E-mini S&P 500 Future June 2022

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Trading Metrics calculated at close of trading on 12-Nov-2021
Day Change Summary Previous Current 11-Nov-2021 12-Nov-2021 Change Change % Previous Week Open 4,643.75 4,658.50 14.75 0.3% 4,671.75 High 4,644.50 4,668.75 24.25 0.5% 4,690.75 Low 4,624.75 4,658.50 33.75 0.7% 4,610.50 Close 4,627.75 4,663.00 35.25 0.8% 4,663.00 Range 19.75 10.25 -9.50 -48.1% 80.25 ATR 40.41 40.45 0.04 0.1% 0.00 Volume 3 1 -2 -66.7% 55
Daily Pivots for day following 12-Nov-2021 Classic Woodie Camarilla DeMark R4 4,694.25 4,688.75 4,668.75 R3 4,684.00 4,678.50 4,665.75 R2 4,673.75 4,673.75 4,665.00 R1 4,668.25 4,668.25 4,664.00 4,671.00 PP 4,663.50 4,663.50 4,663.50 4,664.75 S1 4,658.00 4,658.00 4,662.00 4,660.75 S2 4,653.25 4,653.25 4,661.00 S3 4,643.00 4,647.75 4,660.25 S4 4,632.75 4,637.50 4,657.25	Weekly Pivots for week ending 12-Nov-2021 Classic Woodie Camarilla DeMark R4 4,895.50 4,859.50 4,707.25 R3 4,815.25 4,779.25 4,685.00 R2 4,735.00 4,735.00 4,677.75 R1 4,699.00 4,699.00 4,670.25 4,677.00 PP 4,654.75 4,654.75 4,654.75 4,643.75 S1 4,618.75 4,618.75 4,655.75 4,596.50 S2 4,574.50 4,574.50 4,648.25 S3 4,494.25 4,538.50 4,641.00 S4 4,414.00 4,458.25 4,618.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,690.75 4,610.50 80.25 1.7% 29.25 0.6% 65% False False 11 10 4,696.00 4,572.50 123.50 2.6% 31.25 0.7% 73% False False 38 20 4,696.00 4,420.25 275.75 5.9% 33.75 0.7% 88% False False 52 40 4,696.00 4,244.00 452.00 9.7% 47.25 1.0% 93% False False 88
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 True Bear Hook False Bull Hook False Stretch 6.50 Narrowest range in 22 trading days	Fibonacci Retracements and Extensions 4.250 4,712.25 2.618 4,695.50 1.618 4,685.25 1.000 4,679.00 0.618 4,675.00 HIGH 4,668.75 0.618 4,664.75 0.500 4,663.50 0.382 4,662.50 LOW 4,658.50 0.618 4,652.25 1.000 4,648.25 1.618 4,642.00 2.618 4,631.75 4.250 4,615.00
Fisher Pivots for day following 12-Nov-2021 Pivot 1 day 3 day R1 4,663.50 4,655.25 PP 4,663.50 4,647.50 S1 4,663.25 4,639.50

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