E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 13-Jun-2022
Day Change Summary
Previous Current
10-Jun-2022 13-Jun-2022 Change Change % Previous Week
Open 4,025.25 3,870.75 -154.50 -3.8% 4,110.50
High 4,029.50 3,876.50 -153.00 -3.8% 4,168.25
Low 3,895.25 3,732.50 -162.75 -4.2% 3,895.25
Close 3,899.00 3,750.50 -148.50 -3.8% 3,899.00
Range 134.25 144.00 9.75 7.3% 273.00
ATR 104.01 108.47 4.46 4.3% 0.00
Volume 2,117,225 2,155,159 37,934 1.8% 8,984,437
Daily Pivots for day following 13-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,218.50 4,128.50 3,829.75
R3 4,074.50 3,984.50 3,790.00
R2 3,930.50 3,930.50 3,777.00
R1 3,840.50 3,840.50 3,763.75 3,813.50
PP 3,786.50 3,786.50 3,786.50 3,773.00
S1 3,696.50 3,696.50 3,737.25 3,669.50
S2 3,642.50 3,642.50 3,724.00
S3 3,498.50 3,552.50 3,711.00
S4 3,354.50 3,408.50 3,671.25
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,806.50 4,625.75 4,049.25
R3 4,533.50 4,352.75 3,974.00
R2 4,260.50 4,260.50 3,949.00
R1 4,079.75 4,079.75 3,924.00 4,033.50
PP 3,987.50 3,987.50 3,987.50 3,964.50
S1 3,806.75 3,806.75 3,874.00 3,760.50
S2 3,714.50 3,714.50 3,849.00
S3 3,441.50 3,533.75 3,824.00
S4 3,168.50 3,260.75 3,748.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,164.00 3,732.50 431.50 11.5% 110.00 2.9% 4% False True 1,936,335
10 4,202.25 3,732.50 469.75 12.5% 100.50 2.7% 4% False True 1,832,071
20 4,202.25 3,732.50 469.75 12.5% 103.25 2.7% 4% False True 1,859,958
40 4,509.00 3,732.50 776.50 20.7% 110.00 2.9% 2% False True 1,913,262
60 4,631.00 3,732.50 898.50 24.0% 96.75 2.6% 2% False True 1,731,999
80 4,631.00 3,732.50 898.50 24.0% 103.00 2.7% 2% False True 1,426,512
100 4,631.00 3,732.50 898.50 24.0% 103.50 2.8% 2% False True 1,141,828
120 4,800.00 3,732.50 1,067.50 28.5% 96.75 2.6% 2% False True 951,715
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.65
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,488.50
2.618 4,253.50
1.618 4,109.50
1.000 4,020.50
0.618 3,965.50
HIGH 3,876.50
0.618 3,821.50
0.500 3,804.50
0.382 3,787.50
LOW 3,732.50
0.618 3,643.50
1.000 3,588.50
1.618 3,499.50
2.618 3,355.50
4.250 3,120.50
Fisher Pivots for day following 13-Jun-2022
Pivot 1 day 3 day
R1 3,804.50 3,938.50
PP 3,786.50 3,875.75
S1 3,768.50 3,813.00

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

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