E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 01-Dec-2021
Day Change Summary
Previous Current
30-Nov-2021 01-Dec-2021 Change Change % Previous Week
Open 4,611.75 4,562.00 -49.75 -1.1% 4,694.00
High 4,651.50 4,635.25 -16.25 -0.3% 4,724.75
Low 4,542.75 4,484.25 -58.50 -1.3% 4,562.50
Close 4,551.50 4,494.00 -57.50 -1.3% 4,580.50
Range 108.75 151.00 42.25 38.9% 162.25
ATR 53.88 60.82 6.94 12.9% 0.00
Volume 289 159 -130 -45.0% 636
Daily Pivots for day following 01-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,990.75 4,893.50 4,577.00
R3 4,839.75 4,742.50 4,535.50
R2 4,688.75 4,688.75 4,521.75
R1 4,591.50 4,591.50 4,507.75 4,564.50
PP 4,537.75 4,537.75 4,537.75 4,524.50
S1 4,440.50 4,440.50 4,480.25 4,413.50
S2 4,386.75 4,386.75 4,466.25
S3 4,235.75 4,289.50 4,452.50
S4 4,084.75 4,138.50 4,411.00
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 5,109.25 5,007.25 4,669.75
R3 4,947.00 4,845.00 4,625.00
R2 4,784.75 4,784.75 4,610.25
R1 4,682.75 4,682.75 4,595.25 4,652.50
PP 4,622.50 4,622.50 4,622.50 4,607.50
S1 4,520.50 4,520.50 4,565.75 4,490.50
S2 4,460.25 4,460.25 4,550.75
S3 4,298.00 4,358.25 4,536.00
S4 4,135.75 4,196.00 4,491.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,702.00 4,484.25 217.75 4.8% 104.75 2.3% 4% False True 230
10 4,724.75 4,484.25 240.50 5.4% 72.50 1.6% 4% False True 142
20 4,724.75 4,484.25 240.50 5.4% 52.00 1.2% 4% False True 85
40 4,724.75 4,257.00 467.75 10.4% 45.25 1.0% 51% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.83
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 5,277.00
2.618 5,030.50
1.618 4,879.50
1.000 4,786.25
0.618 4,728.50
HIGH 4,635.25
0.618 4,577.50
0.500 4,559.75
0.382 4,542.00
LOW 4,484.25
0.618 4,391.00
1.000 4,333.25
1.618 4,240.00
2.618 4,089.00
4.250 3,842.50
Fisher Pivots for day following 01-Dec-2021
Pivot 1 day 3 day
R1 4,559.75 4,569.00
PP 4,537.75 4,544.00
S1 4,516.00 4,519.00

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

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