E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 04-Oct-2022
Day Change Summary
Previous Current
03-Oct-2022 04-Oct-2022 Change Change % Previous Week
Open 3,593.25 3,696.50 103.25 2.9% 3,705.25
High 3,711.75 3,808.75 97.00 2.6% 3,751.25
Low 3,571.75 3,686.25 114.50 3.2% 3,595.25
Close 3,690.25 3,803.25 113.00 3.1% 3,601.50
Range 140.00 122.50 -17.50 -12.5% 156.00
ATR 96.96 98.79 1.82 1.9% 0.00
Volume 2,315,515 2,381,497 65,982 2.8% 14,480,225
Daily Pivots for day following 04-Oct-2022
Classic Woodie Camarilla DeMark
R4 4,133.50 4,091.00 3,870.50
R3 4,011.00 3,968.50 3,837.00
R2 3,888.50 3,888.50 3,825.75
R1 3,846.00 3,846.00 3,814.50 3,867.25
PP 3,766.00 3,766.00 3,766.00 3,776.75
S1 3,723.50 3,723.50 3,792.00 3,744.75
S2 3,643.50 3,643.50 3,780.75
S3 3,521.00 3,601.00 3,769.50
S4 3,398.50 3,478.50 3,736.00
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 4,117.25 4,015.50 3,687.25
R3 3,961.25 3,859.50 3,644.50
R2 3,805.25 3,805.25 3,630.00
R1 3,703.50 3,703.50 3,615.75 3,676.50
PP 3,649.25 3,649.25 3,649.25 3,635.75
S1 3,547.50 3,547.50 3,587.25 3,520.50
S2 3,493.25 3,493.25 3,573.00
S3 3,337.25 3,391.50 3,558.50
S4 3,181.25 3,235.50 3,515.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,808.75 3,571.75 237.00 6.2% 122.75 3.2% 98% True False 2,662,951
10 3,925.25 3,571.75 353.50 9.3% 111.00 2.9% 65% False False 2,710,931
20 4,175.00 3,571.75 603.25 15.9% 100.00 2.6% 38% False False 2,350,631
40 4,345.75 3,571.75 774.00 20.4% 86.00 2.3% 30% False False 1,181,514
60 4,345.75 3,571.75 774.00 20.4% 82.00 2.2% 30% False False 788,472
80 4,345.75 3,571.75 774.00 20.4% 85.75 2.3% 30% False False 591,992
100 4,345.75 3,571.75 774.00 20.4% 88.50 2.3% 30% False False 473,702
120 4,525.75 3,571.75 954.00 25.1% 92.25 2.4% 24% False False 394,822
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 27.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,329.50
2.618 4,129.50
1.618 4,007.00
1.000 3,931.25
0.618 3,884.50
HIGH 3,808.75
0.618 3,762.00
0.500 3,747.50
0.382 3,733.00
LOW 3,686.25
0.618 3,610.50
1.000 3,563.75
1.618 3,488.00
2.618 3,365.50
4.250 3,165.50
Fisher Pivots for day following 04-Oct-2022
Pivot 1 day 3 day
R1 3,784.75 3,765.50
PP 3,766.00 3,728.00
S1 3,747.50 3,690.25

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

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