E-mini S&P 500 Future December 2022

Trading Metrics calculated at close of trading on 16-Aug-2022

Day Change Summary
	Previous	Current
	15-Aug-2022	16-Aug-2022	Change	Change %	Previous Week
Open	4,297.75	4,311.75	14.00	0.3%	4,160.00
High	4,322.50	4,345.75	23.25	0.5%	4,301.25
Low	4,267.50	4,296.25	28.75	0.7%	4,131.00
Close	4,316.75	4,326.25	9.50	0.2%	4,299.25
Range	55.00	49.50	-5.50	-10.0%	170.25
ATR	72.69	71.03	-1.66	-2.3%	0.00
Volume	5,456	4,062	-1,394	-25.5%	36,198

Daily Pivots for day following 16-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,471.25	4,448.25	4,353.50
R3	4,421.75	4,398.75	4,339.75
R2	4,372.25	4,372.25	4,335.25
R1	4,349.25	4,349.25	4,330.75	4,360.75
PP	4,322.75	4,322.75	4,322.75	4,328.50
S1	4,299.75	4,299.75	4,321.75	4,311.25
S2	4,273.25	4,273.25	4,317.25
S3	4,223.75	4,250.25	4,312.75
S4	4,174.25	4,200.75	4,299.00

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	4,345.75	4,132.00	213.75	4.9%	67.25	1.6%	91%	True	False	7,089
10	4,345.75	4,102.00	243.75	5.6%	62.00	1.4%	92%	True	False	5,421
20	4,345.75	3,929.75	416.00	9.6%	65.00	1.5%	95%	True	False	3,598
40	4,345.75	3,677.50	668.25	15.4%	76.00	1.8%	97%	True	False	3,302
60	4,345.75	3,654.50	691.25	16.0%	85.75	2.0%	97%	True	False	2,439
80	4,411.50	3,654.50	757.00	17.5%	94.25	2.2%	89%	False	False	1,991
100	4,646.25	3,654.50	991.75	22.9%	88.50	2.0%	68%	False	False	1,619
120	4,646.25	3,654.50	991.75	22.9%	83.00	1.9%	68%	False	False	1,363

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	12.63
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,556.00
2.618	4,475.25
1.618	4,425.75
1.000	4,395.25
0.618	4,376.25
HIGH	4,345.75
0.618	4,326.75
0.500	4,321.00
0.382	4,315.25
LOW	4,296.25
0.618	4,265.75
1.000	4,246.75
1.618	4,216.25
2.618	4,166.75
4.250	4,086.00

Fisher Pivots for day following 16-Aug-2022
Pivot	1 day	3 day
R1	4,324.50	4,312.50
PP	4,322.75	4,299.00
S1	4,321.00	4,285.50

Download as Excel Spreadsheet

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

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