E-mini S&P 500 Future December 2022

Trading Metrics calculated at close of trading on 15-Nov-2022

Day Change Summary
	Previous	Current
	14-Nov-2022	15-Nov-2022	Change	Change %	Previous Week
Open	3,984.00	3,974.75	-9.25	-0.2%	3,750.00
High	4,017.50	4,050.75	33.25	0.8%	4,009.75
Low	3,964.00	3,960.00	-4.00	-0.1%	3,738.25
Close	3,966.00	3,999.50	33.50	0.8%	4,000.25
Range	53.50	90.75	37.25	69.6%	271.50
ATR	98.20	97.67	-0.53	-0.5%	0.00
Volume	1,592,615	2,230,543	637,928	40.1%	9,585,517

Daily Pivots for day following 15-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,275.75	4,228.25	4,049.50
R3	4,185.00	4,137.50	4,024.50
R2	4,094.25	4,094.25	4,016.25
R1	4,046.75	4,046.75	4,007.75	4,070.50
PP	4,003.50	4,003.50	4,003.50	4,015.25
S1	3,956.00	3,956.00	3,991.25	3,979.75
S2	3,912.75	3,912.75	3,982.75
S3	3,822.00	3,865.25	3,974.50
S4	3,731.25	3,774.50	3,949.50

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	4,050.75	3,750.00	300.75	7.5%	104.75	2.6%	83%	True	False	2,009,496
10	4,050.75	3,704.25	346.50	8.7%	100.00	2.5%	85%	True	False	2,000,172
20	4,050.75	3,641.50	409.25	10.2%	96.75	2.4%	87%	True	False	2,084,737
40	4,050.75	3,502.00	548.75	13.7%	101.50	2.5%	91%	True	False	2,309,455
60	4,234.25	3,502.00	732.25	18.3%	96.00	2.4%	68%	False	False	1,874,389
80	4,345.75	3,502.00	843.75	21.1%	88.50	2.2%	59%	False	False	1,406,909
100	4,345.75	3,502.00	843.75	21.1%	86.25	2.2%	59%	False	False	1,126,057
120	4,345.75	3,502.00	843.75	21.1%	89.50	2.2%	59%	False	False	938,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,436.50
2.618	4,288.25
1.618	4,197.50
1.000	4,141.50
0.618	4,106.75
HIGH	4,050.75
0.618	4,016.00
0.500	4,005.50
0.382	3,994.75
LOW	3,960.00
0.618	3,904.00
1.000	3,869.25
1.618	3,813.25
2.618	3,722.50
4.250	3,574.25

Fisher Pivots for day following 15-Nov-2022
Pivot	1 day	3 day
R1	4,005.50	4,001.00
PP	4,003.50	4,000.50
S1	4,001.50	4,000.00

Download as Excel Spreadsheet

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

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