E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 02-Aug-2022
Day Change Summary
Previous Current
01-Aug-2022 02-Aug-2022 Change Change % Previous Week
Open 4,137.50 4,119.75 -17.75 -0.4% 3,967.75
High 4,147.25 4,143.00 -4.25 -0.1% 4,144.00
Low 4,097.00 4,080.50 -16.50 -0.4% 3,913.25
Close 4,120.50 4,093.75 -26.75 -0.6% 4,133.50
Range 50.25 62.50 12.25 24.4% 230.75
ATR 84.02 82.48 -1.54 -1.8% 0.00
Volume 1,776,936 1,892,241 115,305 6.5% 8,757,128
Daily Pivots for day following 02-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,293.25 4,256.00 4,128.00
R3 4,230.75 4,193.50 4,111.00
R2 4,168.25 4,168.25 4,105.25
R1 4,131.00 4,131.00 4,099.50 4,118.50
PP 4,105.75 4,105.75 4,105.75 4,099.50
S1 4,068.50 4,068.50 4,088.00 4,056.00
S2 4,043.25 4,043.25 4,082.25
S3 3,980.75 4,006.00 4,076.50
S4 3,918.25 3,943.50 4,059.50
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,755.75 4,675.50 4,260.50
R3 4,525.00 4,444.75 4,197.00
R2 4,294.25 4,294.25 4,175.75
R1 4,214.00 4,214.00 4,154.75 4,254.00
PP 4,063.50 4,063.50 4,063.50 4,083.75
S1 3,983.25 3,983.25 4,112.25 4,023.50
S2 3,832.75 3,832.75 4,091.25
S3 3,602.00 3,752.50 4,070.00
S4 3,371.25 3,521.75 4,006.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,147.25 3,938.75 208.50 5.1% 79.25 1.9% 74% False False 1,868,734
10 4,147.25 3,913.25 234.00 5.7% 69.50 1.7% 77% False False 1,771,834
20 4,147.25 3,723.75 423.50 10.3% 75.75 1.8% 87% False False 1,698,937
40 4,170.75 3,639.00 531.75 13.0% 89.00 2.2% 86% False False 1,672,998
60 4,204.75 3,639.00 565.75 13.8% 95.00 2.3% 80% False False 1,118,379
80 4,523.00 3,639.00 884.00 21.6% 97.25 2.4% 51% False False 839,461
100 4,634.00 3,639.00 995.00 24.3% 93.75 2.3% 46% False False 671,905
120 4,634.00 3,639.00 995.00 24.3% 96.75 2.4% 46% False False 560,000
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,408.50
2.618 4,306.50
1.618 4,244.00
1.000 4,205.50
0.618 4,181.50
HIGH 4,143.00
0.618 4,119.00
0.500 4,111.75
0.382 4,104.50
LOW 4,080.50
0.618 4,042.00
1.000 4,018.00
1.618 3,979.50
2.618 3,917.00
4.250 3,815.00
Fisher Pivots for day following 02-Aug-2022
Pivot 1 day 3 day
R1 4,111.75 4,114.00
PP 4,105.75 4,107.25
S1 4,099.75 4,100.50

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

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