E-mini S&P 500 Future December 2022

Trading Metrics calculated at close of trading on 12-Oct-2022

Day Change Summary
	Previous	Current
	11-Oct-2022	12-Oct-2022	Change	Change %	Previous Week
Open	3,624.75	3,607.00	-17.75	-0.5%	3,593.25
High	3,653.25	3,635.25	-18.00	-0.5%	3,820.00
Low	3,579.00	3,585.50	6.50	0.2%	3,571.75
Close	3,599.25	3,588.50	-10.75	-0.3%	3,653.25
Range	74.25	49.75	-24.50	-33.0%	248.25
ATR	95.11	91.87	-3.24	-3.4%	0.00
Volume	2,398,140	1,948,173	-449,967	-18.8%	11,182,462

Daily Pivots for day following 12-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	3,752.25	3,720.25	3,615.75
R3	3,702.50	3,670.50	3,602.25
R2	3,652.75	3,652.75	3,597.50
R1	3,620.75	3,620.75	3,593.00	3,612.00
PP	3,603.00	3,603.00	3,603.00	3,598.75
S1	3,571.00	3,571.00	3,584.00	3,562.00
S2	3,553.25	3,553.25	3,579.50
S3	3,503.50	3,521.25	3,574.75
S4	3,453.75	3,471.50	3,561.25

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	3,819.50	3,579.00	240.50	6.7%	80.00	2.2%	4%	False	False	2,153,402
10	3,820.00	3,571.75	248.25	6.9%	96.25	2.7%	7%	False	False	2,339,003
20	3,977.50	3,571.75	405.75	11.3%	94.75	2.6%	4%	False	False	2,481,373
40	4,332.75	3,571.75	761.00	21.2%	88.75	2.5%	2%	False	False	1,501,865
60	4,345.75	3,571.75	774.00	21.6%	80.75	2.3%	2%	False	False	1,002,442
80	4,345.75	3,571.75	774.00	21.6%	82.50	2.3%	2%	False	False	752,583
100	4,345.75	3,571.75	774.00	21.6%	87.00	2.4%	2%	False	False	602,209
120	4,411.50	3,571.75	839.75	23.4%	92.50	2.6%	2%	False	False	501,949

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.25
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	3,846.75
2.618	3,765.50
1.618	3,715.75
1.000	3,685.00
0.618	3,666.00
HIGH	3,635.25
0.618	3,616.25
0.500	3,610.50
0.382	3,604.50
LOW	3,585.50
0.618	3,554.75
1.000	3,535.75
1.618	3,505.00
2.618	3,455.25
4.250	3,374.00

Fisher Pivots for day following 12-Oct-2022
Pivot	1 day	3 day
R1	3,610.50	3,623.25
PP	3,603.00	3,611.75
S1	3,595.75	3,600.00

Download as Excel Spreadsheet

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

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