E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 20-Sep-2022
Day Change Summary
Previous Current
19-Sep-2022 20-Sep-2022 Change Change % Previous Week
Open 3,889.50 3,923.00 33.50 0.9% 4,096.00
High 3,927.00 3,936.25 9.25 0.2% 4,175.00
Low 3,846.25 3,843.25 -3.00 -0.1% 3,853.00
Close 3,917.25 3,872.75 -44.50 -1.1% 3,890.00
Range 80.75 93.00 12.25 15.2% 322.00
ATR 82.78 83.51 0.73 0.9% 0.00
Volume 2,100,098 2,357,296 257,198 12.2% 13,435,764
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,163.00 4,111.00 3,924.00
R3 4,070.00 4,018.00 3,898.25
R2 3,977.00 3,977.00 3,889.75
R1 3,925.00 3,925.00 3,881.25 3,904.50
PP 3,884.00 3,884.00 3,884.00 3,874.00
S1 3,832.00 3,832.00 3,864.25 3,811.50
S2 3,791.00 3,791.00 3,855.75
S3 3,698.00 3,739.00 3,847.25
S4 3,605.00 3,646.00 3,821.50
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 3,981.25 3,843.25 138.00 3.6% 70.00 1.8% 21% False True 2,431,384
10 4,175.00 3,843.25 331.75 8.6% 89.00 2.3% 9% False True 1,990,331
20 4,234.25 3,843.25 391.00 10.1% 85.00 2.2% 8% False True 1,004,259
40 4,345.75 3,843.25 502.50 13.0% 75.25 1.9% 6% False True 504,363
60 4,345.75 3,741.75 604.00 15.6% 76.00 2.0% 22% False False 337,126
80 4,345.75 3,654.50 691.25 17.8% 83.50 2.2% 32% False False 253,174
100 4,345.75 3,654.50 691.25 17.8% 90.00 2.3% 32% False False 202,663
120 4,642.25 3,654.50 987.75 25.5% 88.50 2.3% 22% False False 168,923
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,331.50
2.618 4,179.75
1.618 4,086.75
1.000 4,029.25
0.618 3,993.75
HIGH 3,936.25
0.618 3,900.75
0.500 3,889.75
0.382 3,878.75
LOW 3,843.25
0.618 3,785.75
1.000 3,750.25
1.618 3,692.75
2.618 3,599.75
4.250 3,448.00
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 3,889.75 3,889.75
PP 3,884.00 3,884.00
S1 3,878.50 3,878.50

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

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