E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 26-Apr-2022
Day Change Summary
Previous Current
25-Apr-2022 26-Apr-2022 Change Change % Previous Week
Open 4,259.00 4,294.00 35.00 0.8% 4,390.00
High 4,296.50 4,303.50 7.00 0.2% 4,509.00
Low 4,195.25 4,136.75 -58.50 -1.4% 4,247.50
Close 4,292.75 4,170.50 -122.25 -2.8% 4,267.25
Range 101.25 166.75 65.50 64.7% 261.50
ATR 86.90 92.61 5.70 6.6% 0.00
Volume 2,280,374 2,018,166 -262,208 -11.5% 7,783,023
Daily Pivots for day following 26-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,703.75 4,604.00 4,262.25
R3 4,537.00 4,437.25 4,216.25
R2 4,370.25 4,370.25 4,201.00
R1 4,270.50 4,270.50 4,185.75 4,237.00
PP 4,203.50 4,203.50 4,203.50 4,187.00
S1 4,103.75 4,103.75 4,155.25 4,070.25
S2 4,036.75 4,036.75 4,140.00
S3 3,870.00 3,937.00 4,124.75
S4 3,703.25 3,770.25 4,078.75
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 4,136.75 372.25 8.9% 118.75 2.8% 9% False True 1,893,206
10 4,509.00 4,136.75 372.25 8.9% 96.75 2.3% 9% False True 1,647,175
20 4,631.00 4,136.75 494.25 11.9% 83.00 2.0% 7% False True 1,524,631
40 4,631.00 4,129.50 501.50 12.0% 91.00 2.2% 8% False False 1,239,775
60 4,631.00 4,094.25 536.75 12.9% 93.75 2.3% 14% False False 828,551
80 4,800.00 4,094.25 705.75 16.9% 95.00 2.3% 11% False False 621,891
100 4,800.00 4,094.25 705.75 16.9% 89.75 2.2% 11% False False 497,653
120 4,800.00 4,094.25 705.75 16.9% 83.50 2.0% 11% False False 414,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.28
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 5,012.25
2.618 4,740.00
1.618 4,573.25
1.000 4,470.25
0.618 4,406.50
HIGH 4,303.50
0.618 4,239.75
0.500 4,220.00
0.382 4,200.50
LOW 4,136.75
0.618 4,033.75
1.000 3,970.00
1.618 3,867.00
2.618 3,700.25
4.250 3,428.00
Fisher Pivots for day following 26-Apr-2022
Pivot 1 day 3 day
R1 4,220.00 4,265.00
PP 4,203.50 4,233.50
S1 4,187.00 4,202.00

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

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