E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 12-Apr-2022
Day Change Summary
Previous Current
11-Apr-2022 12-Apr-2022 Change Change % Previous Week
Open 4,488.75 4,411.00 -77.75 -1.7% 4,538.25
High 4,491.25 4,466.75 -24.50 -0.5% 4,588.75
Low 4,403.50 4,375.50 -28.00 -0.6% 4,444.50
Close 4,409.00 4,393.00 -16.00 -0.4% 4,483.50
Range 87.75 91.25 3.50 4.0% 144.25
ATR 81.69 82.37 0.68 0.8% 0.00
Volume 1,431,371 1,739,771 308,400 21.5% 6,937,819
Daily Pivots for day following 12-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,685.50 4,630.50 4,443.25
R3 4,594.25 4,539.25 4,418.00
R2 4,503.00 4,503.00 4,409.75
R1 4,448.00 4,448.00 4,401.25 4,430.00
PP 4,411.75 4,411.75 4,411.75 4,402.75
S1 4,356.75 4,356.75 4,384.75 4,338.50
S2 4,320.50 4,320.50 4,376.25
S3 4,229.25 4,265.50 4,368.00
S4 4,138.00 4,174.25 4,342.75
Weekly Pivots for week ending 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,938.25 4,855.25 4,562.75
R3 4,794.00 4,711.00 4,523.25
R2 4,649.75 4,649.75 4,510.00
R1 4,566.75 4,566.75 4,496.75 4,536.00
PP 4,505.50 4,505.50 4,505.50 4,490.25
S1 4,422.50 4,422.50 4,470.25 4,392.00
S2 4,361.25 4,361.25 4,457.00
S3 4,217.00 4,278.25 4,443.75
S4 4,072.75 4,134.00 4,404.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,528.75 4,375.50 153.25 3.5% 77.50 1.8% 11% False True 1,555,905
10 4,627.50 4,375.50 252.00 5.7% 71.50 1.6% 7% False True 1,440,695
20 4,631.00 4,239.00 392.00 8.9% 74.25 1.7% 39% False False 1,408,116
40 4,631.00 4,094.25 536.75 12.2% 96.25 2.2% 56% False False 873,743
60 4,663.50 4,094.25 569.25 13.0% 100.25 2.3% 52% False False 583,454
80 4,800.00 4,094.25 705.75 16.1% 90.50 2.1% 42% False False 437,843
100 4,800.00 4,094.25 705.75 16.1% 88.00 2.0% 42% False False 350,348
120 4,800.00 4,094.25 705.75 16.1% 78.75 1.8% 42% False False 291,965
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 15.13
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,854.50
2.618 4,705.75
1.618 4,614.50
1.000 4,558.00
0.618 4,523.25
HIGH 4,466.75
0.618 4,432.00
0.500 4,421.00
0.382 4,410.25
LOW 4,375.50
0.618 4,319.00
1.000 4,284.25
1.618 4,227.75
2.618 4,136.50
4.250 3,987.75
Fisher Pivots for day following 12-Apr-2022
Pivot 1 day 3 day
R1 4,421.00 4,447.50
PP 4,411.75 4,429.50
S1 4,402.50 4,411.25

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

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