E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 09-Sep-2022
Day Change Summary
Previous Current
08-Sep-2022 09-Sep-2022 Change Change % Previous Week
Open 3,996.50 4,026.50 30.00 0.8% 3,947.25
High 4,028.00 4,095.00 67.00 1.7% 4,095.00
Low 3,959.50 4,022.50 63.00 1.6% 3,900.00
Close 4,022.25 4,085.50 63.25 1.6% 4,085.50
Range 68.50 72.50 4.00 5.8% 195.00
ATR 78.01 77.64 -0.38 -0.5% 0.00
Volume 416,844 1,504,710 1,087,866 261.0% 2,066,291
Daily Pivots for day following 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,285.25 4,257.75 4,125.50
R3 4,212.75 4,185.25 4,105.50
R2 4,140.25 4,140.25 4,098.75
R1 4,112.75 4,112.75 4,092.25 4,126.50
PP 4,067.75 4,067.75 4,067.75 4,074.50
S1 4,040.25 4,040.25 4,078.75 4,054.00
S2 3,995.25 3,995.25 4,072.25
S3 3,922.75 3,967.75 4,065.50
S4 3,850.25 3,895.25 4,045.50
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,611.75 4,543.75 4,192.75
R3 4,416.75 4,348.75 4,139.00
R2 4,221.75 4,221.75 4,121.25
R1 4,153.75 4,153.75 4,103.50 4,187.75
PP 4,026.75 4,026.75 4,026.75 4,044.00
S1 3,958.75 3,958.75 4,067.50 3,992.75
S2 3,831.75 3,831.75 4,049.75
S3 3,636.75 3,763.75 4,032.00
S4 3,441.75 3,568.75 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 4,095.00 3,900.00 195.00 4.8% 87.00 2.1% 95% True False 417,154
10 4,234.25 3,900.00 334.25 8.2% 90.75 2.2% 55% False False 217,216
20 4,345.75 3,900.00 445.75 10.9% 74.50 1.8% 42% False False 111,526
40 4,345.75 3,797.75 548.00 13.4% 72.50 1.8% 53% False False 57,343
60 4,345.75 3,654.50 691.25 16.9% 79.00 1.9% 62% False False 39,221
80 4,345.75 3,654.50 691.25 16.9% 85.25 2.1% 62% False False 29,573
100 4,525.75 3,654.50 871.25 21.3% 91.25 2.2% 49% False False 23,760
120 4,646.25 3,654.50 991.75 24.3% 86.25 2.1% 43% False False 19,817
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 26.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,403.00
2.618 4,284.75
1.618 4,212.25
1.000 4,167.50
0.618 4,139.75
HIGH 4,095.00
0.618 4,067.25
0.500 4,058.75
0.382 4,050.25
LOW 4,022.50
0.618 3,977.75
1.000 3,950.00
1.618 3,905.25
2.618 3,832.75
4.250 3,714.50
Fisher Pivots for day following 09-Sep-2022
Pivot 1 day 3 day
R1 4,076.50 4,056.25
PP 4,067.75 4,026.75
S1 4,058.75 3,997.50

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

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