E-mini S&P 500 Future December 2022

Trading Metrics calculated at close of trading on 09-Nov-2022

Day Change Summary
	Previous	Current
	08-Nov-2022	09-Nov-2022	Change	Change %	Previous Week
Open	3,812.75	3,832.50	19.75	0.5%	3,911.50
High	3,867.00	3,848.75	-18.25	-0.5%	3,928.00
Low	3,792.75	3,750.00	-42.75	-1.1%	3,704.25
Close	3,835.25	3,755.50	-79.75	-2.1%	3,779.50
Range	74.25	98.75	24.50	33.0%	223.75
ATR	95.72	95.94	0.22	0.2%	0.00
Volume	1,878,046	1,889,153	11,107	0.6%	10,491,292

Daily Pivots for day following 09-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,081.00	4,017.00	3,809.75
R3	3,982.25	3,918.25	3,782.75
R2	3,883.50	3,883.50	3,773.50
R1	3,819.50	3,819.50	3,764.50	3,802.00
PP	3,784.75	3,784.75	3,784.75	3,776.00
S1	3,720.75	3,720.75	3,746.50	3,703.50
S2	3,686.00	3,686.00	3,737.50
S3	3,587.25	3,622.00	3,728.25
S4	3,488.50	3,523.25	3,701.25

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,475.25	4,351.00	3,902.50
R3	4,251.50	4,127.25	3,841.00
R2	4,027.75	4,027.75	3,820.50
R1	3,903.50	3,903.50	3,800.00	3,853.75
PP	3,804.00	3,804.00	3,804.00	3,779.00
S1	3,679.75	3,679.75	3,759.00	3,630.00
S2	3,580.25	3,580.25	3,738.50
S3	3,356.50	3,456.00	3,718.00
S4	3,132.75	3,232.25	3,656.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,867.00	3,704.25	162.75	4.3%	85.75	2.3%	31%	False	False	1,926,538
10	3,928.00	3,704.25	223.75	6.0%	95.50	2.5%	23%	False	False	2,003,780
20	3,928.00	3,502.00	426.00	11.3%	102.00	2.7%	60%	False	False	2,212,717
40	3,977.50	3,502.00	475.50	12.7%	98.25	2.6%	53%	False	False	2,347,045
60	4,332.75	3,502.00	830.75	22.1%	93.25	2.5%	31%	False	False	1,738,815
80	4,345.75	3,502.00	843.75	22.5%	86.00	2.3%	30%	False	False	1,305,011
100	4,345.75	3,502.00	843.75	22.5%	86.25	2.3%	30%	False	False	1,044,610
120	4,345.75	3,502.00	843.75	22.5%	89.50	2.4%	30%	False	False	870,627

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.35
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,268.50
2.618	4,107.25
1.618	4,008.50
1.000	3,947.50
0.618	3,909.75
HIGH	3,848.75
0.618	3,811.00
0.500	3,799.50
0.382	3,787.75
LOW	3,750.00
0.618	3,689.00
1.000	3,651.25
1.618	3,590.25
2.618	3,491.50
4.250	3,330.25

Fisher Pivots for day following 09-Nov-2022
Pivot	1 day	3 day
R1	3,799.50	3,802.50
PP	3,784.75	3,787.00
S1	3,770.00	3,771.25

Download as Excel Spreadsheet

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

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