E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 03-Nov-2022
Day Change Summary
Previous Current
02-Nov-2022 03-Nov-2022 Change Change % Previous Week
Open 3,863.00 3,766.75 -96.25 -2.5% 3,771.00
High 3,907.00 3,782.50 -124.50 -3.2% 3,924.25
Low 3,760.25 3,704.25 -56.00 -1.5% 3,736.50
Close 3,768.75 3,727.75 -41.00 -1.1% 3,911.25
Range 146.75 78.25 -68.50 -46.7% 187.75
ATR 100.32 98.74 -1.58 -1.6% 0.00
Volume 2,210,708 1,887,557 -323,151 -14.6% 10,361,209
Daily Pivots for day following 03-Nov-2022
Classic Woodie Camarilla DeMark
R4 3,973.00 3,928.50 3,770.75
R3 3,894.75 3,850.25 3,749.25
R2 3,816.50 3,816.50 3,742.00
R1 3,772.00 3,772.00 3,735.00 3,755.00
PP 3,738.25 3,738.25 3,738.25 3,729.75
S1 3,693.75 3,693.75 3,720.50 3,677.00
S2 3,660.00 3,660.00 3,713.50
S3 3,581.75 3,615.50 3,706.25
S4 3,503.50 3,537.25 3,684.75
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 4,420.50 4,353.75 4,014.50
R3 4,232.75 4,166.00 3,963.00
R2 4,045.00 4,045.00 3,945.75
R1 3,978.25 3,978.25 3,928.50 4,011.50
PP 3,857.25 3,857.25 3,857.25 3,874.00
S1 3,790.50 3,790.50 3,894.00 3,824.00
S2 3,669.50 3,669.50 3,876.75
S3 3,481.75 3,602.75 3,859.50
S4 3,294.00 3,415.00 3,808.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,928.00 3,704.25 223.75 6.0% 98.00 2.6% 11% False True 2,016,178
10 3,928.00 3,641.50 286.50 7.7% 97.75 2.6% 30% False False 2,103,873
20 3,928.00 3,502.00 426.00 11.4% 101.00 2.7% 53% False False 2,255,932
40 4,175.00 3,502.00 673.00 18.1% 100.00 2.7% 34% False False 2,396,815
60 4,345.75 3,502.00 843.75 22.6% 91.25 2.4% 27% False False 1,610,124
80 4,345.75 3,502.00 843.75 22.6% 86.25 2.3% 27% False False 1,208,322
100 4,345.75 3,502.00 843.75 22.6% 87.50 2.3% 27% False False 967,224
120 4,345.75 3,502.00 843.75 22.6% 90.00 2.4% 27% False False 806,116
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 24.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,115.00
2.618 3,987.25
1.618 3,909.00
1.000 3,860.75
0.618 3,830.75
HIGH 3,782.50
0.618 3,752.50
0.500 3,743.50
0.382 3,734.25
LOW 3,704.25
0.618 3,656.00
1.000 3,626.00
1.618 3,577.75
2.618 3,499.50
4.250 3,371.75
Fisher Pivots for day following 03-Nov-2022
Pivot 1 day 3 day
R1 3,743.50 3,816.00
PP 3,738.25 3,786.75
S1 3,733.00 3,757.25

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

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