E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 18-Jan-2022
Day Change Summary
Previous Current
14-Jan-2022 18-Jan-2022 Change Change % Previous Week
Open 4,646.25 4,658.00 11.75 0.3% 4,664.00
High 4,658.50 4,663.50 5.00 0.1% 4,731.50
Low 4,599.00 4,552.50 -46.50 -1.0% 4,565.75
Close 4,647.25 4,563.75 -83.50 -1.8% 4,647.25
Range 59.50 111.00 51.50 86.6% 165.75
ATR 64.61 67.92 3.31 5.1% 0.00
Volume 945 1,858 913 96.6% 6,152
Daily Pivots for day following 18-Jan-2022
Classic Woodie Camarilla DeMark
R4 4,926.25 4,856.00 4,624.75
R3 4,815.25 4,745.00 4,594.25
R2 4,704.25 4,704.25 4,584.00
R1 4,634.00 4,634.00 4,574.00 4,613.50
PP 4,593.25 4,593.25 4,593.25 4,583.00
S1 4,523.00 4,523.00 4,553.50 4,502.50
S2 4,482.25 4,482.25 4,543.50
S3 4,371.25 4,412.00 4,533.25
S4 4,260.25 4,301.00 4,502.75
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 5,145.50 5,062.00 4,738.50
R3 4,979.75 4,896.25 4,692.75
R2 4,814.00 4,814.00 4,677.75
R1 4,730.50 4,730.50 4,662.50 4,689.50
PP 4,648.25 4,648.25 4,648.25 4,627.50
S1 4,564.75 4,564.75 4,632.00 4,523.50
S2 4,482.50 4,482.50 4,616.75
S3 4,316.75 4,399.00 4,601.75
S4 4,151.00 4,233.25 4,556.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,731.50 4,552.50 179.00 3.9% 77.50 1.7% 6% False True 1,168
10 4,800.00 4,552.50 247.50 5.4% 74.00 1.6% 5% False True 1,248
20 4,800.00 4,512.50 287.50 6.3% 63.00 1.4% 18% False False 1,046
40 4,800.00 4,478.50 321.50 7.0% 71.50 1.6% 27% False False 735
60 4,800.00 4,478.50 321.50 7.0% 58.50 1.3% 27% False False 506
80 4,800.00 4,244.00 556.00 12.2% 57.25 1.3% 58% False False 407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.78
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 5,135.25
2.618 4,954.00
1.618 4,843.00
1.000 4,774.50
0.618 4,732.00
HIGH 4,663.50
0.618 4,621.00
0.500 4,608.00
0.382 4,595.00
LOW 4,552.50
0.618 4,484.00
1.000 4,441.50
1.618 4,373.00
2.618 4,262.00
4.250 4,080.75
Fisher Pivots for day following 18-Jan-2022
Pivot 1 day 3 day
R1 4,608.00 4,640.25
PP 4,593.25 4,614.75
S1 4,578.50 4,589.25

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

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