E-mini S&P 500 Future December 2022


Trading Metrics calculated at close of trading on 27-Jun-2022
Day Change Summary
Previous Current
24-Jun-2022 27-Jun-2022 Change Change % Previous Week
Open 3,802.25 3,933.50 131.25 3.5% 3,708.00
High 3,934.00 3,962.50 28.50 0.7% 3,934.00
Low 3,796.75 3,909.00 112.25 3.0% 3,677.50
Close 3,931.50 3,919.50 -12.00 -0.3% 3,931.50
Range 137.25 53.50 -83.75 -61.0% 256.50
ATR 109.29 105.31 -3.99 -3.6% 0.00
Volume 3,485 566 -2,919 -83.8% 13,588
Daily Pivots for day following 27-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,090.75 4,058.75 3,949.00
R3 4,037.25 4,005.25 3,934.25
R2 3,983.75 3,983.75 3,929.25
R1 3,951.75 3,951.75 3,924.50 3,941.00
PP 3,930.25 3,930.25 3,930.25 3,925.00
S1 3,898.25 3,898.25 3,914.50 3,887.50
S2 3,876.75 3,876.75 3,909.75
S3 3,823.25 3,844.75 3,904.75
S4 3,769.75 3,791.25 3,890.00
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,617.25 4,530.75 4,072.50
R3 4,360.75 4,274.25 4,002.00
R2 4,104.25 4,104.25 3,978.50
R1 4,017.75 4,017.75 3,955.00 4,061.00
PP 3,847.75 3,847.75 3,847.75 3,869.25
S1 3,761.25 3,761.25 3,908.00 3,804.50
S2 3,591.25 3,591.25 3,884.50
S3 3,334.75 3,504.75 3,861.00
S4 3,078.25 3,248.25 3,790.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,962.50 3,677.50 285.00 7.3% 98.75 2.5% 85% True False 2,830
10 3,962.50 3,654.50 308.00 7.9% 111.25 2.8% 86% True False 2,192
20 4,214.00 3,654.50 559.50 14.3% 103.75 2.6% 47% False False 1,326
40 4,319.00 3,654.50 664.50 17.0% 109.50 2.8% 40% False False 979
60 4,627.25 3,654.50 972.75 24.8% 101.00 2.6% 27% False False 727
80 4,646.25 3,654.50 991.75 25.3% 88.75 2.3% 27% False False 569
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 23.13
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,190.00
2.618 4,102.50
1.618 4,049.00
1.000 4,016.00
0.618 3,995.50
HIGH 3,962.50
0.618 3,942.00
0.500 3,935.75
0.382 3,929.50
LOW 3,909.00
0.618 3,876.00
1.000 3,855.50
1.618 3,822.50
2.618 3,769.00
4.250 3,681.50
Fisher Pivots for day following 27-Jun-2022
Pivot 1 day 3 day
R1 3,935.75 3,898.50
PP 3,930.25 3,877.25
S1 3,925.00 3,856.25

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

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