E-mini S&P 500 Future December 2022

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

Day Change Summary
	Previous	Current
	15-Sep-2022	16-Sep-2022	Change	Change %	Previous Week
Open	3,972.00	3,904.00	-68.00	-1.7%	4,096.00
High	3,977.50	3,905.00	-72.50	-1.8%	4,175.00
Low	3,905.00	3,853.00	-52.00	-1.3%	3,853.00
Close	3,919.25	3,890.00	-29.25	-0.7%	3,890.00
Range	72.50	52.00	-20.50	-28.3%	322.00
ATR	84.22	82.94	-1.28	-1.5%	0.00
Volume	2,515,924	2,688,630	172,706	6.9%	13,435,764

Daily Pivots for day following 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,038.75	4,016.25	3,918.50
R3	3,986.75	3,964.25	3,904.25
R2	3,934.75	3,934.75	3,899.50
R1	3,912.25	3,912.25	3,894.75	3,897.50
PP	3,882.75	3,882.75	3,882.75	3,875.25
S1	3,860.25	3,860.25	3,885.25	3,845.50
S2	3,830.75	3,830.75	3,880.50
S3	3,778.75	3,808.25	3,875.75
S4	3,726.75	3,756.25	3,861.50

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,938.75	4,736.25	4,067.00
R3	4,616.75	4,414.25	3,978.50
R2	4,294.75	4,294.75	3,949.00
R1	4,092.25	4,092.25	3,919.50	4,032.50
PP	3,972.75	3,972.75	3,972.75	3,942.75
S1	3,770.25	3,770.25	3,860.50	3,710.50
S2	3,650.75	3,650.75	3,831.00
S3	3,328.75	3,448.25	3,801.50
S4	3,006.75	3,126.25	3,713.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,175.00	3,853.00	322.00	8.3%	94.25	2.4%	11%	False	True	2,687,152
10	4,175.00	3,853.00	322.00	8.3%	90.50	2.3%	11%	False	True	1,552,153
20	4,305.50	3,853.00	452.50	11.6%	84.25	2.2%	8%	False	True	781,908
40	4,345.75	3,853.00	492.75	12.7%	73.75	1.9%	8%	False	True	392,993
60	4,345.75	3,741.75	604.00	15.5%	76.50	2.0%	25%	False	False	262,968
80	4,345.75	3,654.50	691.25	17.8%	83.75	2.2%	34%	False	False	197,462
100	4,345.75	3,654.50	691.25	17.8%	90.75	2.3%	34%	False	False	158,099
120	4,646.25	3,654.50	991.75	25.5%	88.00	2.3%	24%	False	False	131,778

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	22.45
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4,126.00
2.618	4,041.25
1.618	3,989.25
1.000	3,957.00
0.618	3,937.25
HIGH	3,905.00
0.618	3,885.25
0.500	3,879.00
0.382	3,872.75
LOW	3,853.00
0.618	3,820.75
1.000	3,801.00
1.618	3,768.75
2.618	3,716.75
4.250	3,632.00

Fisher Pivots for day following 16-Sep-2022
Pivot	1 day	3 day
R1	3,886.25	3,917.00
PP	3,882.75	3,908.00
S1	3,879.00	3,899.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols