E-mini S&P 500 Future September 2022

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Trading Metrics calculated at close of trading on 12-Jan-2022
Day Change Summary Previous Current 11-Jan-2022 12-Jan-2022 Change Change % Previous Week Open 4,668.00 4,694.00 26.00 0.6% 4,767.50 High 4,692.00 4,726.00 34.00 0.7% 4,792.00 Low 4,618.25 4,684.75 66.50 1.4% 4,644.50 Close 4,690.00 4,705.00 15.00 0.3% 4,657.50 Range 73.75 41.25 -32.50 -44.1% 147.50 ATR 56.83 55.72 -1.11 -2.0% 0.00 Volume 13 38 25 192.3% 59
Daily Pivots for day following 12-Jan-2022 Classic Woodie Camarilla DeMark R4 4,829.00 4,808.25 4,727.75 R3 4,787.75 4,767.00 4,716.25 R2 4,746.50 4,746.50 4,712.50 R1 4,725.75 4,725.75 4,708.75 4,736.00 PP 4,705.25 4,705.25 4,705.25 4,710.50 S1 4,684.50 4,684.50 4,701.25 4,695.00 S2 4,664.00 4,664.00 4,697.50 S3 4,622.75 4,643.25 4,693.75 S4 4,581.50 4,602.00 4,682.25	Weekly Pivots for week ending 07-Jan-2022 Classic Woodie Camarilla DeMark R4 5,140.50 5,046.50 4,738.50 R3 4,993.00 4,899.00 4,698.00 R2 4,845.50 4,845.50 4,684.50 R1 4,751.50 4,751.50 4,671.00 4,724.75 PP 4,698.00 4,698.00 4,698.00 4,684.50 S1 4,604.00 4,604.00 4,644.00 4,577.25 S2 4,550.50 4,550.50 4,630.50 S3 4,403.00 4,456.50 4,617.00 S4 4,255.50 4,309.00 4,576.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,726.00 4,563.50 162.50 3.5% 60.50 1.3% 87% True False 25 10 4,792.00 4,563.50 228.50 4.9% 40.25 0.9% 62% False False 16
Crabel Price Patterns NR True NR4 True NR5 True 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 7.93 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 4,901.25 2.618 4,834.00 1.618 4,792.75 1.000 4,767.25 0.618 4,751.50 HIGH 4,726.00 0.618 4,710.25 0.500 4,705.50 0.382 4,700.50 LOW 4,684.75 0.618 4,659.25 1.000 4,643.50 1.618 4,618.00 2.618 4,576.75 4.250 4,509.50
Fisher Pivots for day following 12-Jan-2022 Pivot 1 day 3 day R1 4,705.50 4,685.00 PP 4,705.25 4,664.75 S1 4,705.00 4,644.75

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