E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 15-Jul-2022
Day Change Summary
Previous Current
14-Jul-2022 15-Jul-2022 Change Change % Previous Week
Open 3,795.75 3,797.75 2.00 0.1% 3,900.00
High 3,806.25 3,868.25 62.00 1.6% 3,900.75
Low 3,723.75 3,780.25 56.50 1.5% 3,723.75
Close 3,793.25 3,865.00 71.75 1.9% 3,865.00
Range 82.50 88.00 5.50 6.7% 177.00
ATR 92.11 91.82 -0.29 -0.3% 0.00
Volume 1,916,260 1,523,753 -392,507 -20.5% 8,724,948
Daily Pivots for day following 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,101.75 4,071.50 3,913.50
R3 4,013.75 3,983.50 3,889.25
R2 3,925.75 3,925.75 3,881.25
R1 3,895.50 3,895.50 3,873.00 3,910.50
PP 3,837.75 3,837.75 3,837.75 3,845.50
S1 3,807.50 3,807.50 3,857.00 3,822.50
S2 3,749.75 3,749.75 3,848.75
S3 3,661.75 3,719.50 3,840.75
S4 3,573.75 3,631.50 3,816.50
Weekly Pivots for week ending 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,360.75 4,290.00 3,962.25
R3 4,183.75 4,113.00 3,913.75
R2 4,006.75 4,006.75 3,897.50
R1 3,936.00 3,936.00 3,881.25 3,883.00
PP 3,829.75 3,829.75 3,829.75 3,803.25
S1 3,759.00 3,759.00 3,848.75 3,706.00
S2 3,652.75 3,652.75 3,832.50
S3 3,475.75 3,582.00 3,816.25
S4 3,298.75 3,405.00 3,767.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,900.75 3,723.75 177.00 4.6% 82.75 2.1% 80% False False 1,744,989
10 3,922.00 3,723.75 198.25 5.1% 82.00 2.1% 71% False False 1,699,369
20 3,950.00 3,639.00 311.00 8.0% 91.75 2.4% 73% False False 1,773,833
40 4,204.75 3,639.00 565.75 14.6% 99.25 2.6% 40% False False 1,157,417
60 4,513.25 3,639.00 874.25 22.6% 105.00 2.7% 26% False False 772,873
80 4,634.00 3,639.00 995.00 25.7% 96.00 2.5% 23% False False 580,151
100 4,634.00 3,639.00 995.00 25.7% 100.50 2.6% 23% False False 464,283
120 4,634.00 3,639.00 995.00 25.7% 100.25 2.6% 23% False False 386,930
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 23.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,242.25
2.618 4,098.75
1.618 4,010.75
1.000 3,956.25
0.618 3,922.75
HIGH 3,868.25
0.618 3,834.75
0.500 3,824.25
0.382 3,813.75
LOW 3,780.25
0.618 3,725.75
1.000 3,692.25
1.618 3,637.75
2.618 3,549.75
4.250 3,406.25
Fisher Pivots for day following 15-Jul-2022
Pivot 1 day 3 day
R1 3,851.50 3,842.75
PP 3,837.75 3,820.50
S1 3,824.25 3,798.50

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

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