E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 25-May-2022
Day Change Summary
Previous Current
24-May-2022 25-May-2022 Change Change % Previous Week
Open 3,951.75 3,950.00 -1.75 0.0% 4,025.00
High 3,954.50 3,997.75 43.25 1.1% 4,095.00
Low 3,872.00 3,913.50 41.50 1.1% 3,807.50
Close 3,940.50 3,976.75 36.25 0.9% 3,899.50
Range 82.50 84.25 1.75 2.1% 287.50
ATR 110.79 108.90 -1.90 -1.7% 0.00
Volume 2,017,453 1,744,116 -273,337 -13.5% 10,340,093
Daily Pivots for day following 25-May-2022
Classic Woodie Camarilla DeMark
R4 4,215.50 4,180.25 4,023.00
R3 4,131.25 4,096.00 4,000.00
R2 4,047.00 4,047.00 3,992.25
R1 4,011.75 4,011.75 3,984.50 4,029.50
PP 3,962.75 3,962.75 3,962.75 3,971.50
S1 3,927.50 3,927.50 3,969.00 3,945.00
S2 3,878.50 3,878.50 3,961.25
S3 3,794.25 3,843.25 3,953.50
S4 3,710.00 3,759.00 3,930.50
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 4,796.50 4,635.50 4,057.50
R3 4,509.00 4,348.00 3,978.50
R2 4,221.50 4,221.50 3,952.25
R1 4,060.50 4,060.50 3,925.75 3,997.25
PP 3,934.00 3,934.00 3,934.00 3,902.50
S1 3,773.00 3,773.00 3,873.25 3,709.75
S2 3,646.50 3,646.50 3,846.75
S3 3,359.00 3,485.50 3,820.50
S4 3,071.50 3,198.00 3,741.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,997.75 3,807.50 190.25 4.8% 94.50 2.4% 89% True False 2,044,746
10 4,095.00 3,807.50 287.50 7.2% 104.50 2.6% 59% False False 2,007,746
20 4,303.50 3,807.50 496.00 12.5% 116.25 2.9% 34% False False 2,052,598
40 4,627.50 3,807.50 820.00 20.6% 100.00 2.5% 21% False False 1,805,663
60 4,631.00 3,807.50 823.50 20.7% 98.75 2.5% 21% False False 1,544,132
80 4,631.00 3,807.50 823.50 20.7% 99.25 2.5% 21% False False 1,159,988
100 4,800.00 3,807.50 992.50 25.0% 99.75 2.5% 17% False False 928,382
120 4,800.00 3,807.50 992.50 25.0% 94.25 2.4% 17% False False 773,772
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,355.75
2.618 4,218.25
1.618 4,134.00
1.000 4,082.00
0.618 4,049.75
HIGH 3,997.75
0.618 3,965.50
0.500 3,955.50
0.382 3,945.75
LOW 3,913.50
0.618 3,861.50
1.000 3,829.25
1.618 3,777.25
2.618 3,693.00
4.250 3,555.50
Fisher Pivots for day following 25-May-2022
Pivot 1 day 3 day
R1 3,969.75 3,962.75
PP 3,962.75 3,948.75
S1 3,955.50 3,935.00

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

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