E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 06-Jun-2022
Day Change Summary
Previous Current
03-Jun-2022 06-Jun-2022 Change Change % Previous Week
Open 4,177.75 4,110.50 -67.25 -1.6% 4,164.50
High 4,189.00 4,168.25 -20.75 -0.5% 4,202.25
Low 4,096.75 4,104.50 7.75 0.2% 4,071.50
Close 4,107.00 4,120.50 13.50 0.3% 4,107.00
Range 92.25 63.75 -28.50 -30.9% 130.75
ATR 107.24 104.14 -3.11 -2.9% 0.00
Volume 1,532,766 1,457,918 -74,848 -4.9% 7,181,118
Daily Pivots for day following 06-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,322.25 4,285.25 4,155.50
R3 4,258.50 4,221.50 4,138.00
R2 4,194.75 4,194.75 4,132.25
R1 4,157.75 4,157.75 4,126.25 4,176.25
PP 4,131.00 4,131.00 4,131.00 4,140.50
S1 4,094.00 4,094.00 4,114.75 4,112.50
S2 4,067.25 4,067.25 4,108.75
S3 4,003.50 4,030.25 4,103.00
S4 3,939.75 3,966.50 4,085.50
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,519.25 4,443.75 4,179.00
R3 4,388.50 4,313.00 4,143.00
R2 4,257.75 4,257.75 4,131.00
R1 4,182.25 4,182.25 4,119.00 4,154.50
PP 4,127.00 4,127.00 4,127.00 4,113.00
S1 4,051.50 4,051.50 4,095.00 4,024.00
S2 3,996.25 3,996.25 4,083.00
S3 3,865.50 3,920.75 4,071.00
S4 3,734.75 3,790.00 4,035.00
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 4,071.50 130.75 3.2% 91.25 2.2% 37% False False 1,727,807
10 4,202.25 3,872.00 330.25 8.0% 93.75 2.3% 75% False False 1,717,740
20 4,202.25 3,807.50 394.75 9.6% 105.50 2.6% 79% False False 1,915,106
40 4,519.75 3,807.50 712.25 17.3% 105.25 2.6% 44% False False 1,850,721
60 4,631.00 3,807.50 823.50 20.0% 97.25 2.4% 38% False False 1,724,430
80 4,631.00 3,807.50 823.50 20.0% 101.75 2.5% 38% False False 1,305,782
100 4,731.50 3,807.50 924.00 22.4% 102.00 2.5% 34% False False 1,045,091
120 4,800.00 3,807.50 992.50 24.1% 96.00 2.3% 32% False False 871,084
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.83
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 4,439.25
2.618 4,335.25
1.618 4,271.50
1.000 4,232.00
0.618 4,207.75
HIGH 4,168.25
0.618 4,144.00
0.500 4,136.50
0.382 4,128.75
LOW 4,104.50
0.618 4,065.00
1.000 4,040.75
1.618 4,001.25
2.618 3,937.50
4.250 3,833.50
Fisher Pivots for day following 06-Jun-2022
Pivot 1 day 3 day
R1 4,136.50 4,130.50
PP 4,131.00 4,127.25
S1 4,125.75 4,124.00

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

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