E-mini S&P 500 Future December 2022

Trading Metrics calculated at close of trading on 16-Dec-2022

Day Change Summary
	Previous	Current
	15-Dec-2022	16-Dec-2022	Change	Change %	Previous Week
Open	4,004.25	3,890.50	-113.75	-2.8%	3,933.00
High	4,010.25	3,904.25	-106.00	-2.6%	4,145.00
Low	3,878.50	3,842.00	-36.50	-0.9%	3,842.00
Close	3,897.00	3,871.47	-25.53	-0.7%	3,871.47
Range	131.75	62.25	-69.50	-52.8%	303.00
ATR	86.79	85.04	-1.75	-2.0%	0.00
Volume	560,669	40,981	-519,688	-92.7%	4,353,626

Daily Pivots for day following 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,059.25	4,027.75	3,905.75
R3	3,997.00	3,965.50	3,888.50
R2	3,934.75	3,934.75	3,883.00
R1	3,903.25	3,903.25	3,877.25	3,887.75
PP	3,872.50	3,872.50	3,872.50	3,865.00
S1	3,841.00	3,841.00	3,865.75	3,825.50
S2	3,810.25	3,810.25	3,860.00
S3	3,748.00	3,778.75	3,854.25
S4	3,685.75	3,716.50	3,837.25

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,861.75	4,669.75	4,038.00
R3	4,558.75	4,366.75	3,954.75
R2	4,255.75	4,255.75	3,927.00
R1	4,063.75	4,063.75	3,899.25	4,008.25
PP	3,952.75	3,952.75	3,952.75	3,925.00
S1	3,760.75	3,760.75	3,843.75	3,705.25
S2	3,649.75	3,649.75	3,816.00
S3	3,346.75	3,457.75	3,788.25
S4	3,043.75	3,154.75	3,704.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,145.00	3,842.00	303.00	7.8%	106.00	2.7%	10%	False	True	870,725
10	4,145.00	3,842.00	303.00	7.8%	88.00	2.3%	10%	False	True	1,292,556
20	4,145.00	3,842.00	303.00	7.8%	75.25	1.9%	10%	False	True	1,391,780
40	4,145.00	3,641.50	503.50	13.0%	84.75	2.2%	46%	False	False	1,696,027
60	4,145.00	3,502.00	643.00	16.6%	91.50	2.4%	57%	False	False	1,970,976
80	4,234.25	3,502.00	732.25	18.9%	91.25	2.4%	50%	False	False	1,791,834
100	4,345.75	3,502.00	843.75	21.8%	85.50	2.2%	44%	False	False	1,434,482
120	4,345.75	3,502.00	843.75	21.8%	84.00	2.2%	44%	False	False	1,195,852

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	15.68
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,168.75
2.618	4,067.25
1.618	4,005.00
1.000	3,966.50
0.618	3,942.75
HIGH	3,904.25
0.618	3,880.50
0.500	3,873.00
0.382	3,865.75
LOW	3,842.00
0.618	3,803.50
1.000	3,779.75
1.618	3,741.25
2.618	3,679.00
4.250	3,577.50

Fisher Pivots for day following 16-Dec-2022
Pivot	1 day	3 day
R1	3,873.00	3,957.50
PP	3,872.50	3,929.00
S1	3,872.00	3,900.25

Download as Excel Spreadsheet

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

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