E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 27-Apr-2022
Day Change Summary
Previous Current
26-Apr-2022 27-Apr-2022 Change Change % Previous Week
Open 4,295.25 4,154.00 -141.25 -3.3% 4,389.75
High 4,307.75 4,240.00 -67.75 -1.6% 4,513.25
Low 4,141.50 4,153.50 12.00 0.3% 4,253.00
Close 4,174.75 4,184.25 9.50 0.2% 4,272.25
Range 166.25 86.50 -79.75 -48.0% 260.25
ATR 91.73 91.35 -0.37 -0.4% 0.00
Volume 3,157 2,994 -163 -5.2% 13,129
Daily Pivots for day following 27-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,452.00 4,404.75 4,231.75
R3 4,365.50 4,318.25 4,208.00
R2 4,279.00 4,279.00 4,200.00
R1 4,231.75 4,231.75 4,192.25 4,255.50
PP 4,192.50 4,192.50 4,192.50 4,204.50
S1 4,145.25 4,145.25 4,176.25 4,169.00
S2 4,106.00 4,106.00 4,168.50
S3 4,019.50 4,058.75 4,160.50
S4 3,933.00 3,972.25 4,136.75
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 4,141.50 371.75 8.9% 125.25 3.0% 11% False False 3,558
10 4,513.25 4,141.50 371.75 8.9% 95.75 2.3% 11% False False 2,593
20 4,630.75 4,141.50 489.25 11.7% 83.25 2.0% 9% False False 2,350
40 4,634.00 4,128.00 506.00 12.1% 89.00 2.1% 11% False False 1,849
60 4,634.00 4,095.25 538.75 12.9% 91.75 2.2% 17% False False 1,312
80 4,792.00 4,095.25 696.75 16.7% 92.25 2.2% 13% False False 1,000
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,607.50
2.618 4,466.50
1.618 4,380.00
1.000 4,326.50
0.618 4,293.50
HIGH 4,240.00
0.618 4,207.00
0.500 4,196.75
0.382 4,186.50
LOW 4,153.50
0.618 4,100.00
1.000 4,067.00
1.618 4,013.50
2.618 3,927.00
4.250 3,786.00
Fisher Pivots for day following 27-Apr-2022
Pivot 1 day 3 day
R1 4,196.75 4,224.50
PP 4,192.50 4,211.25
S1 4,188.50 4,197.75

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

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