E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 22-Sep-2022
Day Change Summary
Previous Current
21-Sep-2022 22-Sep-2022 Change Change % Previous Week
Open 3,878.75 3,794.00 -84.75 -2.2% 4,096.00
High 3,925.25 3,833.00 -92.25 -2.4% 4,175.00
Low 3,792.00 3,763.50 -28.50 -0.8% 3,853.00
Close 3,806.25 3,772.00 -34.25 -0.9% 3,890.00
Range 133.25 69.50 -63.75 -47.8% 322.00
ATR 87.06 85.81 -1.25 -1.4% 0.00
Volume 2,440,206 2,578,314 138,108 5.7% 13,435,764
Daily Pivots for day following 22-Sep-2022
Classic Woodie Camarilla DeMark
R4 3,998.00 3,954.50 3,810.25
R3 3,928.50 3,885.00 3,791.00
R2 3,859.00 3,859.00 3,784.75
R1 3,815.50 3,815.50 3,778.25 3,802.50
PP 3,789.50 3,789.50 3,789.50 3,783.00
S1 3,746.00 3,746.00 3,765.75 3,733.00
S2 3,720.00 3,720.00 3,759.25
S3 3,650.50 3,676.50 3,753.00
S4 3,581.00 3,607.00 3,733.75
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 3,936.25 3,763.50 172.75 4.6% 85.75 2.3% 5% False True 2,432,908
10 4,175.00 3,763.50 411.50 10.9% 92.00 2.4% 2% False True 2,441,638
20 4,234.25 3,763.50 470.75 12.5% 90.75 2.4% 2% False True 1,254,406
40 4,345.75 3,763.50 582.25 15.4% 76.50 2.0% 1% False True 629,740
60 4,345.75 3,741.75 604.00 16.0% 76.25 2.0% 5% False False 420,728
80 4,345.75 3,654.50 691.25 18.3% 83.25 2.2% 17% False False 315,888
100 4,345.75 3,654.50 691.25 18.3% 89.25 2.4% 17% False False 252,840
120 4,604.00 3,654.50 949.50 25.2% 89.00 2.4% 12% False False 210,741
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 21.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,128.50
2.618 4,015.00
1.618 3,945.50
1.000 3,902.50
0.618 3,876.00
HIGH 3,833.00
0.618 3,806.50
0.500 3,798.25
0.382 3,790.00
LOW 3,763.50
0.618 3,720.50
1.000 3,694.00
1.618 3,651.00
2.618 3,581.50
4.250 3,468.00
Fisher Pivots for day following 22-Sep-2022
Pivot 1 day 3 day
R1 3,798.25 3,850.00
PP 3,789.50 3,824.00
S1 3,780.75 3,798.00

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

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