E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 09-Aug-2022
Day Change Summary
Previous Current
08-Aug-2022 09-Aug-2022 Change Change % Previous Week
Open 4,149.75 4,148.50 -1.25 0.0% 4,137.50
High 4,188.00 4,155.00 -33.00 -0.8% 4,173.25
Low 4,129.25 4,113.00 -16.25 -0.4% 4,080.50
Close 4,141.75 4,124.50 -17.25 -0.4% 4,146.75
Range 58.75 42.00 -16.75 -28.5% 92.75
ATR 76.85 74.36 -2.49 -3.2% 0.00
Volume 1,536,449 1,280,085 -256,364 -16.7% 8,333,243
Daily Pivots for day following 09-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,256.75 4,232.75 4,147.50
R3 4,214.75 4,190.75 4,136.00
R2 4,172.75 4,172.75 4,132.25
R1 4,148.75 4,148.75 4,128.25 4,139.75
PP 4,130.75 4,130.75 4,130.75 4,126.50
S1 4,106.75 4,106.75 4,120.75 4,097.75
S2 4,088.75 4,088.75 4,116.75
S3 4,046.75 4,064.75 4,113.00
S4 4,004.75 4,022.75 4,101.50
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,411.75 4,372.00 4,197.75
R3 4,319.00 4,279.25 4,172.25
R2 4,226.25 4,226.25 4,163.75
R1 4,186.50 4,186.50 4,155.25 4,206.50
PP 4,133.50 4,133.50 4,133.50 4,143.50
S1 4,093.75 4,093.75 4,138.25 4,113.50
S2 4,040.75 4,040.75 4,129.75
S3 3,948.00 4,001.00 4,121.25
S4 3,855.25 3,908.25 4,095.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,188.00 4,084.50 103.50 2.5% 57.25 1.4% 39% False False 1,496,120
10 4,188.00 3,938.75 249.25 6.0% 68.25 1.7% 75% False False 1,682,427
20 4,188.00 3,723.75 464.25 11.3% 73.75 1.8% 86% False False 1,692,406
40 4,188.00 3,639.00 549.00 13.3% 84.50 2.0% 88% False False 1,795,956
60 4,204.75 3,639.00 565.75 13.7% 90.50 2.2% 86% False False 1,242,641
80 4,513.25 3,639.00 874.25 21.2% 96.25 2.3% 56% False False 932,835
100 4,634.00 3,639.00 995.00 24.1% 91.00 2.2% 49% False False 746,679
120 4,634.00 3,639.00 995.00 24.1% 95.75 2.3% 49% False False 622,328
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 15.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,333.50
2.618 4,265.00
1.618 4,223.00
1.000 4,197.00
0.618 4,181.00
HIGH 4,155.00
0.618 4,139.00
0.500 4,134.00
0.382 4,129.00
LOW 4,113.00
0.618 4,087.00
1.000 4,071.00
1.618 4,045.00
2.618 4,003.00
4.250 3,934.50
Fisher Pivots for day following 09-Aug-2022
Pivot 1 day 3 day
R1 4,134.00 4,146.00
PP 4,130.75 4,138.75
S1 4,127.75 4,131.50

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

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