E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 19-Apr-2022
Day Change Summary
Previous Current
18-Apr-2022 19-Apr-2022 Change Change % Previous Week
Open 4,390.00 4,399.00 9.00 0.2% 4,488.75
High 4,406.25 4,467.00 60.75 1.4% 4,491.25
Low 4,355.50 4,371.75 16.25 0.4% 4,375.50
Close 4,386.75 4,459.25 72.50 1.7% 4,387.50
Range 50.75 95.25 44.50 87.7% 115.75
ATR 78.30 79.51 1.21 1.5% 0.00
Volume 1,149,765 1,465,764 315,999 27.5% 5,821,564
Daily Pivots for day following 19-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,718.50 4,684.00 4,511.75
R3 4,623.25 4,588.75 4,485.50
R2 4,528.00 4,528.00 4,476.75
R1 4,493.50 4,493.50 4,468.00 4,510.75
PP 4,432.75 4,432.75 4,432.75 4,441.25
S1 4,398.25 4,398.25 4,450.50 4,415.50
S2 4,337.50 4,337.50 4,441.75
S3 4,242.25 4,303.00 4,433.00
S4 4,147.00 4,207.75 4,406.75
Weekly Pivots for week ending 15-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,765.25 4,692.25 4,451.25
R3 4,649.50 4,576.50 4,419.25
R2 4,533.75 4,533.75 4,408.75
R1 4,460.75 4,460.75 4,398.00 4,439.50
PP 4,418.00 4,418.00 4,418.00 4,407.50
S1 4,345.00 4,345.00 4,377.00 4,323.50
S2 4,302.25 4,302.25 4,366.25
S3 4,186.50 4,229.25 4,355.75
S4 4,070.75 4,113.50 4,323.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,467.00 4,355.50 111.50 2.5% 74.75 1.7% 93% True False 1,401,144
10 4,588.75 4,355.50 233.25 5.2% 75.00 1.7% 44% False False 1,434,935
20 4,631.00 4,355.50 275.50 6.2% 69.75 1.6% 38% False False 1,361,229
40 4,631.00 4,094.25 536.75 12.0% 94.75 2.1% 68% False False 1,004,902
60 4,631.00 4,094.25 536.75 12.0% 97.50 2.2% 68% False False 671,059
80 4,800.00 4,094.25 705.75 15.8% 90.00 2.0% 52% False False 503,606
100 4,800.00 4,094.25 705.75 15.8% 89.00 2.0% 52% False False 403,005
120 4,800.00 4,094.25 705.75 15.8% 80.00 1.8% 52% False False 335,846
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 17.83
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4,871.75
2.618 4,716.25
1.618 4,621.00
1.000 4,562.25
0.618 4,525.75
HIGH 4,467.00
0.618 4,430.50
0.500 4,419.50
0.382 4,408.25
LOW 4,371.75
0.618 4,313.00
1.000 4,276.50
1.618 4,217.75
2.618 4,122.50
4.250 3,967.00
Fisher Pivots for day following 19-Apr-2022
Pivot 1 day 3 day
R1 4,446.00 4,443.25
PP 4,432.75 4,427.25
S1 4,419.50 4,411.25

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

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