E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 09-Jun-2022
Day Change Summary
Previous Current
08-Jun-2022 09-Jun-2022 Change Change % Previous Week
Open 4,154.25 4,117.75 -36.50 -0.9% 4,168.00
High 4,161.75 4,145.75 -16.00 -0.4% 4,204.75
Low 4,107.25 4,016.00 -91.25 -2.2% 4,074.25
Close 4,116.00 4,017.50 -98.50 -2.4% 4,109.50
Range 54.50 129.75 75.25 138.1% 130.50
ATR 99.28 101.45 2.18 2.2% 0.00
Volume 111,871 525,193 413,322 369.5% 81,673
Daily Pivots for day following 09-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,449.00 4,363.00 4,088.75
R3 4,319.25 4,233.25 4,053.25
R2 4,189.50 4,189.50 4,041.25
R1 4,103.50 4,103.50 4,029.50 4,081.50
PP 4,059.75 4,059.75 4,059.75 4,048.75
S1 3,973.75 3,973.75 4,005.50 3,952.00
S2 3,930.00 3,930.00 3,993.75
S3 3,800.25 3,844.00 3,981.75
S4 3,670.50 3,714.25 3,946.25
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 4,191.00 4,016.00 175.00 4.4% 85.75 2.1% 1% False True 146,498
10 4,204.75 3,963.25 241.50 6.0% 96.75 2.4% 22% False False 80,817
20 4,204.75 3,810.00 394.75 9.8% 101.00 2.5% 53% False False 43,914
40 4,513.25 3,810.00 703.25 17.5% 106.25 2.6% 30% False False 23,556
60 4,634.00 3,810.00 824.00 20.5% 95.25 2.4% 25% False False 16,384
80 4,634.00 3,810.00 824.00 20.5% 100.50 2.5% 25% False False 12,421
100 4,652.25 3,810.00 842.25 21.0% 101.50 2.5% 25% False False 9,960
120 4,792.00 3,810.00 982.00 24.4% 92.00 2.3% 21% False False 8,304
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 20.85
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,697.25
2.618 4,485.50
1.618 4,355.75
1.000 4,275.50
0.618 4,226.00
HIGH 4,145.75
0.618 4,096.25
0.500 4,081.00
0.382 4,065.50
LOW 4,016.00
0.618 3,935.75
1.000 3,886.25
1.618 3,806.00
2.618 3,676.25
4.250 3,464.50
Fisher Pivots for day following 09-Jun-2022
Pivot 1 day 3 day
R1 4,081.00 4,091.00
PP 4,059.75 4,066.50
S1 4,038.50 4,042.00

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

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