E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 11-Aug-2022
Day Change Summary
Previous Current
10-Aug-2022 11-Aug-2022 Change Change % Previous Week
Open 4,128.75 4,210.75 82.00 2.0% 4,137.50
High 4,213.50 4,260.50 47.00 1.1% 4,173.25
Low 4,113.75 4,202.75 89.00 2.2% 4,080.50
Close 4,210.00 4,209.75 -0.25 0.0% 4,146.75
Range 99.75 57.75 -42.00 -42.1% 92.75
ATR 76.17 74.86 -1.32 -1.7% 0.00
Volume 1,627,940 1,598,130 -29,810 -1.8% 8,333,243
Daily Pivots for day following 11-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,397.50 4,361.50 4,241.50
R3 4,339.75 4,303.75 4,225.75
R2 4,282.00 4,282.00 4,220.25
R1 4,246.00 4,246.00 4,215.00 4,235.00
PP 4,224.25 4,224.25 4,224.25 4,219.00
S1 4,188.25 4,188.25 4,204.50 4,177.50
S2 4,166.50 4,166.50 4,199.25
S3 4,108.75 4,130.50 4,193.75
S4 4,051.00 4,072.75 4,178.00
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 4,260.50 4,103.75 156.75 3.7% 64.25 1.5% 68% True False 1,553,001
10 4,260.50 4,080.50 180.00 4.3% 62.00 1.5% 72% True False 1,629,544
20 4,260.50 3,780.25 480.25 11.4% 71.50 1.7% 89% True False 1,649,998
40 4,260.50 3,639.00 621.50 14.8% 82.50 2.0% 92% True False 1,730,007
60 4,260.50 3,639.00 621.50 14.8% 90.00 2.1% 92% True False 1,296,289
80 4,513.25 3,639.00 874.25 20.8% 96.75 2.3% 65% False False 973,128
100 4,634.00 3,639.00 995.00 23.6% 90.75 2.2% 57% False False 778,900
120 4,634.00 3,639.00 995.00 23.6% 95.50 2.3% 57% False False 649,207
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,506.00
2.618 4,411.75
1.618 4,354.00
1.000 4,318.25
0.618 4,296.25
HIGH 4,260.50
0.618 4,238.50
0.500 4,231.50
0.382 4,224.75
LOW 4,202.75
0.618 4,167.00
1.000 4,145.00
1.618 4,109.25
2.618 4,051.50
4.250 3,957.25
Fisher Pivots for day following 11-Aug-2022
Pivot 1 day 3 day
R1 4,231.50 4,202.00
PP 4,224.25 4,194.50
S1 4,217.00 4,186.75

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

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