E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 31-May-2022
Day Change Summary
Previous Current
27-May-2022 31-May-2022 Change Change % Previous Week
Open 4,048.50 4,168.00 119.50 3.0% 3,910.50
High 4,170.75 4,204.75 34.00 0.8% 4,170.75
Low 4,044.25 4,106.00 61.75 1.5% 3,874.50
Close 4,158.50 4,134.50 -24.00 -0.6% 4,158.50
Range 126.50 98.75 -27.75 -21.9% 296.25
ATR 110.00 109.20 -0.80 -0.7% 0.00
Volume 7,308 25,802 18,494 253.1% 37,963
Daily Pivots for day following 31-May-2022
Classic Woodie Camarilla DeMark
R4 4,444.75 4,388.25 4,188.75
R3 4,346.00 4,289.50 4,161.75
R2 4,247.25 4,247.25 4,152.50
R1 4,190.75 4,190.75 4,143.50 4,169.50
PP 4,148.50 4,148.50 4,148.50 4,137.75
S1 4,092.00 4,092.00 4,125.50 4,071.00
S2 4,049.75 4,049.75 4,116.50
S3 3,951.00 3,993.25 4,107.25
S4 3,852.25 3,894.50 4,080.25
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 4,956.75 4,853.75 4,321.50
R3 4,660.50 4,557.50 4,240.00
R2 4,364.25 4,364.25 4,212.75
R1 4,261.25 4,261.25 4,185.75 4,312.75
PP 4,068.00 4,068.00 4,068.00 4,093.50
S1 3,965.00 3,965.00 4,131.25 4,016.50
S2 3,771.75 3,771.75 4,104.25
S3 3,475.50 3,668.75 4,077.00
S4 3,179.25 3,372.50 3,995.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,204.75 3,874.50 330.25 8.0% 103.50 2.5% 79% True False 10,780
10 4,204.75 3,810.00 394.75 9.5% 110.00 2.7% 82% True False 9,484
20 4,306.50 3,810.00 496.50 12.0% 113.75 2.7% 65% False False 6,832
40 4,591.50 3,810.00 781.50 18.9% 103.25 2.5% 42% False False 4,663
60 4,634.00 3,810.00 824.00 19.9% 99.00 2.4% 39% False False 3,645
80 4,634.00 3,810.00 824.00 19.9% 99.75 2.4% 39% False False 2,805
100 4,726.00 3,810.00 916.00 22.2% 99.75 2.4% 35% False False 2,259
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 19.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,624.50
2.618 4,463.25
1.618 4,364.50
1.000 4,303.50
0.618 4,265.75
HIGH 4,204.75
0.618 4,167.00
0.500 4,155.50
0.382 4,143.75
LOW 4,106.00
0.618 4,045.00
1.000 4,007.25
1.618 3,946.25
2.618 3,847.50
4.250 3,686.25
Fisher Pivots for day following 31-May-2022
Pivot 1 day 3 day
R1 4,155.50 4,117.75
PP 4,148.50 4,100.75
S1 4,141.50 4,084.00

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

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