E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 27-Jul-2022
Day Change Summary
Previous Current
26-Jul-2022 27-Jul-2022 Change Change % Previous Week
Open 3,959.00 3,939.25 -19.75 -0.5% 3,878.50
High 3,964.50 4,042.75 78.25 2.0% 4,016.25
Low 3,913.25 3,938.75 25.50 0.7% 3,820.25
Close 3,923.25 4,024.50 101.25 2.6% 3,965.00
Range 51.25 104.00 52.75 102.9% 196.00
ATR 83.05 85.65 2.60 3.1% 0.00
Volume 1,589,161 1,740,431 151,270 9.5% 8,343,238
Daily Pivots for day following 27-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,314.00 4,273.25 4,081.75
R3 4,210.00 4,169.25 4,053.00
R2 4,106.00 4,106.00 4,043.50
R1 4,065.25 4,065.25 4,034.00 4,085.50
PP 4,002.00 4,002.00 4,002.00 4,012.25
S1 3,961.25 3,961.25 4,015.00 3,981.50
S2 3,898.00 3,898.00 4,005.50
S3 3,794.00 3,857.25 3,996.00
S4 3,690.00 3,753.25 3,967.25
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 4,042.75 3,913.25 129.50 3.2% 69.50 1.7% 86% True False 1,676,150
10 4,042.75 3,723.75 319.00 7.9% 77.50 1.9% 94% True False 1,660,631
20 4,042.75 3,723.75 319.00 7.9% 77.25 1.9% 94% True False 1,713,606
40 4,204.75 3,639.00 565.75 14.1% 91.50 2.3% 68% False False 1,484,959
60 4,306.50 3,639.00 667.50 16.6% 99.25 2.5% 58% False False 991,885
80 4,591.50 3,639.00 952.50 23.7% 97.00 2.4% 40% False False 744,514
100 4,634.00 3,639.00 995.00 24.7% 96.00 2.4% 39% False False 595,918
120 4,634.00 3,639.00 995.00 24.7% 96.75 2.4% 39% False False 496,642
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.73
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,484.75
2.618 4,315.00
1.618 4,211.00
1.000 4,146.75
0.618 4,107.00
HIGH 4,042.75
0.618 4,003.00
0.500 3,990.75
0.382 3,978.50
LOW 3,938.75
0.618 3,874.50
1.000 3,834.75
1.618 3,770.50
2.618 3,666.50
4.250 3,496.75
Fisher Pivots for day following 27-Jul-2022
Pivot 1 day 3 day
R1 4,013.25 4,009.00
PP 4,002.00 3,993.50
S1 3,990.75 3,978.00

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

View Archives - Comment on this page... - Back to Index of Symbols