E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 25-Apr-2022
Day Change Summary
Previous Current
22-Apr-2022 25-Apr-2022 Change Change % Previous Week
Open 4,385.75 4,259.00 -126.75 -2.9% 4,390.00
High 4,393.25 4,296.50 -96.75 -2.2% 4,509.00
Low 4,247.50 4,195.25 -52.25 -1.2% 4,247.50
Close 4,267.25 4,292.75 25.50 0.6% 4,267.25
Range 145.75 101.25 -44.50 -30.5% 261.50
ATR 85.80 86.90 1.10 1.3% 0.00
Volume 2,039,961 2,280,374 240,413 11.8% 7,783,023
Daily Pivots for day following 25-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,565.25 4,530.25 4,348.50
R3 4,464.00 4,429.00 4,320.50
R2 4,362.75 4,362.75 4,311.25
R1 4,327.75 4,327.75 4,302.00 4,345.25
PP 4,261.50 4,261.50 4,261.50 4,270.25
S1 4,226.50 4,226.50 4,283.50 4,244.00
S2 4,160.25 4,160.25 4,274.25
S3 4,059.00 4,125.25 4,265.00
S4 3,957.75 4,024.00 4,237.00
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 5,125.75 4,958.00 4,411.00
R3 4,864.25 4,696.50 4,339.25
R2 4,602.75 4,602.75 4,315.25
R1 4,435.00 4,435.00 4,291.25 4,388.00
PP 4,341.25 4,341.25 4,341.25 4,317.75
S1 4,173.50 4,173.50 4,243.25 4,126.50
S2 4,079.75 4,079.75 4,219.25
S3 3,818.25 3,912.00 4,195.25
S4 3,556.75 3,650.50 4,123.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,509.00 4,195.25 313.75 7.3% 104.50 2.4% 31% False True 1,782,726
10 4,509.00 4,195.25 313.75 7.3% 89.00 2.1% 31% False True 1,588,496
20 4,631.00 4,195.25 435.75 10.2% 77.75 1.8% 22% False True 1,482,849
40 4,631.00 4,129.50 501.50 11.7% 90.00 2.1% 33% False False 1,189,690
60 4,631.00 4,094.25 536.75 12.5% 93.75 2.2% 37% False False 794,956
80 4,800.00 4,094.25 705.75 16.4% 93.25 2.2% 28% False False 596,673
100 4,800.00 4,094.25 705.75 16.4% 89.75 2.1% 28% False False 477,473
120 4,800.00 4,094.25 705.75 16.4% 82.25 1.9% 28% False False 397,907
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 20.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,726.75
2.618 4,561.50
1.618 4,460.25
1.000 4,397.75
0.618 4,359.00
HIGH 4,296.50
0.618 4,257.75
0.500 4,246.00
0.382 4,234.00
LOW 4,195.25
0.618 4,132.75
1.000 4,094.00
1.618 4,031.50
2.618 3,930.25
4.250 3,765.00
Fisher Pivots for day following 25-Apr-2022
Pivot 1 day 3 day
R1 4,277.00 4,352.00
PP 4,261.50 4,332.25
S1 4,246.00 4,312.50

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

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