E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 26-Oct-2022
Day Change Summary
Previous Current
25-Oct-2022 26-Oct-2022 Change Change % Previous Week
Open 3,803.25 3,841.00 37.75 1.0% 3,591.00
High 3,874.25 3,897.50 23.25 0.6% 3,777.25
Low 3,790.00 3,824.25 34.25 0.9% 3,590.50
Close 3,870.25 3,841.00 -29.25 -0.8% 3,764.00
Range 84.25 73.25 -11.00 -13.1% 186.75
ATR 100.07 98.15 -1.92 -1.9% 0.00
Volume 1,836,723 2,118,534 281,811 15.3% 12,132,452
Daily Pivots for day following 26-Oct-2022
Classic Woodie Camarilla DeMark
R4 4,074.00 4,030.75 3,881.25
R3 4,000.75 3,957.50 3,861.25
R2 3,927.50 3,927.50 3,854.50
R1 3,884.25 3,884.25 3,847.75 3,877.50
PP 3,854.25 3,854.25 3,854.25 3,851.00
S1 3,811.00 3,811.00 3,834.25 3,804.50
S2 3,781.00 3,781.00 3,827.50
S3 3,707.75 3,737.75 3,820.75
S4 3,634.50 3,664.50 3,800.75
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 4,270.75 4,204.25 3,866.75
R3 4,084.00 4,017.50 3,815.25
R2 3,897.25 3,897.25 3,798.25
R1 3,830.75 3,830.75 3,781.00 3,864.00
PP 3,710.50 3,710.50 3,710.50 3,727.25
S1 3,644.00 3,644.00 3,747.00 3,677.25
S2 3,523.75 3,523.75 3,729.75
S3 3,337.00 3,457.25 3,712.75
S4 3,150.25 3,270.50 3,661.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,897.50 3,641.50 256.00 6.7% 91.25 2.4% 78% True False 2,229,952
10 3,897.50 3,502.00 395.50 10.3% 108.50 2.8% 86% True False 2,421,654
20 3,897.50 3,502.00 395.50 10.3% 102.25 2.7% 86% True False 2,380,328
40 4,175.00 3,502.00 673.00 17.5% 97.25 2.5% 50% False False 2,105,040
60 4,345.75 3,502.00 843.75 22.0% 87.50 2.3% 40% False False 1,405,755
80 4,345.75 3,502.00 843.75 22.0% 84.25 2.2% 40% False False 1,054,904
100 4,345.75 3,502.00 843.75 22.0% 87.50 2.3% 40% False False 844,327
120 4,345.75 3,502.00 843.75 22.0% 90.75 2.4% 40% False False 703,710
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 31.25
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,208.75
2.618 4,089.25
1.618 4,016.00
1.000 3,970.75
0.618 3,942.75
HIGH 3,897.50
0.618 3,869.50
0.500 3,861.00
0.382 3,852.25
LOW 3,824.25
0.618 3,779.00
1.000 3,751.00
1.618 3,705.75
2.618 3,632.50
4.250 3,513.00
Fisher Pivots for day following 26-Oct-2022
Pivot 1 day 3 day
R1 3,861.00 3,833.00
PP 3,854.25 3,825.00
S1 3,847.50 3,817.00

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

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