E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 21-Apr-2022
Day Change Summary
Previous Current
20-Apr-2022 21-Apr-2022 Change Change % Previous Week
Open 4,443.50 4,475.00 31.50 0.7% 4,488.50
High 4,487.75 4,513.25 25.50 0.6% 4,494.25
Low 4,436.75 4,384.25 -52.50 -1.2% 4,378.50
Close 4,459.50 4,394.75 -64.75 -1.5% 4,390.75
Range 51.00 129.00 78.00 152.9% 115.75
ATR 76.59 80.33 3.74 4.9% 0.00
Volume 2,438 3,665 1,227 50.3% 7,339
Daily Pivots for day following 21-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,817.75 4,735.25 4,465.75
R3 4,688.75 4,606.25 4,430.25
R2 4,559.75 4,559.75 4,418.50
R1 4,477.25 4,477.25 4,406.50 4,454.00
PP 4,430.75 4,430.75 4,430.75 4,419.00
S1 4,348.25 4,348.25 4,383.00 4,325.00
S2 4,301.75 4,301.75 4,371.00
S3 4,172.75 4,219.25 4,359.25
S4 4,043.75 4,090.25 4,323.75
Weekly Pivots for week ending 15-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,768.50 4,695.25 4,454.50
R3 4,652.75 4,579.50 4,422.50
R2 4,537.00 4,537.00 4,412.00
R1 4,463.75 4,463.75 4,401.25 4,442.50
PP 4,421.25 4,421.25 4,421.25 4,410.50
S1 4,348.00 4,348.00 4,380.25 4,326.75
S2 4,305.50 4,305.50 4,369.50
S3 4,189.75 4,232.25 4,359.00
S4 4,074.00 4,116.50 4,327.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,513.25 4,359.25 154.00 3.5% 79.25 1.8% 23% True False 2,068
10 4,523.00 4,359.25 163.75 3.7% 76.00 1.7% 22% False False 2,108
20 4,634.00 4,359.25 274.75 6.3% 70.50 1.6% 13% False False 2,103
40 4,634.00 4,095.25 538.75 12.3% 91.25 2.1% 56% False False 1,538
60 4,634.00 4,095.25 538.75 12.3% 93.00 2.1% 56% False False 1,085
80 4,792.00 4,095.25 696.75 15.9% 86.75 2.0% 43% False False 823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.80
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 5,061.50
2.618 4,851.00
1.618 4,722.00
1.000 4,642.25
0.618 4,593.00
HIGH 4,513.25
0.618 4,464.00
0.500 4,448.75
0.382 4,433.50
LOW 4,384.25
0.618 4,304.50
1.000 4,255.25
1.618 4,175.50
2.618 4,046.50
4.250 3,836.00
Fisher Pivots for day following 21-Apr-2022
Pivot 1 day 3 day
R1 4,448.75 4,444.25
PP 4,430.75 4,427.75
S1 4,412.75 4,411.25

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

View Archives - Comment on this page... - Back to Index of Symbols