E-mini S&P 500 Future December 2022

Trading Metrics calculated at close of trading on 26-Sep-2022

Day Change Summary
	Previous	Current
	23-Sep-2022	26-Sep-2022	Change	Change %	Previous Week
Open	3,777.25	3,705.25	-72.00	-1.9%	3,889.50
High	3,783.25	3,730.50	-52.75	-1.4%	3,936.25
Low	3,660.25	3,657.50	-2.75	-0.1%	3,660.25
Close	3,709.00	3,670.00	-39.00	-1.1%	3,709.00
Range	123.00	73.00	-50.00	-40.7%	276.00
ATR	88.46	87.36	-1.10	-1.2%	0.00
Volume	2,913,560	2,899,415	-14,145	-0.5%	12,389,474

Daily Pivots for day following 26-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	3,905.00	3,860.50	3,710.25
R3	3,832.00	3,787.50	3,690.00
R2	3,759.00	3,759.00	3,683.50
R1	3,714.50	3,714.50	3,676.75	3,700.25
PP	3,686.00	3,686.00	3,686.00	3,679.00
S1	3,641.50	3,641.50	3,663.25	3,627.25
S2	3,613.00	3,613.00	3,656.50
S3	3,540.00	3,568.50	3,650.00
S4	3,467.00	3,495.50	3,629.75

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,596.50	4,428.75	3,860.75
R3	4,320.50	4,152.75	3,785.00
R2	4,044.50	4,044.50	3,759.50
R1	3,876.75	3,876.75	3,734.25	3,822.50
PP	3,768.50	3,768.50	3,768.50	3,741.50
S1	3,600.75	3,600.75	3,683.75	3,546.50
S2	3,492.50	3,492.50	3,658.50
S3	3,216.50	3,324.75	3,633.00
S4	2,940.50	3,048.75	3,557.25

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	3,657.50	278.75	7.6%	98.25	2.7%	4%	False	True	2,637,758
10	4,175.00	3,657.50	517.50	14.1%	98.50	2.7%	2%	False	True	2,619,634
20	4,175.00	3,657.50	517.50	14.1%	88.75	2.4%	2%	False	True	1,544,061
40	4,345.75	3,657.50	688.25	18.8%	77.00	2.1%	2%	False	True	774,970
60	4,345.75	3,657.50	688.25	18.8%	77.50	2.1%	2%	False	True	517,514
80	4,345.75	3,654.50	691.25	18.8%	83.25	2.3%	2%	False	False	388,536
100	4,345.75	3,654.50	691.25	18.8%	89.50	2.4%	2%	False	False	310,961
120	4,604.00	3,654.50	949.50	25.9%	89.75	2.4%	2%	False	False	259,179

Crabel Price Patterns
NR	True
NR4	False
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	22.75
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,040.75
2.618	3,921.50
1.618	3,848.50
1.000	3,803.50
0.618	3,775.50
HIGH	3,730.50
0.618	3,702.50
0.500	3,694.00
0.382	3,685.50
LOW	3,657.50
0.618	3,612.50
1.000	3,584.50
1.618	3,539.50
2.618	3,466.50
4.250	3,347.25

Fisher Pivots for day following 26-Sep-2022
Pivot	1 day	3 day
R1	3,694.00	3,745.25
PP	3,686.00	3,720.25
S1	3,678.00	3,695.00

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

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