E-mini S&P 500 Future December 2022

Trading Metrics calculated at close of trading on 07-Oct-2022

Day Change Summary
	Previous	Current
	06-Oct-2022	07-Oct-2022	Change	Change %	Previous Week
Open	3,795.75	3,745.75	-50.00	-1.3%	3,593.25
High	3,819.50	3,772.00	-47.50	-1.2%	3,820.00
Low	3,750.00	3,632.50	-117.50	-3.1%	3,571.75
Close	3,756.75	3,653.25	-103.50	-2.8%	3,653.25
Range	69.50	139.50	70.00	100.7%	248.25
ATR	95.85	98.96	3.12	3.3%	0.00
Volume	2,157,569	2,238,683	81,114	3.8%	11,182,462

Daily Pivots for day following 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,104.50	4,018.25	3,730.00
R3	3,965.00	3,878.75	3,691.50
R2	3,825.50	3,825.50	3,678.75
R1	3,739.25	3,739.25	3,666.00	3,712.50
PP	3,686.00	3,686.00	3,686.00	3,672.50
S1	3,599.75	3,599.75	3,640.50	3,573.00
S2	3,546.50	3,546.50	3,627.75
S3	3,407.00	3,460.25	3,615.00
S4	3,267.50	3,320.75	3,576.50

Weekly Pivots for week ending 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,426.50	4,288.00	3,789.75
R3	4,178.25	4,039.75	3,721.50
R2	3,930.00	3,930.00	3,698.75
R1	3,791.50	3,791.50	3,676.00	3,860.75
PP	3,681.75	3,681.75	3,681.75	3,716.25
S1	3,543.25	3,543.25	3,630.50	3,612.50
S2	3,433.50	3,433.50	3,607.75
S3	3,185.25	3,295.00	3,585.00
S4	2,937.00	3,046.75	3,516.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,820.00	3,571.75	248.25	6.8%	111.50	3.1%	33%	False	False	2,236,492
10	3,820.00	3,571.75	248.25	6.8%	108.00	3.0%	33%	False	False	2,566,268
20	4,175.00	3,571.75	603.25	16.5%	102.50	2.8%	14%	False	False	2,574,396
40	4,345.75	3,571.75	774.00	21.2%	88.50	2.4%	11%	False	False	1,342,961
60	4,345.75	3,571.75	774.00	21.2%	82.50	2.3%	11%	False	False	896,361
80	4,345.75	3,571.75	774.00	21.2%	84.75	2.3%	11%	False	False	673,014
100	4,345.75	3,571.75	774.00	21.2%	88.75	2.4%	11%	False	False	538,538
120	4,525.75	3,571.75	954.00	26.1%	93.25	2.5%	9%	False	False	448,866

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	25.73
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,365.00
2.618	4,137.25
1.618	3,997.75
1.000	3,911.50
0.618	3,858.25
HIGH	3,772.00
0.618	3,718.75
0.500	3,702.25
0.382	3,685.75
LOW	3,632.50
0.618	3,546.25
1.000	3,493.00
1.618	3,406.75
2.618	3,267.25
4.250	3,039.50

Fisher Pivots for day following 07-Oct-2022
Pivot	1 day	3 day
R1	3,702.25	3,726.25
PP	3,686.00	3,702.00
S1	3,669.50	3,677.50

Download as Excel Spreadsheet

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

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