E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 16-Jun-2022
Day Change Summary
Previous Current
15-Jun-2022 16-Jun-2022 Change Change % Previous Week
Open 3,767.00 3,827.50 60.50 1.6% 4,140.00
High 3,856.50 3,848.00 -8.50 -0.2% 4,181.50
Low 3,741.25 3,657.25 -84.00 -2.2% 3,910.00
Close 3,808.25 3,685.50 -122.75 -3.2% 3,913.00
Range 115.25 190.75 75.50 65.5% 271.50
ATR 105.70 111.77 6.08 5.7% 0.00
Volume 973 2,069 1,096 112.6% 1,747
Daily Pivots for day following 16-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,302.50 4,184.75 3,790.50
R3 4,111.75 3,994.00 3,738.00
R2 3,921.00 3,921.00 3,720.50
R1 3,803.25 3,803.25 3,703.00 3,766.75
PP 3,730.25 3,730.25 3,730.25 3,712.00
S1 3,612.50 3,612.50 3,668.00 3,576.00
S2 3,539.50 3,539.50 3,650.50
S3 3,348.75 3,421.75 3,633.00
S4 3,158.00 3,231.00 3,580.50
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,816.00 4,636.00 4,062.25
R3 4,544.50 4,364.50 3,987.75
R2 4,273.00 4,273.00 3,962.75
R1 4,093.00 4,093.00 3,938.00 4,047.25
PP 4,001.50 4,001.50 4,001.50 3,978.50
S1 3,821.50 3,821.50 3,888.00 3,775.75
S2 3,730.00 3,730.00 3,863.25
S3 3,458.50 3,550.00 3,838.25
S4 3,187.00 3,278.50 3,763.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,041.00 3,657.25 383.75 10.4% 135.25 3.7% 7% False True 1,337
10 4,200.75 3,657.25 543.50 14.7% 108.75 3.0% 5% False True 746
20 4,214.00 3,657.25 556.75 15.1% 105.50 2.9% 5% False True 620
40 4,525.75 3,657.25 868.50 23.6% 113.75 3.1% 3% False True 632
60 4,646.25 3,657.25 989.00 26.8% 96.75 2.6% 3% False True 462
80 4,646.25 3,657.25 989.00 26.8% 85.50 2.3% 3% False True 365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.73
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 4,658.75
2.618 4,347.50
1.618 4,156.75
1.000 4,038.75
0.618 3,966.00
HIGH 3,848.00
0.618 3,775.25
0.500 3,752.50
0.382 3,730.00
LOW 3,657.25
0.618 3,539.25
1.000 3,466.50
1.618 3,348.50
2.618 3,157.75
4.250 2,846.50
Fisher Pivots for day following 16-Jun-2022
Pivot 1 day 3 day
R1 3,752.50 3,757.00
PP 3,730.25 3,733.00
S1 3,708.00 3,709.25

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

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