E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 01-Jul-2022
Day Change Summary
Previous Current
30-Jun-2022 01-Jul-2022 Change Change % Previous Week
Open 3,822.75 3,782.00 -40.75 -1.1% 3,915.00
High 3,825.00 3,833.50 8.50 0.2% 3,950.00
Low 3,741.25 3,744.50 3.25 0.1% 3,741.25
Close 3,789.50 3,827.25 37.75 1.0% 3,827.25
Range 83.75 89.00 5.25 6.3% 208.75
ATR 102.41 101.45 -0.96 -0.9% 0.00
Volume 2,394,361 1,752,977 -641,384 -26.8% 9,154,166
Daily Pivots for day following 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,068.75 4,037.00 3,876.25
R3 3,979.75 3,948.00 3,851.75
R2 3,890.75 3,890.75 3,843.50
R1 3,859.00 3,859.00 3,835.50 3,875.00
PP 3,801.75 3,801.75 3,801.75 3,809.75
S1 3,770.00 3,770.00 3,819.00 3,786.00
S2 3,712.75 3,712.75 3,811.00
S3 3,623.75 3,681.00 3,802.75
S4 3,534.75 3,592.00 3,778.25
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,465.75 4,355.25 3,942.00
R3 4,257.00 4,146.50 3,884.75
R2 4,048.25 4,048.25 3,865.50
R1 3,937.75 3,937.75 3,846.50 3,888.50
PP 3,839.50 3,839.50 3,839.50 3,815.00
S1 3,729.00 3,729.00 3,808.00 3,680.00
S2 3,630.75 3,630.75 3,789.00
S3 3,422.00 3,520.25 3,769.75
S4 3,213.25 3,311.50 3,712.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,950.00 3,741.25 208.75 5.5% 79.00 2.1% 41% False False 1,830,833
10 3,950.00 3,639.00 311.00 8.1% 91.25 2.4% 61% False False 1,775,917
20 4,191.00 3,639.00 552.00 14.4% 101.50 2.7% 34% False False 1,546,383
40 4,304.50 3,639.00 665.50 17.4% 107.00 2.8% 28% False False 777,402
60 4,531.75 3,639.00 892.75 23.3% 104.00 2.7% 21% False False 519,150
80 4,634.00 3,639.00 995.00 26.0% 98.75 2.6% 19% False False 389,756
100 4,634.00 3,639.00 995.00 26.0% 100.50 2.6% 19% False False 311,898
120 4,726.00 3,639.00 1,087.00 28.4% 101.00 2.6% 17% False False 259,928
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 23.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,211.75
2.618 4,066.50
1.618 3,977.50
1.000 3,922.50
0.618 3,888.50
HIGH 3,833.50
0.618 3,799.50
0.500 3,789.00
0.382 3,778.50
LOW 3,744.50
0.618 3,689.50
1.000 3,655.50
1.618 3,600.50
2.618 3,511.50
4.250 3,366.25
Fisher Pivots for day following 01-Jul-2022
Pivot 1 day 3 day
R1 3,814.50 3,815.00
PP 3,801.75 3,802.75
S1 3,789.00 3,790.50

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

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