,204.75
S1 4,121.75 4,121.75 4,173.00 4,088.50
S2 4,055.00 4,055.00 4,157.75
S3 3,888.75 3,955.50 4,142.50
S4 3,722.50 3,789.25 4,096.75
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 5,132.75 4,967.25 4,428.50
R3 4,875.25 4,709.75 4,357.50
R2 4,617.75 4,617.75 4,334.00
R1 4,452.25 4,452.25 4,310.25 4,406.25
PP 4,360.25 4,360.25 4,360.25 4,337.25
S1 4,194.75 4,194.75 4,263.25 4,148.75
S2 4,102.75 4,102.75 4,239.50
S3 3,845.25 3,937.25 4,216.00
S4 3,587.75 3,679.75 4,145.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,525.75 4,154.75 371.00 8.9% 118.00 2.8% 9% False True 455
10 4,525.75 4,154.75 371.00 8.9% 95.00 2.3% 9% False True 264
20 4,646.25 4,154.75 491.50 11.7% 78.50 1.9% 7% False True 201
40 4,646.25 4,146.00 500.25 11.9% 63.75 1.5% 8% False False 146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.03
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 5,027.50
2.618 4,756.25
1.618 4,590.00
1.000 4,487.25
0.618 4,423.75
HIGH 4,321.00
0.618 4,257.50
0.500 4,238.00
0.382 4,218.25
LOW 4,154.75
0.618 4,052.00
1.000 3,988.50
1.618 3,885.75
2.618 3,719.50
4.250 3,448.25
Fisher Pivots for day following 26-Apr-2022
Pivot 1 day 3 day
R1 4,238.00 4,283.00
PP 4,221.25 4,251.50
S1 4,204.75 4,220.00

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

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