E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 08-Jun-2022
Day Change Summary
Previous Current
07-Jun-2022 08-Jun-2022 Change Change % Previous Week
Open 4,122.00 4,150.75 28.75 0.7% 4,164.50
High 4,164.00 4,160.00 -4.00 -0.1% 4,202.25
Low 4,076.00 4,105.25 29.25 0.7% 4,071.50
Close 4,158.75 4,114.00 -44.75 -1.1% 4,107.00
Range 88.00 54.75 -33.25 -37.8% 130.75
ATR 102.98 99.54 -3.45 -3.3% 0.00
Volume 1,677,883 1,706,628 28,745 1.7% 7,181,118
Daily Pivots for day following 08-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,290.75 4,257.00 4,144.00
R3 4,236.00 4,202.25 4,129.00
R2 4,181.25 4,181.25 4,124.00
R1 4,147.50 4,147.50 4,119.00 4,137.00
PP 4,126.50 4,126.50 4,126.50 4,121.00
S1 4,092.75 4,092.75 4,109.00 4,082.25
S2 4,071.75 4,071.75 4,104.00
S3 4,017.00 4,038.00 4,099.00
S4 3,962.25 3,983.25 4,084.00
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 4,072.25 116.75 2.8% 81.00 2.0% 36% False False 1,577,788
10 4,202.25 3,913.50 288.75 7.0% 92.25 2.2% 69% False False 1,680,830
20 4,202.25 3,807.50 394.75 9.6% 100.50 2.4% 78% False False 1,864,944
40 4,509.00 3,807.50 701.50 17.1% 105.50 2.6% 44% False False 1,865,588
60 4,631.00 3,807.50 823.50 20.0% 95.75 2.3% 37% False False 1,718,340
80 4,631.00 3,807.50 823.50 20.0% 100.50 2.4% 37% False False 1,347,963
100 4,663.50 3,807.50 856.00 20.8% 102.00 2.5% 36% False False 1,078,919
120 4,800.00 3,807.50 992.50 24.1% 95.50 2.3% 31% False False 899,271
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 21.28
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4,392.75
2.618 4,303.25
1.618 4,248.50
1.000 4,214.75
0.618 4,193.75
HIGH 4,160.00
0.618 4,139.00
0.500 4,132.50
0.382 4,126.25
LOW 4,105.25
0.618 4,071.50
1.000 4,050.50
1.618 4,016.75
2.618 3,962.00
4.250 3,872.50
Fisher Pivots for day following 08-Jun-2022
Pivot 1 day 3 day
R1 4,132.50 4,122.00
PP 4,126.50 4,119.50
S1 4,120.25 4,116.75

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

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