E-mini S&P 500 Future December 2022

Trading Metrics calculated at close of trading on 26-Aug-2022

Day Change Summary
	Previous	Current
	25-Aug-2022	26-Aug-2022	Change	Change %	Previous Week
Open	4,166.00	4,213.00	47.00	1.1%	4,236.00
High	4,220.50	4,234.25	13.75	0.3%	4,239.00
Low	4,161.25	4,060.00	-101.25	-2.4%	4,060.00
Close	4,219.25	4,076.75	-142.50	-3.4%	4,076.75
Range	59.25	174.25	115.00	194.1%	179.00
ATR	66.14	73.86	7.72	11.7%	0.00
Volume	4,281	15,589	11,308	264.1%	39,823

Daily Pivots for day following 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,646.50	4,535.75	4,172.50
R3	4,472.25	4,361.50	4,124.75
R2	4,298.00	4,298.00	4,108.75
R1	4,187.25	4,187.25	4,092.75	4,155.50
PP	4,123.75	4,123.75	4,123.75	4,107.75
S1	4,013.00	4,013.00	4,060.75	3,981.25
S2	3,949.50	3,949.50	4,044.75
S3	3,775.25	3,838.75	4,028.75
S4	3,601.00	3,664.50	3,981.00

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,662.25	4,548.50	4,175.25
R3	4,483.25	4,369.50	4,126.00
R2	4,304.25	4,304.25	4,109.50
R1	4,190.50	4,190.50	4,093.25	4,158.00
PP	4,125.25	4,125.25	4,125.25	4,109.00
S1	4,011.50	4,011.50	4,060.25	3,979.00
S2	3,946.25	3,946.25	4,044.00
S3	3,767.25	3,832.50	4,027.50
S4	3,588.25	3,653.50	3,978.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,239.00	4,060.00	179.00	4.4%	82.50	2.0%	9%	False	True	7,964
10	4,345.75	4,060.00	285.75	7.0%	68.00	1.7%	6%	False	True	6,885
20	4,345.75	4,060.00	285.75	7.0%	65.25	1.6%	6%	False	True	5,880
40	4,345.75	3,741.75	604.00	14.8%	72.00	1.8%	55%	False	False	4,241
60	4,345.75	3,654.50	691.25	17.0%	81.50	2.0%	61%	False	False	3,360
80	4,345.75	3,654.50	691.25	17.0%	89.75	2.2%	61%	False	False	2,686
100	4,604.00	3,654.50	949.50	23.3%	90.00	2.2%	44%	False	False	2,202
120	4,646.25	3,654.50	991.75	24.3%	85.00	2.1%	43%	False	False	1,851

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 49 trading days

Fibonacci Retracements and Extensions
4.250	4,974.75
2.618	4,690.50
1.618	4,516.25
1.000	4,408.50
0.618	4,342.00
HIGH	4,234.25
0.618	4,167.75
0.500	4,147.00
0.382	4,126.50
LOW	4,060.00
0.618	3,952.25
1.000	3,885.75
1.618	3,778.00
2.618	3,603.75
4.250	3,319.50

Fisher Pivots for day following 26-Aug-2022
Pivot	1 day	3 day
R1	4,147.00	4,147.00
PP	4,123.75	4,123.75
S1	4,100.25	4,100.25

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

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