E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 02-May-2022
Day Change Summary
Previous Current
29-Apr-2022 02-May-2022 Change Change % Previous Week
Open 4,244.00 4,144.00 -100.00 -2.4% 4,259.00
High 4,279.75 4,165.75 -114.00 -2.7% 4,303.50
Low 4,118.75 4,056.00 -62.75 -1.5% 4,118.75
Close 4,127.50 4,151.00 23.50 0.6% 4,127.50
Range 161.00 109.75 -51.25 -31.8% 184.75
ATR 99.46 100.20 0.73 0.7% 0.00
Volume 2,117,160 2,351,404 234,244 11.1% 10,249,971
Daily Pivots for day following 02-May-2022
Classic Woodie Camarilla DeMark
R4 4,453.50 4,412.00 4,211.25
R3 4,343.75 4,302.25 4,181.25
R2 4,234.00 4,234.00 4,171.00
R1 4,192.50 4,192.50 4,161.00 4,213.25
PP 4,124.25 4,124.25 4,124.25 4,134.50
S1 4,082.75 4,082.75 4,141.00 4,103.50
S2 4,014.50 4,014.50 4,131.00
S3 3,904.75 3,973.00 4,120.75
S4 3,795.00 3,863.25 4,090.75
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,737.50 4,617.25 4,229.00
R3 4,552.75 4,432.50 4,178.25
R2 4,368.00 4,368.00 4,161.25
R1 4,247.75 4,247.75 4,144.50 4,215.50
PP 4,183.25 4,183.25 4,183.25 4,167.00
S1 4,063.00 4,063.00 4,110.50 4,030.75
S2 3,998.50 3,998.50 4,093.75
S3 3,813.75 3,878.25 4,076.75
S4 3,629.00 3,693.50 4,026.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,303.50 4,056.00 247.50 6.0% 129.25 3.1% 38% False True 2,064,200
10 4,509.00 4,056.00 453.00 10.9% 116.75 2.8% 21% False True 1,923,463
20 4,588.75 4,056.00 532.75 12.8% 93.75 2.3% 18% False True 1,657,189
40 4,631.00 4,056.00 575.00 13.9% 92.50 2.2% 17% False True 1,444,373
60 4,631.00 4,056.00 575.00 13.9% 96.50 2.3% 17% False True 966,784
80 4,731.50 4,056.00 675.50 16.3% 98.25 2.4% 14% False True 725,634
100 4,800.00 4,056.00 744.00 17.9% 90.75 2.2% 13% False True 580,676
120 4,800.00 4,056.00 744.00 17.9% 86.50 2.1% 13% False True 483,914
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 21.95
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,632.25
2.618 4,453.00
1.618 4,343.25
1.000 4,275.50
0.618 4,233.50
HIGH 4,165.75
0.618 4,123.75
0.500 4,111.00
0.382 4,098.00
LOW 4,056.00
0.618 3,988.25
1.000 3,946.25
1.618 3,878.50
2.618 3,768.75
4.250 3,589.50
Fisher Pivots for day following 02-May-2022
Pivot 1 day 3 day
R1 4,137.50 4,179.75
PP 4,124.25 4,170.25
S1 4,111.00 4,160.50

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

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