E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 07-Jun-2022
Day Change Summary
Previous Current
06-Jun-2022 07-Jun-2022 Change Change % Previous Week
Open 4,110.50 4,122.00 11.50 0.3% 4,164.50
High 4,168.25 4,164.00 -4.25 -0.1% 4,202.25
Low 4,104.50 4,076.00 -28.50 -0.7% 4,071.50
Close 4,120.50 4,158.75 38.25 0.9% 4,107.00
Range 63.75 88.00 24.25 38.0% 130.75
ATR 104.14 102.98 -1.15 -1.1% 0.00
Volume 1,457,918 1,677,883 219,965 15.1% 7,181,118
Daily Pivots for day following 07-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,397.00 4,365.75 4,207.25
R3 4,309.00 4,277.75 4,183.00
R2 4,221.00 4,221.00 4,175.00
R1 4,189.75 4,189.75 4,166.75 4,205.50
PP 4,133.00 4,133.00 4,133.00 4,140.75
S1 4,101.75 4,101.75 4,150.75 4,117.50
S2 4,045.00 4,045.00 4,142.50
S3 3,957.00 4,013.75 4,134.50
S4 3,869.00 3,925.75 4,110.25
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 4,189.00 4,071.50 117.50 2.8% 88.75 2.1% 74% False False 1,618,869
10 4,202.25 3,872.00 330.25 7.9% 95.00 2.3% 87% False False 1,711,912
20 4,202.25 3,807.50 394.75 9.5% 103.25 2.5% 89% False False 1,892,000
40 4,509.00 3,807.50 701.50 16.9% 106.25 2.6% 50% False False 1,858,707
60 4,631.00 3,807.50 823.50 19.8% 96.50 2.3% 43% False False 1,724,267
80 4,631.00 3,807.50 823.50 19.8% 101.50 2.4% 43% False False 1,326,680
100 4,728.00 3,807.50 920.50 22.1% 102.50 2.5% 38% False False 1,061,863
120 4,800.00 3,807.50 992.50 23.9% 96.00 2.3% 35% False False 885,062
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,538.00
2.618 4,394.50
1.618 4,306.50
1.000 4,252.00
0.618 4,218.50
HIGH 4,164.00
0.618 4,130.50
0.500 4,120.00
0.382 4,109.50
LOW 4,076.00
0.618 4,021.50
1.000 3,988.00
1.618 3,933.50
2.618 3,845.50
4.250 3,702.00
Fisher Pivots for day following 07-Jun-2022
Pivot 1 day 3 day
R1 4,145.75 4,150.00
PP 4,133.00 4,141.25
S1 4,120.00 4,132.50

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

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