E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 13-Jun-2022
Day Change Summary
Previous Current
10-Jun-2022 13-Jun-2022 Change Change % Previous Week
Open 4,026.00 3,877.25 -148.75 -3.7% 4,117.00
High 4,030.50 3,878.50 -152.00 -3.8% 4,170.75
Low 3,896.50 3,735.25 -161.25 -4.1% 3,896.50
Close 3,900.50 3,753.50 -147.00 -3.8% 3,900.50
Range 134.00 143.25 9.25 6.9% 274.25
ATR 103.78 108.17 4.39 4.2% 0.00
Volume 1,847,767 3,162,300 1,314,533 71.1% 2,562,288
Daily Pivots for day following 13-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,218.75 4,129.50 3,832.25
R3 4,075.50 3,986.25 3,793.00
R2 3,932.25 3,932.25 3,779.75
R1 3,843.00 3,843.00 3,766.75 3,816.00
PP 3,789.00 3,789.00 3,789.00 3,775.50
S1 3,699.75 3,699.75 3,740.25 3,672.75
S2 3,645.75 3,645.75 3,727.25
S3 3,502.50 3,556.50 3,714.00
S4 3,359.25 3,413.25 3,674.75
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,812.00 4,630.50 4,051.25
R3 4,537.75 4,356.25 3,976.00
R2 4,263.50 4,263.50 3,950.75
R1 4,082.00 4,082.00 3,925.75 4,035.50
PP 3,989.25 3,989.25 3,989.25 3,966.00
S1 3,807.75 3,807.75 3,875.25 3,761.50
S2 3,715.00 3,715.00 3,850.25
S3 3,440.75 3,533.50 3,825.00
S4 3,166.50 3,259.25 3,749.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,166.25 3,735.25 431.00 11.5% 110.00 2.9% 4% False True 1,140,465
10 4,204.75 3,735.25 469.50 12.5% 100.50 2.7% 4% False True 580,626
20 4,204.75 3,735.25 469.50 12.5% 103.50 2.8% 4% False True 293,929
40 4,513.25 3,735.25 778.00 20.7% 109.75 2.9% 2% False True 148,738
60 4,634.00 3,735.25 898.75 23.9% 96.50 2.6% 2% False True 99,850
80 4,634.00 3,735.25 898.75 23.9% 102.25 2.7% 2% False True 75,043
100 4,634.00 3,735.25 898.75 23.9% 102.50 2.7% 2% False True 60,060
120 4,792.00 3,735.25 1,056.75 28.2% 93.50 2.5% 2% False True 50,054
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 19.65
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,487.25
2.618 4,253.50
1.618 4,110.25
1.000 4,021.75
0.618 3,967.00
HIGH 3,878.50
0.618 3,823.75
0.500 3,807.00
0.382 3,790.00
LOW 3,735.25
0.618 3,646.75
1.000 3,592.00
1.618 3,503.50
2.618 3,360.25
4.250 3,126.50
Fisher Pivots for day following 13-Jun-2022
Pivot 1 day 3 day
R1 3,807.00 3,940.50
PP 3,789.00 3,878.25
S1 3,771.25 3,815.75

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

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