E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 25-Jul-2022
Day Change Summary
Previous Current
22-Jul-2022 25-Jul-2022 Change Change % Previous Week
Open 3,988.00 3,967.75 -20.25 -0.5% 3,878.50
High 4,016.25 3,988.75 -27.50 -0.7% 4,016.25
Low 3,941.50 3,946.00 4.50 0.1% 3,820.25
Close 3,965.00 3,970.00 5.00 0.1% 3,965.00
Range 74.75 42.75 -32.00 -42.8% 196.00
ATR 88.33 85.07 -3.26 -3.7% 0.00
Volume 1,736,592 1,493,471 -243,121 -14.0% 8,343,238
Daily Pivots for day following 25-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,096.50 4,076.00 3,993.50
R3 4,053.75 4,033.25 3,981.75
R2 4,011.00 4,011.00 3,977.75
R1 3,990.50 3,990.50 3,974.00 4,000.75
PP 3,968.25 3,968.25 3,968.25 3,973.50
S1 3,947.75 3,947.75 3,966.00 3,958.00
S2 3,925.50 3,925.50 3,962.25
S3 3,882.75 3,905.00 3,958.25
S4 3,840.00 3,862.25 3,946.50
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,521.75 4,439.50 4,072.75
R3 4,325.75 4,243.50 4,019.00
R2 4,129.75 4,129.75 4,001.00
R1 4,047.50 4,047.50 3,983.00 4,088.50
PP 3,933.75 3,933.75 3,933.75 3,954.50
S1 3,851.50 3,851.50 3,947.00 3,892.50
S2 3,737.75 3,737.75 3,929.00
S3 3,541.75 3,655.50 3,911.00
S4 3,345.75 3,459.50 3,857.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,016.25 3,834.00 182.25 4.6% 72.25 1.8% 75% False False 1,679,423
10 4,016.25 3,723.75 292.50 7.4% 81.25 2.0% 84% False False 1,707,555
20 4,016.25 3,723.75 292.50 7.4% 78.75 2.0% 84% False False 1,711,579
40 4,204.75 3,639.00 565.75 14.3% 93.75 2.4% 59% False False 1,402,019
60 4,308.50 3,639.00 669.50 16.9% 101.25 2.5% 49% False False 936,481
80 4,630.75 3,639.00 991.75 25.0% 96.75 2.4% 33% False False 702,948
100 4,634.00 3,639.00 995.00 25.1% 96.25 2.4% 33% False False 562,629
120 4,634.00 3,639.00 995.00 25.1% 96.50 2.4% 33% False False 468,897
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.38
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,170.50
2.618 4,100.75
1.618 4,058.00
1.000 4,031.50
0.618 4,015.25
HIGH 3,988.75
0.618 3,972.50
0.500 3,967.50
0.382 3,962.25
LOW 3,946.00
0.618 3,919.50
1.000 3,903.25
1.618 3,876.75
2.618 3,834.00
4.250 3,764.25
Fisher Pivots for day following 25-Jul-2022
Pivot 1 day 3 day
R1 3,969.00 3,973.25
PP 3,968.25 3,972.25
S1 3,967.50 3,971.00

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

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