E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 22-Apr-2022
Day Change Summary
Previous Current
21-Apr-2022 22-Apr-2022 Change Change % Previous Week
Open 4,475.00 4,392.75 -82.25 -1.8% 4,389.75
High 4,513.25 4,397.50 -115.75 -2.6% 4,513.25
Low 4,384.25 4,253.00 -131.25 -3.0% 4,253.00
Close 4,394.75 4,272.25 -122.50 -2.8% 4,272.25
Range 129.00 144.50 15.50 12.0% 260.25
ATR 80.33 84.91 4.58 5.7% 0.00
Volume 3,665 4,102 437 11.9% 13,129
Daily Pivots for day following 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,741.00 4,651.25 4,351.75
R3 4,596.50 4,506.75 4,312.00
R2 4,452.00 4,452.00 4,298.75
R1 4,362.25 4,362.25 4,285.50 4,335.00
PP 4,307.50 4,307.50 4,307.50 4,294.00
S1 4,217.75 4,217.75 4,259.00 4,190.50
S2 4,163.00 4,163.00 4,245.75
S3 4,018.50 4,073.25 4,232.50
S4 3,874.00 3,928.75 4,192.75
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 5,127.00 4,959.75 4,415.50
R3 4,866.75 4,699.50 4,343.75
R2 4,606.50 4,606.50 4,320.00
R1 4,439.25 4,439.25 4,296.00 4,392.75
PP 4,346.25 4,346.25 4,346.25 4,323.00
S1 4,179.00 4,179.00 4,248.50 4,132.50
S2 4,086.00 4,086.00 4,224.50
S3 3,825.75 3,918.75 4,200.75
S4 3,565.50 3,658.50 4,129.00
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 4,253.00 260.25 6.1% 94.00 2.2% 7% False True 2,625
10 4,523.00 4,253.00 270.00 6.3% 83.50 2.0% 7% False True 2,320
20 4,634.00 4,253.00 381.00 8.9% 74.00 1.7% 5% False True 2,163
40 4,634.00 4,128.00 506.00 11.8% 90.25 2.1% 29% False False 1,626
60 4,634.00 4,095.25 538.75 12.6% 93.00 2.2% 33% False False 1,152
80 4,792.00 4,095.25 696.75 16.3% 88.25 2.1% 25% False False 875
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 19.18
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 5,011.50
2.618 4,775.75
1.618 4,631.25
1.000 4,542.00
0.618 4,486.75
HIGH 4,397.50
0.618 4,342.25
0.500 4,325.25
0.382 4,308.25
LOW 4,253.00
0.618 4,163.75
1.000 4,108.50
1.618 4,019.25
2.618 3,874.75
4.250 3,639.00
Fisher Pivots for day following 22-Apr-2022
Pivot 1 day 3 day
R1 4,325.25 4,383.00
PP 4,307.50 4,346.25
S1 4,290.00 4,309.25

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

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