E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 03-Jun-2022
Day Change Summary
Previous Current
02-Jun-2022 03-Jun-2022 Change Change % Previous Week
Open 4,100.00 4,182.00 82.00 2.0% 4,168.00
High 4,181.75 4,191.00 9.25 0.2% 4,204.75
Low 4,074.75 4,098.00 23.25 0.6% 4,074.25
Close 4,178.00 4,109.50 -68.50 -1.6% 4,109.50
Range 107.00 93.00 -14.00 -13.1% 130.50
ATR 108.03 106.96 -1.07 -1.0% 0.00
Volume 19,831 17,971 -1,860 -9.4% 81,673
Daily Pivots for day following 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,411.75 4,353.75 4,160.75
R3 4,318.75 4,260.75 4,135.00
R2 4,225.75 4,225.75 4,126.50
R1 4,167.75 4,167.75 4,118.00 4,150.25
PP 4,132.75 4,132.75 4,132.75 4,124.00
S1 4,074.75 4,074.75 4,101.00 4,057.25
S2 4,039.75 4,039.75 4,092.50
S3 3,946.75 3,981.75 4,084.00
S4 3,853.75 3,888.75 4,058.25
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,521.00 4,445.75 4,181.25
R3 4,390.50 4,315.25 4,145.50
R2 4,260.00 4,260.00 4,133.50
R1 4,184.75 4,184.75 4,121.50 4,157.00
PP 4,129.50 4,129.50 4,129.50 4,115.75
S1 4,054.25 4,054.25 4,097.50 4,026.50
S2 3,999.00 3,999.00 4,085.50
S3 3,868.50 3,923.75 4,073.50
S4 3,738.00 3,793.25 4,037.75
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 4,044.25 160.50 3.9% 103.75 2.5% 41% False False 17,796
10 4,204.75 3,810.00 394.75 9.6% 102.75 2.5% 76% False False 13,040
20 4,204.75 3,810.00 394.75 9.6% 107.00 2.6% 76% False False 9,140
40 4,523.00 3,810.00 713.00 17.4% 105.50 2.6% 42% False False 5,925
60 4,634.00 3,810.00 824.00 20.1% 97.00 2.4% 36% False False 4,509
80 4,634.00 3,810.00 824.00 20.1% 100.75 2.5% 36% False False 3,501
100 4,726.00 3,810.00 916.00 22.3% 100.75 2.5% 33% False False 2,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook True
Stretch 22.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,586.25
2.618 4,434.50
1.618 4,341.50
1.000 4,284.00
0.618 4,248.50
HIGH 4,191.00
0.618 4,155.50
0.500 4,144.50
0.382 4,133.50
LOW 4,098.00
0.618 4,040.50
1.000 4,005.00
1.618 3,947.50
2.618 3,854.50
4.250 3,702.75
Fisher Pivots for day following 03-Jun-2022
Pivot 1 day 3 day
R1 4,144.50 4,132.50
PP 4,132.75 4,125.00
S1 4,121.25 4,117.25

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

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