E-mini S&P 500 Future December 2022

Trading Metrics calculated at close of trading on 11-Oct-2022

Day Change Summary
	Previous	Current
	10-Oct-2022	11-Oct-2022	Change	Change %	Previous Week
Open	3,638.75	3,624.75	-14.00	-0.4%	3,593.25
High	3,667.50	3,653.25	-14.25	-0.4%	3,820.00
Low	3,600.00	3,579.00	-21.00	-0.6%	3,571.75
Close	3,625.25	3,599.25	-26.00	-0.7%	3,653.25
Range	67.50	74.25	6.75	10.0%	248.25
ATR	96.72	95.11	-1.60	-1.7%	0.00
Volume	2,024,447	2,398,140	373,693	18.5%	11,182,462

Daily Pivots for day following 11-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	3,833.25	3,790.50	3,640.00
R3	3,759.00	3,716.25	3,619.75
R2	3,684.75	3,684.75	3,612.75
R1	3,642.00	3,642.00	3,606.00	3,626.25
PP	3,610.50	3,610.50	3,610.50	3,602.50
S1	3,567.75	3,567.75	3,592.50	3,552.00
S2	3,536.25	3,536.25	3,585.75
S3	3,462.00	3,493.50	3,578.75
S4	3,387.75	3,419.25	3,558.50

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	3,579.00	241.00	6.7%	87.25	2.4%	8%	False	True	2,181,607
10	3,820.00	3,571.75	248.25	6.9%	105.00	2.9%	11%	False	False	2,422,279
20	3,981.25	3,571.75	409.50	11.4%	94.75	2.6%	7%	False	False	2,508,713
40	4,345.75	3,571.75	774.00	21.5%	88.75	2.5%	4%	False	False	1,453,262
60	4,345.75	3,571.75	774.00	21.5%	82.00	2.3%	4%	False	False	970,005
80	4,345.75	3,571.75	774.00	21.5%	82.75	2.3%	4%	False	False	728,259
100	4,345.75	3,571.75	774.00	21.5%	87.25	2.4%	4%	False	False	582,731
120	4,525.75	3,571.75	954.00	26.5%	93.00	2.6%	3%	False	False	485,716

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	25.65
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,968.75
2.618	3,847.75
1.618	3,773.50
1.000	3,727.50
0.618	3,699.25
HIGH	3,653.25
0.618	3,625.00
0.500	3,616.00
0.382	3,607.25
LOW	3,579.00
0.618	3,533.00
1.000	3,504.75
1.618	3,458.75
2.618	3,384.50
4.250	3,263.50

Fisher Pivots for day following 11-Oct-2022
Pivot	1 day	3 day
R1	3,616.00	3,675.50
PP	3,610.50	3,650.00
S1	3,605.00	3,624.75

Download as Excel Spreadsheet

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

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