E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 11-May-2022
Day Change Summary
Previous Current
10-May-2022 11-May-2022 Change Change % Previous Week
Open 3,993.25 3,990.50 -2.75 -0.1% 4,144.00
High 4,065.50 4,050.50 -15.00 -0.4% 4,303.00
Low 3,953.00 3,923.75 -29.25 -0.7% 4,056.00
Close 3,996.75 3,930.25 -66.50 -1.7% 4,119.50
Range 112.50 126.75 14.25 12.7% 247.00
ATR 111.13 112.24 1.12 1.0% 0.00
Volume 2,247,750 2,157,244 -90,506 -4.0% 10,513,719
Daily Pivots for day following 11-May-2022
Classic Woodie Camarilla DeMark
R4 4,348.50 4,266.00 4,000.00
R3 4,221.75 4,139.25 3,965.00
R2 4,095.00 4,095.00 3,953.50
R1 4,012.50 4,012.50 3,941.75 3,990.50
PP 3,968.25 3,968.25 3,968.25 3,957.00
S1 3,885.75 3,885.75 3,918.75 3,863.50
S2 3,841.50 3,841.50 3,907.00
S3 3,714.75 3,759.00 3,895.50
S4 3,588.00 3,632.25 3,860.50
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 4,900.50 4,757.00 4,255.25
R3 4,653.50 4,510.00 4,187.50
R2 4,406.50 4,406.50 4,164.75
R1 4,263.00 4,263.00 4,142.25 4,211.25
PP 4,159.50 4,159.50 4,159.50 4,133.50
S1 4,016.00 4,016.00 4,096.75 3,964.25
S2 3,912.50 3,912.50 4,074.25
S3 3,665.50 3,769.00 4,051.50
S4 3,418.50 3,522.00 3,983.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,300.75 3,923.75 377.00 9.6% 132.25 3.4% 2% False True 2,249,065
10 4,303.50 3,923.75 379.75 9.7% 128.00 3.3% 2% False True 2,097,450
20 4,509.00 3,923.75 585.25 14.9% 112.25 2.9% 1% False True 1,887,106
40 4,631.00 3,923.75 707.25 18.0% 93.25 2.4% 1% False True 1,647,611
60 4,631.00 3,923.75 707.25 18.0% 101.50 2.6% 1% False True 1,211,530
80 4,663.50 3,923.75 739.75 18.8% 103.25 2.6% 1% False True 909,367
100 4,800.00 3,923.75 876.25 22.3% 95.00 2.4% 1% False True 727,695
120 4,800.00 3,923.75 876.25 22.3% 92.00 2.3% 1% False True 606,474
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 26.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,589.25
2.618 4,382.25
1.618 4,255.50
1.000 4,177.25
0.618 4,128.75
HIGH 4,050.50
0.618 4,002.00
0.500 3,987.00
0.382 3,972.25
LOW 3,923.75
0.618 3,845.50
1.000 3,797.00
1.618 3,718.75
2.618 3,592.00
4.250 3,385.00
Fisher Pivots for day following 11-May-2022
Pivot 1 day 3 day
R1 3,987.00 4,011.50
PP 3,968.25 3,984.25
S1 3,949.25 3,957.25

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

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