E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 03-May-2022
Day Change Summary
Previous Current
02-May-2022 03-May-2022 Change Change % Previous Week
Open 4,136.25 4,150.00 13.75 0.3% 4,264.75
High 4,170.00 4,200.00 30.00 0.7% 4,308.50
Low 4,061.00 4,134.00 73.00 1.8% 4,124.25
Close 4,155.25 4,173.75 18.50 0.4% 4,132.25
Range 109.00 66.00 -43.00 -39.4% 184.25
ATR 99.46 97.07 -2.39 -2.4% 0.00
Volume 3,907 2,254 -1,653 -42.3% 15,382
Daily Pivots for day following 03-May-2022
Classic Woodie Camarilla DeMark
R4 4,367.25 4,336.50 4,210.00
R3 4,301.25 4,270.50 4,192.00
R2 4,235.25 4,235.25 4,185.75
R1 4,204.50 4,204.50 4,179.75 4,220.00
PP 4,169.25 4,169.25 4,169.25 4,177.00
S1 4,138.50 4,138.50 4,167.75 4,154.00
S2 4,103.25 4,103.25 4,161.75
S3 4,037.25 4,072.50 4,155.50
S4 3,971.25 4,006.50 4,137.50
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,741.00 4,621.00 4,233.50
R3 4,556.75 4,436.75 4,183.00
R2 4,372.50 4,372.50 4,166.00
R1 4,252.50 4,252.50 4,149.25 4,220.50
PP 4,188.25 4,188.25 4,188.25 4,172.25
S1 4,068.25 4,068.25 4,115.25 4,036.00
S2 4,004.00 4,004.00 4,098.50
S3 3,819.75 3,884.00 4,081.50
S4 3,635.50 3,699.75 4,031.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,308.50 4,061.00 247.50 5.9% 108.50 2.6% 46% False False 2,902
10 4,513.25 4,061.00 452.25 10.8% 113.25 2.7% 25% False False 3,174
20 4,591.50 4,061.00 530.50 12.7% 93.75 2.2% 21% False False 2,564
40 4,634.00 4,061.00 573.00 13.7% 89.75 2.2% 20% False False 2,083
60 4,634.00 4,061.00 573.00 13.7% 94.50 2.3% 20% False False 1,498
80 4,726.00 4,061.00 665.00 15.9% 96.50 2.3% 17% False False 1,143
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 20.80
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,480.50
2.618 4,372.75
1.618 4,306.75
1.000 4,266.00
0.618 4,240.75
HIGH 4,200.00
0.618 4,174.75
0.500 4,167.00
0.382 4,159.25
LOW 4,134.00
0.618 4,093.25
1.000 4,068.00
1.618 4,027.25
2.618 3,961.25
4.250 3,853.50
Fisher Pivots for day following 03-May-2022
Pivot 1 day 3 day
R1 4,171.50 4,173.25
PP 4,169.25 4,172.75
S1 4,167.00 4,172.50

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

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