E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 03-Aug-2022
Day Change Summary
Previous Current
02-Aug-2022 03-Aug-2022 Change Change % Previous Week
Open 4,119.75 4,097.00 -22.75 -0.6% 3,967.75
High 4,143.00 4,170.00 27.00 0.7% 4,144.00
Low 4,080.50 4,084.50 4.00 0.1% 3,913.25
Close 4,093.75 4,156.25 62.50 1.5% 4,133.50
Range 62.50 85.50 23.00 36.8% 230.75
ATR 82.48 82.70 0.22 0.3% 0.00
Volume 1,892,241 1,696,602 -195,639 -10.3% 8,757,128
Daily Pivots for day following 03-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,393.50 4,360.25 4,203.25
R3 4,308.00 4,274.75 4,179.75
R2 4,222.50 4,222.50 4,172.00
R1 4,189.25 4,189.25 4,164.00 4,206.00
PP 4,137.00 4,137.00 4,137.00 4,145.25
S1 4,103.75 4,103.75 4,148.50 4,120.50
S2 4,051.50 4,051.50 4,140.50
S3 3,966.00 4,018.25 4,132.75
S4 3,880.50 3,932.75 4,109.25
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 4,170.00 3,994.50 175.50 4.2% 75.50 1.8% 92% True False 1,859,968
10 4,170.00 3,913.25 256.75 6.2% 72.50 1.7% 95% True False 1,768,059
20 4,170.00 3,723.75 446.25 10.7% 76.75 1.8% 97% True False 1,699,551
40 4,170.00 3,639.00 531.00 12.8% 89.75 2.2% 97% True False 1,714,857
60 4,204.75 3,639.00 565.75 13.6% 95.00 2.3% 91% False False 1,146,570
80 4,523.00 3,639.00 884.00 21.3% 97.50 2.3% 59% False False 860,644
100 4,634.00 3,639.00 995.00 23.9% 94.00 2.3% 52% False False 688,867
120 4,634.00 3,639.00 995.00 23.9% 97.00 2.3% 52% False False 574,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,533.50
2.618 4,393.75
1.618 4,308.25
1.000 4,255.50
0.618 4,222.75
HIGH 4,170.00
0.618 4,137.25
0.500 4,127.25
0.382 4,117.25
LOW 4,084.50
0.618 4,031.75
1.000 3,999.00
1.618 3,946.25
2.618 3,860.75
4.250 3,721.00
Fisher Pivots for day following 03-Aug-2022
Pivot 1 day 3 day
R1 4,146.50 4,146.00
PP 4,137.00 4,135.50
S1 4,127.25 4,125.25

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

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