E-mini S&P 500 Future December 2022

Trading Metrics calculated at close of trading on 15-Aug-2022

Day Change Summary
	Previous	Current
	12-Aug-2022	15-Aug-2022	Change	Change %	Previous Week
Open	4,232.25	4,297.75	65.50	1.5%	4,160.00
High	4,301.25	4,322.50	21.25	0.5%	4,301.25
Low	4,225.00	4,267.50	42.50	1.0%	4,131.00
Close	4,299.25	4,316.75	17.50	0.4%	4,299.25
Range	76.25	55.00	-21.25	-27.9%	170.25
ATR	74.05	72.69	-1.36	-1.8%	0.00
Volume	5,096	5,456	360	7.1%	36,198

Daily Pivots for day following 15-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,467.25	4,447.00	4,347.00
R3	4,412.25	4,392.00	4,332.00
R2	4,357.25	4,357.25	4,326.75
R1	4,337.00	4,337.00	4,321.75	4,347.00
PP	4,302.25	4,302.25	4,302.25	4,307.25
S1	4,282.00	4,282.00	4,311.75	4,292.00
S2	4,247.25	4,247.25	4,306.75
S3	4,192.25	4,227.00	4,301.50
S4	4,137.25	4,172.00	4,286.50

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,754.50	4,697.25	4,393.00
R3	4,584.25	4,527.00	4,346.00
R2	4,414.00	4,414.00	4,330.50
R1	4,356.75	4,356.75	4,314.75	4,385.50
PP	4,243.75	4,243.75	4,243.75	4,258.25
S1	4,186.50	4,186.50	4,283.75	4,215.00
S2	4,073.50	4,073.50	4,268.00
S3	3,903.25	4,016.25	4,252.50
S4	3,733.00	3,846.00	4,205.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,322.50	4,131.00	191.50	4.4%	65.75	1.5%	97%	True	False	7,627
10	4,322.50	4,097.75	224.75	5.2%	63.00	1.5%	97%	True	False	5,270
20	4,322.50	3,851.50	471.00	10.9%	68.25	1.6%	99%	True	False	3,493
40	4,322.50	3,654.50	668.00	15.5%	76.75	1.8%	99%	True	False	3,256
60	4,322.50	3,654.50	668.00	15.5%	86.25	2.0%	99%	True	False	2,377
80	4,525.75	3,654.50	871.25	20.2%	95.25	2.2%	76%	False	False	1,944
100	4,646.25	3,654.50	991.75	23.0%	88.75	2.1%	67%	False	False	1,579
120	4,646.25	3,654.50	991.75	23.0%	82.50	1.9%	67%	False	False	1,329

Crabel Price Patterns
NR	True
NR4	True
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	13.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,556.25
2.618	4,466.50
1.618	4,411.50
1.000	4,377.50
0.618	4,356.50
HIGH	4,322.50
0.618	4,301.50
0.500	4,295.00
0.382	4,288.50
LOW	4,267.50
0.618	4,233.50
1.000	4,212.50
1.618	4,178.50
2.618	4,123.50
4.250	4,033.75

Fisher Pivots for day following 15-Aug-2022
Pivot	1 day	3 day
R1	4,309.50	4,301.75
PP	4,302.25	4,286.75
S1	4,295.00	4,271.75

Download as Excel Spreadsheet

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

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