E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 17-Aug-2022
Day Change Summary
Previous Current
16-Aug-2022 17-Aug-2022 Change Change % Previous Week
Open 4,294.50 4,309.25 14.75 0.3% 4,149.75
High 4,327.50 4,315.00 -12.50 -0.3% 4,282.75
Low 4,278.75 4,255.00 -23.75 -0.6% 4,113.00
Close 4,307.75 4,276.75 -31.00 -0.7% 4,281.00
Range 48.75 60.00 11.25 23.1% 169.75
ATR 71.70 70.87 -0.84 -1.2% 0.00
Volume 1,363,248 1,638,797 275,549 20.2% 7,342,774
Daily Pivots for day following 17-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,462.25 4,429.50 4,309.75
R3 4,402.25 4,369.50 4,293.25
R2 4,342.25 4,342.25 4,287.75
R1 4,309.50 4,309.50 4,282.25 4,296.00
PP 4,282.25 4,282.25 4,282.25 4,275.50
S1 4,249.50 4,249.50 4,271.25 4,236.00
S2 4,222.25 4,222.25 4,265.75
S3 4,162.25 4,189.50 4,260.25
S4 4,102.25 4,129.50 4,243.75
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,734.75 4,677.75 4,374.25
R3 4,565.00 4,508.00 4,327.75
R2 4,395.25 4,395.25 4,312.00
R1 4,338.25 4,338.25 4,296.50 4,366.75
PP 4,225.50 4,225.50 4,225.50 4,240.00
S1 4,168.50 4,168.50 4,265.50 4,197.00
S2 4,055.75 4,055.75 4,250.00
S3 3,886.00 3,998.75 4,234.25
S4 3,716.25 3,829.00 4,187.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,327.50 4,202.75 124.75 2.9% 59.25 1.4% 59% False False 1,443,517
10 4,327.50 4,103.75 223.75 5.2% 59.75 1.4% 77% False False 1,462,952
20 4,327.50 3,913.25 414.25 9.7% 66.00 1.5% 88% False False 1,615,506
40 4,327.50 3,693.25 634.25 14.8% 75.75 1.8% 92% False False 1,658,048
60 4,327.50 3,639.00 688.50 16.1% 85.50 2.0% 93% False False 1,389,428
80 4,327.50 3,639.00 688.50 16.1% 94.50 2.2% 93% False False 1,043,223
100 4,634.00 3,639.00 995.00 23.3% 90.50 2.1% 64% False False 835,011
120 4,634.00 3,639.00 995.00 23.3% 93.00 2.2% 64% False False 696,024
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,570.00
2.618 4,472.00
1.618 4,412.00
1.000 4,375.00
0.618 4,352.00
HIGH 4,315.00
0.618 4,292.00
0.500 4,285.00
0.382 4,278.00
LOW 4,255.00
0.618 4,218.00
1.000 4,195.00
1.618 4,158.00
2.618 4,098.00
4.250 4,000.00
Fisher Pivots for day following 17-Aug-2022
Pivot 1 day 3 day
R1 4,285.00 4,288.25
PP 4,282.25 4,284.50
S1 4,279.50 4,280.50

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

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