E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 08-Dec-2022
Day Change Summary
Previous Current
07-Dec-2022 08-Dec-2022 Change Change % Previous Week
Open 3,944.50 3,935.75 -8.75 -0.2% 4,020.25
High 3,961.50 3,977.25 15.75 0.4% 4,110.00
Low 3,914.00 3,916.00 2.00 0.1% 3,941.25
Close 3,936.75 3,965.75 29.00 0.7% 4,075.50
Range 47.50 61.25 13.75 28.9% 168.75
ATR 78.39 77.17 -1.22 -1.6% 0.00
Volume 1,756,473 1,708,915 -47,558 -2.7% 9,145,528
Daily Pivots for day following 08-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,136.75 4,112.50 3,999.50
R3 4,075.50 4,051.25 3,982.50
R2 4,014.25 4,014.25 3,977.00
R1 3,990.00 3,990.00 3,971.25 4,002.00
PP 3,953.00 3,953.00 3,953.00 3,959.00
S1 3,928.75 3,928.75 3,960.25 3,941.00
S2 3,891.75 3,891.75 3,954.50
S3 3,830.50 3,867.50 3,949.00
S4 3,769.25 3,806.25 3,932.00
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,548.50 4,480.75 4,168.25
R3 4,379.75 4,312.00 4,122.00
R2 4,211.00 4,211.00 4,106.50
R1 4,143.25 4,143.25 4,091.00 4,177.00
PP 4,042.25 4,042.25 4,042.25 4,059.25
S1 3,974.50 3,974.50 4,060.00 4,008.50
S2 3,873.50 3,873.50 4,044.50
S3 3,704.75 3,805.75 4,029.00
S4 3,536.00 3,637.00 3,982.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,085.50 3,914.00 171.50 4.3% 73.75 1.9% 30% False False 1,736,392
10 4,110.00 3,914.00 196.00 4.9% 71.25 1.8% 26% False False 1,658,650
20 4,110.00 3,751.50 358.50 9.0% 73.50 1.9% 60% False False 1,648,193
40 4,110.00 3,502.00 608.00 15.3% 87.75 2.2% 76% False False 1,930,455
60 4,110.00 3,502.00 608.00 15.3% 90.00 2.3% 76% False False 2,114,094
80 4,332.75 3,502.00 830.75 20.9% 88.25 2.2% 56% False False 1,716,160
100 4,345.75 3,502.00 843.75 21.3% 83.50 2.1% 55% False False 1,373,647
120 4,345.75 3,502.00 843.75 21.3% 84.25 2.1% 55% False False 1,145,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,237.50
2.618 4,137.50
1.618 4,076.25
1.000 4,038.50
0.618 4,015.00
HIGH 3,977.25
0.618 3,953.75
0.500 3,946.50
0.382 3,939.50
LOW 3,916.00
0.618 3,878.25
1.000 3,854.75
1.618 3,817.00
2.618 3,755.75
4.250 3,655.75
Fisher Pivots for day following 08-Dec-2022
Pivot 1 day 3 day
R1 3,959.50 3,965.25
PP 3,953.00 3,964.75
S1 3,946.50 3,964.50

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

View Archives - Comment on this page... - Back to Index of Symbols