E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 24-Jan-2022
Day Change Summary
Previous Current
21-Jan-2022 24-Jan-2022 Change Change % Previous Week
Open 4,449.00 4,376.00 -73.00 -1.6% 4,658.00
High 4,478.50 4,418.75 -59.75 -1.3% 4,663.50
Low 4,374.25 4,204.75 -169.50 -3.9% 4,374.25
Close 4,382.00 4,395.75 13.75 0.3% 4,382.00
Range 104.25 214.00 109.75 105.3% 289.25
ATR 77.33 87.09 9.76 12.6% 0.00
Volume 2,467 4,240 1,773 71.9% 9,619
Daily Pivots for day following 24-Jan-2022
Classic Woodie Camarilla DeMark
R4 4,981.75 4,902.75 4,513.50
R3 4,767.75 4,688.75 4,454.50
R2 4,553.75 4,553.75 4,435.00
R1 4,474.75 4,474.75 4,415.25 4,514.25
PP 4,339.75 4,339.75 4,339.75 4,359.50
S1 4,260.75 4,260.75 4,376.25 4,300.25
S2 4,125.75 4,125.75 4,356.50
S3 3,911.75 4,046.75 4,337.00
S4 3,697.75 3,832.75 4,278.00
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 5,341.00 5,150.75 4,541.00
R3 5,051.75 4,861.50 4,461.50
R2 4,762.50 4,762.50 4,435.00
R1 4,572.25 4,572.25 4,408.50 4,522.75
PP 4,473.25 4,473.25 4,473.25 4,448.50
S1 4,283.00 4,283.00 4,355.50 4,233.50
S2 4,184.00 4,184.00 4,329.00
S3 3,894.75 3,993.75 4,302.50
S4 3,605.50 3,704.50 4,223.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,663.50 4,204.75 458.75 10.4% 133.75 3.0% 42% False True 2,771
10 4,731.50 4,204.75 526.75 12.0% 105.25 2.4% 36% False True 2,001
20 4,800.00 4,204.75 595.25 13.5% 76.25 1.7% 32% False True 1,422
40 4,800.00 4,204.75 595.25 13.5% 80.75 1.8% 32% False True 1,026
60 4,800.00 4,204.75 595.25 13.5% 65.75 1.5% 32% False True 699
80 4,800.00 4,204.75 595.25 13.5% 61.50 1.4% 32% False True 547
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 25.23
Widest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 5,328.25
2.618 4,979.00
1.618 4,765.00
1.000 4,632.75
0.618 4,551.00
HIGH 4,418.75
0.618 4,337.00
0.500 4,311.75
0.382 4,286.50
LOW 4,204.75
0.618 4,072.50
1.000 3,990.75
1.618 3,858.50
2.618 3,644.50
4.250 3,295.25
Fisher Pivots for day following 24-Jan-2022
Pivot 1 day 3 day
R1 4,367.75 4,395.75
PP 4,339.75 4,395.50
S1 4,311.75 4,395.50

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

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