E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 4,663.75 4,667.50 3.75 0.1% 4,671.75
High 4,680.50 4,693.50 13.00 0.3% 4,690.75
Low 4,652.75 4,656.75 4.00 0.1% 4,610.50
Close 4,663.75 4,681.00 17.25 0.4% 4,663.00
Range 27.75 36.75 9.00 32.4% 80.25
ATR 39.54 39.34 -0.20 -0.5% 0.00
Volume 0 27 27 55
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,787.25 4,771.00 4,701.25
R3 4,750.50 4,734.25 4,691.00
R2 4,713.75 4,713.75 4,687.75
R1 4,697.50 4,697.50 4,684.25 4,705.50
PP 4,677.00 4,677.00 4,677.00 4,681.25
S1 4,660.75 4,660.75 4,677.75 4,669.00
S2 4,640.25 4,640.25 4,674.25
S3 4,603.50 4,624.00 4,671.00
S4 4,566.75 4,587.25 4,660.75
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 4,693.50 4,610.50 83.00 1.8% 29.50 0.6% 85% True False 9
10 4,696.00 4,599.00 97.00 2.1% 31.50 0.7% 85% False False 28
20 4,696.00 4,488.50 207.50 4.4% 32.75 0.7% 93% False False 50
40 4,696.00 4,244.00 452.00 9.7% 45.25 1.0% 97% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.88
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,849.75
2.618 4,789.75
1.618 4,753.00
1.000 4,730.25
0.618 4,716.25
HIGH 4,693.50
0.618 4,679.50
0.500 4,675.00
0.382 4,670.75
LOW 4,656.75
0.618 4,634.00
1.000 4,620.00
1.618 4,597.25
2.618 4,560.50
4.250 4,500.50
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 4,679.00 4,678.50
PP 4,677.00 4,675.75
S1 4,675.00 4,673.00

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

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