E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 07-Dec-2021
Day Change Summary
Previous Current
06-Dec-2021 07-Dec-2021 Change Change % Previous Week
Open 4,533.00 4,576.00 43.00 0.9% 4,573.50
High 4,596.00 4,682.00 86.00 1.9% 4,654.00
Low 4,518.00 4,573.00 55.00 1.2% 4,478.50
Close 4,575.00 4,670.50 95.50 2.1% 4,522.75
Range 78.00 109.00 31.00 39.7% 175.50
ATR 66.99 69.99 3.00 4.5% 0.00
Volume 70 135 65 92.9% 944
Daily Pivots for day following 07-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,968.75 4,928.75 4,730.50
R3 4,859.75 4,819.75 4,700.50
R2 4,750.75 4,750.75 4,690.50
R1 4,710.75 4,710.75 4,680.50 4,730.75
PP 4,641.75 4,641.75 4,641.75 4,652.00
S1 4,601.75 4,601.75 4,660.50 4,621.75
S2 4,532.75 4,532.75 4,650.50
S3 4,423.75 4,492.75 4,640.50
S4 4,314.75 4,383.75 4,610.50
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,078.25 4,976.00 4,619.25
R3 4,902.75 4,800.50 4,571.00
R2 4,727.25 4,727.25 4,555.00
R1 4,625.00 4,625.00 4,538.75 4,588.50
PP 4,551.75 4,551.75 4,551.75 4,533.50
S1 4,449.50 4,449.50 4,506.75 4,413.00
S2 4,376.25 4,376.25 4,490.50
S3 4,200.75 4,274.00 4,474.50
S4 4,025.25 4,098.50 4,426.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,682.00 4,478.50 203.50 4.4% 107.25 2.3% 94% True False 142
10 4,702.00 4,478.50 223.50 4.8% 95.25 2.0% 86% False False 174
20 4,724.75 4,478.50 246.25 5.3% 64.50 1.4% 78% False False 101
40 4,724.75 4,310.00 414.75 8.9% 49.25 1.1% 87% False False 92
60 4,724.75 4,244.00 480.75 10.3% 53.00 1.1% 89% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,145.25
2.618 4,967.25
1.618 4,858.25
1.000 4,791.00
0.618 4,749.25
HIGH 4,682.00
0.618 4,640.25
0.500 4,627.50
0.382 4,614.75
LOW 4,573.00
0.618 4,505.75
1.000 4,464.00
1.618 4,396.75
2.618 4,287.75
4.250 4,109.75
Fisher Pivots for day following 07-Dec-2021
Pivot 1 day 3 day
R1 4,656.25 4,640.50
PP 4,641.75 4,610.25
S1 4,627.50 4,580.25

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

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