E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 01-Jun-2022
Day Change Summary
Previous Current
31-May-2022 01-Jun-2022 Change Change % Previous Week
Open 4,164.50 4,138.50 -26.00 -0.6% 3,910.50
High 4,202.25 4,165.00 -37.25 -0.9% 4,168.25
Low 4,102.75 4,071.50 -31.25 -0.8% 3,872.00
Close 4,131.25 4,099.00 -32.25 -0.8% 4,155.75
Range 99.50 93.50 -6.00 -6.0% 296.25
ATR 109.68 108.52 -1.16 -1.1% 0.00
Volume 2,222,573 1,912,031 -310,542 -14.0% 8,538,370
Daily Pivots for day following 01-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,392.25 4,339.25 4,150.50
R3 4,298.75 4,245.75 4,124.75
R2 4,205.25 4,205.25 4,116.25
R1 4,152.25 4,152.25 4,107.50 4,132.00
PP 4,111.75 4,111.75 4,111.75 4,101.75
S1 4,058.75 4,058.75 4,090.50 4,038.50
S2 4,018.25 4,018.25 4,081.75
S3 3,924.75 3,965.25 4,073.25
S4 3,831.25 3,871.75 4,047.50
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 4,954.00 4,851.25 4,318.75
R3 4,657.75 4,555.00 4,237.25
R2 4,361.50 4,361.50 4,210.00
R1 4,258.75 4,258.75 4,183.00 4,310.00
PP 4,065.25 4,065.25 4,065.25 4,091.00
S1 3,962.50 3,962.50 4,128.50 4,014.00
S2 3,769.00 3,769.00 4,101.50
S3 3,472.75 3,666.25 4,074.25
S4 3,176.50 3,370.00 3,992.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,202.25 3,913.50 288.75 7.0% 103.50 2.5% 64% False False 1,783,871
10 4,202.25 3,807.50 394.75 9.6% 109.50 2.7% 74% False False 1,960,137
20 4,303.00 3,807.50 495.50 12.1% 115.00 2.8% 59% False False 2,014,075
40 4,588.75 3,807.50 781.25 19.1% 104.75 2.6% 37% False False 1,851,955
60 4,631.00 3,807.50 823.50 20.1% 98.75 2.4% 35% False False 1,661,112
80 4,631.00 3,807.50 823.50 20.1% 100.75 2.5% 35% False False 1,249,547
100 4,731.50 3,807.50 924.00 22.5% 101.75 2.5% 32% False False 1,000,089
120 4,800.00 3,807.50 992.50 24.2% 95.00 2.3% 29% False False 833,561
Crabel Price Patterns
NR True
NR4 True
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 20.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,562.50
2.618 4,409.75
1.618 4,316.25
1.000 4,258.50
0.618 4,222.75
HIGH 4,165.00
0.618 4,129.25
0.500 4,118.25
0.382 4,107.25
LOW 4,071.50
0.618 4,013.75
1.000 3,978.00
1.618 3,920.25
2.618 3,826.75
4.250 3,674.00
Fisher Pivots for day following 01-Jun-2022
Pivot 1 day 3 day
R1 4,118.25 4,121.75
PP 4,111.75 4,114.25
S1 4,105.50 4,106.50

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

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