E-mini S&P 500 Future December 2022

Trading Metrics calculated at close of trading on 30-Aug-2022

Day Change Summary
	Previous	Current
	29-Aug-2022	30-Aug-2022	Change	Change %	Previous Week
Open	4,045.00	4,053.00	8.00	0.2%	4,236.00
High	4,081.00	4,089.50	8.50	0.2%	4,239.00
Low	4,023.75	3,981.75	-42.00	-1.0%	4,060.00
Close	4,048.50	4,004.50	-44.00	-1.1%	4,076.75
Range	57.25	107.75	50.50	88.2%	179.00
ATR	72.67	75.18	2.51	3.4%	0.00
Volume	14,054	16,114	2,060	14.7%	39,823

Daily Pivots for day following 30-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,348.50	4,284.25	4,063.75
R3	4,240.75	4,176.50	4,034.25
R2	4,133.00	4,133.00	4,024.25
R1	4,068.75	4,068.75	4,014.50	4,047.00
PP	4,025.25	4,025.25	4,025.25	4,014.50
S1	3,961.00	3,961.00	3,994.50	3,939.25
S2	3,917.50	3,917.50	3,984.75
S3	3,809.75	3,853.25	3,974.75
S4	3,702.00	3,745.50	3,945.25

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	4,234.25	3,981.75	252.50	6.3%	89.00	2.2%	9%	False	True	11,582
10	4,332.75	3,981.75	351.00	8.8%	74.00	1.8%	6%	False	True	8,950
20	4,345.75	3,981.75	364.00	9.1%	68.00	1.7%	6%	False	True	7,185
40	4,345.75	3,741.75	604.00	15.1%	71.00	1.8%	44%	False	False	4,768
60	4,345.75	3,654.50	691.25	17.3%	81.00	2.0%	51%	False	False	3,852
80	4,345.75	3,654.50	691.25	17.3%	87.25	2.2%	51%	False	False	3,045
100	4,531.50	3,654.50	877.00	21.9%	90.00	2.2%	40%	False	False	2,500
120	4,646.25	3,654.50	991.75	24.8%	86.00	2.1%	35%	False	False	2,102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,547.50
2.618	4,371.50
1.618	4,263.75
1.000	4,197.25
0.618	4,156.00
HIGH	4,089.50
0.618	4,048.25
0.500	4,035.50
0.382	4,023.00
LOW	3,981.75
0.618	3,915.25
1.000	3,874.00
1.618	3,807.50
2.618	3,699.75
4.250	3,523.75

Fisher Pivots for day following 30-Aug-2022
Pivot	1 day	3 day
R1	4,035.50	4,108.00
PP	4,025.25	4,073.50
S1	4,015.00	4,039.00

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

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