E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 02-Dec-2021
Day Change Summary
Previous Current
01-Dec-2021 02-Dec-2021 Change Change % Previous Week
Open 4,562.00 4,504.25 -57.75 -1.3% 4,694.00
High 4,635.25 4,578.25 -57.00 -1.2% 4,724.75
Low 4,484.25 4,491.75 7.50 0.2% 4,562.50
Close 4,494.00 4,561.00 67.00 1.5% 4,580.50
Range 151.00 86.50 -64.50 -42.7% 162.25
ATR 60.82 62.65 1.83 3.0% 0.00
Volume 159 235 76 47.8% 636
Daily Pivots for day following 02-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,803.25 4,768.50 4,608.50
R3 4,716.75 4,682.00 4,584.75
R2 4,630.25 4,630.25 4,576.75
R1 4,595.50 4,595.50 4,569.00 4,613.00
PP 4,543.75 4,543.75 4,543.75 4,552.25
S1 4,509.00 4,509.00 4,553.00 4,526.50
S2 4,457.25 4,457.25 4,545.25
S3 4,370.75 4,422.50 4,537.25
S4 4,284.25 4,336.00 4,513.50
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% 113.25 2.5% 35% False False 255
10 4,724.75 4,484.25 240.50 5.3% 79.00 1.7% 32% False False 164
20 4,724.75 4,484.25 240.50 5.3% 54.25 1.2% 32% False False 96
40 4,724.75 4,310.00 414.75 9.1% 45.25 1.0% 61% False False 88
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,946.00
2.618 4,804.75
1.618 4,718.25
1.000 4,664.75
0.618 4,631.75
HIGH 4,578.25
0.618 4,545.25
0.500 4,535.00
0.382 4,524.75
LOW 4,491.75
0.618 4,438.25
1.000 4,405.25
1.618 4,351.75
2.618 4,265.25
4.250 4,124.00
Fisher Pivots for day following 02-Dec-2021
Pivot 1 day 3 day
R1 4,552.25 4,568.00
PP 4,543.75 4,565.50
S1 4,535.00 4,563.25

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

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