E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 07-Apr-2022
Day Change Summary
Previous Current
06-Apr-2022 07-Apr-2022 Change Change % Previous Week
Open 4,526.25 4,471.25 -55.00 -1.2% 4,535.25
High 4,528.75 4,517.25 -11.50 -0.3% 4,631.00
Low 4,444.50 4,444.50 0.00 0.0% 4,501.25
Close 4,475.75 4,496.25 20.50 0.5% 4,539.25
Range 84.25 72.75 -11.50 -13.6% 129.75
ATR 84.38 83.55 -0.83 -1.0% 0.00
Volume 1,803,684 1,446,250 -357,434 -19.8% 6,834,206
Daily Pivots for day following 07-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,704.25 4,673.00 4,536.25
R3 4,631.50 4,600.25 4,516.25
R2 4,558.75 4,558.75 4,509.50
R1 4,527.50 4,527.50 4,503.00 4,543.00
PP 4,486.00 4,486.00 4,486.00 4,493.75
S1 4,454.75 4,454.75 4,489.50 4,470.50
S2 4,413.25 4,413.25 4,483.00
S3 4,340.50 4,382.00 4,476.25
S4 4,267.75 4,309.25 4,456.25
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,946.50 4,872.50 4,610.50
R3 4,816.75 4,742.75 4,575.00
R2 4,687.00 4,687.00 4,563.00
R1 4,613.00 4,613.00 4,551.25 4,650.00
PP 4,557.25 4,557.25 4,557.25 4,575.50
S1 4,483.25 4,483.25 4,527.25 4,520.25
S2 4,427.50 4,427.50 4,515.50
S3 4,297.75 4,353.50 4,503.50
S4 4,168.00 4,223.75 4,468.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,588.75 4,444.50 144.25 3.2% 69.00 1.5% 36% False True 1,404,099
10 4,631.00 4,444.50 186.50 4.1% 66.00 1.5% 28% False True 1,366,465
20 4,631.00 4,129.50 501.50 11.2% 81.00 1.8% 73% False False 1,471,847
40 4,631.00 4,094.25 536.75 11.9% 98.00 2.2% 75% False False 760,843
60 4,731.50 4,094.25 637.25 14.2% 99.75 2.2% 63% False False 508,005
80 4,800.00 4,094.25 705.75 15.7% 91.25 2.0% 57% False False 381,266
100 4,800.00 4,094.25 705.75 15.7% 86.50 1.9% 57% False False 305,052
120 4,800.00 4,094.25 705.75 15.7% 77.75 1.7% 57% False False 254,219
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 14.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,826.50
2.618 4,707.75
1.618 4,635.00
1.000 4,590.00
0.618 4,562.25
HIGH 4,517.25
0.618 4,489.50
0.500 4,481.00
0.382 4,472.25
LOW 4,444.50
0.618 4,399.50
1.000 4,371.75
1.618 4,326.75
2.618 4,254.00
4.250 4,135.25
Fisher Pivots for day following 07-Apr-2022
Pivot 1 day 3 day
R1 4,491.00 4,516.50
PP 4,486.00 4,509.75
S1 4,481.00 4,503.00

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

View Archives - Comment on this page... - Back to Index of Symbols