E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 28-Jul-2022
Day Change Summary
Previous Current
27-Jul-2022 28-Jul-2022 Change Change % Previous Week
Open 3,939.25 4,022.00 82.75 2.1% 3,878.50
High 4,042.75 4,111.00 68.25 1.7% 4,016.25
Low 3,938.75 3,994.50 55.75 1.4% 3,820.25
Close 4,024.50 4,073.50 49.00 1.2% 3,965.00
Range 104.00 116.50 12.50 12.0% 196.00
ATR 85.65 87.86 2.20 2.6% 0.00
Volume 1,740,431 2,014,467 274,036 15.7% 8,343,238
Daily Pivots for day following 28-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,409.25 4,357.75 4,137.50
R3 4,292.75 4,241.25 4,105.50
R2 4,176.25 4,176.25 4,094.75
R1 4,124.75 4,124.75 4,084.25 4,150.50
PP 4,059.75 4,059.75 4,059.75 4,072.50
S1 4,008.25 4,008.25 4,062.75 4,034.00
S2 3,943.25 3,943.25 4,052.25
S3 3,826.75 3,891.75 4,041.50
S4 3,710.25 3,775.25 4,009.50
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 4,111.00 3,913.25 197.75 4.9% 77.75 1.9% 81% True False 1,714,824
10 4,111.00 3,780.25 330.75 8.1% 81.00 2.0% 89% True False 1,670,452
20 4,111.00 3,723.75 387.25 9.5% 81.25 2.0% 90% True False 1,728,440
40 4,191.00 3,639.00 552.00 13.6% 92.00 2.3% 79% False False 1,534,676
60 4,306.50 3,639.00 667.50 16.4% 99.25 2.4% 65% False False 1,025,395
80 4,591.50 3,639.00 952.50 23.4% 97.75 2.4% 46% False False 769,669
100 4,634.00 3,639.00 995.00 24.4% 96.25 2.4% 44% False False 616,057
120 4,634.00 3,639.00 995.00 24.4% 97.00 2.4% 44% False False 513,429
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 18.43
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,606.00
2.618 4,416.00
1.618 4,299.50
1.000 4,227.50
0.618 4,183.00
HIGH 4,111.00
0.618 4,066.50
0.500 4,052.75
0.382 4,039.00
LOW 3,994.50
0.618 3,922.50
1.000 3,878.00
1.618 3,806.00
2.618 3,689.50
4.250 3,499.50
Fisher Pivots for day following 28-Jul-2022
Pivot 1 day 3 day
R1 4,066.50 4,053.00
PP 4,059.75 4,032.50
S1 4,052.75 4,012.00

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

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