E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 13-Dec-2021
Day Change Summary
Previous Current
10-Dec-2021 13-Dec-2021 Change Change % Previous Week
Open 4,657.75 4,700.00 42.25 0.9% 4,533.00
High 4,696.00 4,714.00 18.00 0.4% 4,696.00
Low 4,650.00 4,648.00 -2.00 0.0% 4,518.00
Close 4,695.50 4,651.25 -44.25 -0.9% 4,695.50
Range 46.00 66.00 20.00 43.5% 178.00
ATR 64.45 64.56 0.11 0.2% 0.00
Volume 598 379 -219 -36.6% 1,783
Daily Pivots for day following 13-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,869.00 4,826.25 4,687.50
R3 4,803.00 4,760.25 4,669.50
R2 4,737.00 4,737.00 4,663.25
R1 4,694.25 4,694.25 4,657.25 4,682.50
PP 4,671.00 4,671.00 4,671.00 4,665.25
S1 4,628.25 4,628.25 4,645.25 4,616.50
S2 4,605.00 4,605.00 4,639.25
S3 4,539.00 4,562.25 4,633.00
S4 4,473.00 4,496.25 4,615.00
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,170.50 5,111.00 4,793.50
R3 4,992.50 4,933.00 4,744.50
R2 4,814.50 4,814.50 4,728.25
R1 4,755.00 4,755.00 4,711.75 4,784.75
PP 4,636.50 4,636.50 4,636.50 4,651.50
S1 4,577.00 4,577.00 4,679.25 4,606.75
S2 4,458.50 4,458.50 4,662.75
S3 4,280.50 4,399.00 4,646.50
S4 4,102.50 4,221.00 4,597.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,714.00 4,573.00 141.00 3.0% 60.25 1.3% 55% True False 418
10 4,714.00 4,478.50 235.50 5.1% 83.75 1.8% 73% True False 295
20 4,724.75 4,478.50 246.25 5.3% 68.25 1.5% 70% False False 198
40 4,724.75 4,420.25 304.50 6.5% 51.00 1.1% 76% False False 125
60 4,724.75 4,244.00 480.75 10.3% 54.25 1.2% 85% False False 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.83
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,994.50
2.618 4,886.75
1.618 4,820.75
1.000 4,780.00
0.618 4,754.75
HIGH 4,714.00
0.618 4,688.75
0.500 4,681.00
0.382 4,673.25
LOW 4,648.00
0.618 4,607.25
1.000 4,582.00
1.618 4,541.25
2.618 4,475.25
4.250 4,367.50
Fisher Pivots for day following 13-Dec-2021
Pivot 1 day 3 day
R1 4,681.00 4,681.00
PP 4,671.00 4,671.00
S1 4,661.25 4,661.25

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

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