E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 18-Aug-2022
Day Change Summary
Previous Current
17-Aug-2022 18-Aug-2022 Change Change % Previous Week
Open 4,309.25 4,279.50 -29.75 -0.7% 4,149.75
High 4,315.00 4,295.50 -19.50 -0.5% 4,282.75
Low 4,255.00 4,258.00 3.00 0.1% 4,113.00
Close 4,276.75 4,286.50 9.75 0.2% 4,281.00
Range 60.00 37.50 -22.50 -37.5% 169.75
ATR 70.87 68.48 -2.38 -3.4% 0.00
Volume 1,638,797 1,366,220 -272,577 -16.6% 7,342,774
Daily Pivots for day following 18-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,392.50 4,377.00 4,307.00
R3 4,355.00 4,339.50 4,296.75
R2 4,317.50 4,317.50 4,293.50
R1 4,302.00 4,302.00 4,290.00 4,309.75
PP 4,280.00 4,280.00 4,280.00 4,284.00
S1 4,264.50 4,264.50 4,283.00 4,272.25
S2 4,242.50 4,242.50 4,279.50
S3 4,205.00 4,227.00 4,276.25
S4 4,167.50 4,189.50 4,266.00
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 4,208.25 119.25 2.8% 55.25 1.3% 66% False False 1,397,135
10 4,327.50 4,103.75 223.75 5.2% 59.75 1.4% 82% False False 1,475,068
20 4,327.50 3,913.25 414.25 9.7% 64.25 1.5% 90% False False 1,592,762
40 4,327.50 3,723.75 603.75 14.1% 73.75 1.7% 93% False False 1,650,689
60 4,327.50 3,639.00 688.50 16.1% 85.00 2.0% 94% False False 1,412,034
80 4,327.50 3,639.00 688.50 16.1% 93.75 2.2% 94% False False 1,060,252
100 4,634.00 3,639.00 995.00 23.2% 90.25 2.1% 65% False False 848,656
120 4,634.00 3,639.00 995.00 23.2% 92.00 2.1% 65% False False 707,408
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.05
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,455.00
2.618 4,393.75
1.618 4,356.25
1.000 4,333.00
0.618 4,318.75
HIGH 4,295.50
0.618 4,281.25
0.500 4,276.75
0.382 4,272.25
LOW 4,258.00
0.618 4,234.75
1.000 4,220.50
1.618 4,197.25
2.618 4,159.75
4.250 4,098.50
Fisher Pivots for day following 18-Aug-2022
Pivot 1 day 3 day
R1 4,283.25 4,291.25
PP 4,280.00 4,289.75
S1 4,276.75 4,288.00

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

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