E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 11-Nov-2022
Day Change Summary
Previous Current
10-Nov-2022 11-Nov-2022 Change Change % Previous Week
Open 3,757.00 3,973.00 216.00 5.7% 3,750.00
High 3,973.50 4,009.75 36.25 0.9% 4,009.75
Low 3,751.50 3,951.00 199.50 5.3% 3,738.25
Close 3,961.00 4,000.25 39.25 1.0% 4,000.25
Range 222.00 58.75 -163.25 -73.5% 271.50
ATR 104.94 101.64 -3.30 -3.1% 0.00
Volume 2,408,104 1,927,068 -481,036 -20.0% 9,585,517
Daily Pivots for day following 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,163.25 4,140.50 4,032.50
R3 4,104.50 4,081.75 4,016.50
R2 4,045.75 4,045.75 4,011.00
R1 4,023.00 4,023.00 4,005.75 4,034.50
PP 3,987.00 3,987.00 3,987.00 3,992.75
S1 3,964.25 3,964.25 3,994.75 3,975.50
S2 3,928.25 3,928.25 3,989.50
S3 3,869.50 3,905.50 3,984.00
S4 3,810.75 3,846.75 3,968.00
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,730.50 4,637.00 4,149.50
R3 4,459.00 4,365.50 4,075.00
R2 4,187.50 4,187.50 4,050.00
R1 4,094.00 4,094.00 4,025.25 4,140.75
PP 3,916.00 3,916.00 3,916.00 3,939.50
S1 3,822.50 3,822.50 3,975.25 3,869.25
S2 3,644.50 3,644.50 3,950.50
S3 3,373.00 3,551.00 3,925.50
S4 3,101.50 3,279.50 3,851.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,009.75 3,738.25 271.50 6.8% 107.50 2.7% 97% True False 1,917,103
10 4,009.75 3,704.25 305.50 7.6% 97.50 2.4% 97% True False 2,007,680
20 4,009.75 3,590.50 419.25 10.5% 99.00 2.5% 98% True False 2,128,523
40 4,009.75 3,502.00 507.75 12.7% 102.25 2.6% 98% True False 2,325,311
60 4,305.50 3,502.00 803.50 20.1% 96.25 2.4% 62% False False 1,810,843
80 4,345.75 3,502.00 843.75 21.1% 88.00 2.2% 59% False False 1,359,152
100 4,345.75 3,502.00 843.75 21.1% 86.75 2.2% 59% False False 1,087,905
120 4,345.75 3,502.00 843.75 21.1% 90.00 2.2% 59% False False 906,745
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 18.30
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,259.50
2.618 4,163.50
1.618 4,104.75
1.000 4,068.50
0.618 4,046.00
HIGH 4,009.75
0.618 3,987.25
0.500 3,980.50
0.382 3,973.50
LOW 3,951.00
0.618 3,914.75
1.000 3,892.25
1.618 3,856.00
2.618 3,797.25
4.250 3,701.25
Fisher Pivots for day following 11-Nov-2022
Pivot 1 day 3 day
R1 3,993.50 3,960.00
PP 3,987.00 3,920.00
S1 3,980.50 3,880.00

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

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