E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 11-Jul-2022
Day Change Summary
Previous Current
08-Jul-2022 11-Jul-2022 Change Change % Previous Week
Open 3,914.75 3,911.50 -3.25 -0.1% 3,839.50
High 3,937.00 3,914.75 -22.25 -0.6% 3,937.00
Low 3,884.25 3,865.25 -19.00 -0.5% 3,758.25
Close 3,917.25 3,872.25 -45.00 -1.1% 3,917.25
Range 52.75 49.50 -3.25 -6.2% 178.75
ATR 93.73 90.75 -2.98 -3.2% 0.00
Volume 2,862 1,613 -1,249 -43.6% 14,598
Daily Pivots for day following 11-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,032.50 4,002.00 3,899.50
R3 3,983.00 3,952.50 3,885.75
R2 3,933.50 3,933.50 3,881.25
R1 3,903.00 3,903.00 3,876.75 3,893.50
PP 3,884.00 3,884.00 3,884.00 3,879.50
S1 3,853.50 3,853.50 3,867.75 3,844.00
S2 3,834.50 3,834.50 3,863.25
S3 3,785.00 3,804.00 3,858.75
S4 3,735.50 3,754.50 3,845.00
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,407.00 4,341.00 4,015.50
R3 4,228.25 4,162.25 3,966.50
R2 4,049.50 4,049.50 3,950.00
R1 3,983.50 3,983.50 3,933.75 4,016.50
PP 3,870.75 3,870.75 3,870.75 3,887.50
S1 3,804.75 3,804.75 3,900.75 3,837.75
S2 3,692.00 3,692.00 3,884.50
S3 3,513.25 3,626.00 3,868.00
S4 3,334.50 3,447.25 3,819.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,937.00 3,758.25 178.75 4.6% 72.25 1.9% 64% False False 3,242
10 3,965.00 3,755.75 209.25 5.4% 75.00 1.9% 56% False False 2,857
20 4,041.00 3,654.50 386.50 10.0% 97.00 2.5% 56% False False 2,552
40 4,214.00 3,654.50 559.50 14.4% 98.50 2.5% 39% False False 1,548
60 4,525.75 3,654.50 871.25 22.5% 102.50 2.6% 25% False False 1,172
80 4,646.25 3,654.50 991.75 25.6% 93.50 2.4% 22% False False 908
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.48
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,125.00
2.618 4,044.25
1.618 3,994.75
1.000 3,964.25
0.618 3,945.25
HIGH 3,914.75
0.618 3,895.75
0.500 3,890.00
0.382 3,884.25
LOW 3,865.25
0.618 3,834.75
1.000 3,815.75
1.618 3,785.25
2.618 3,735.75
4.250 3,655.00
Fisher Pivots for day following 11-Jul-2022
Pivot 1 day 3 day
R1 3,890.00 3,892.25
PP 3,884.00 3,885.50
S1 3,878.25 3,879.00

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

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