E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 29-Sep-2021
Day Change Summary
Previous Current
28-Sep-2021 29-Sep-2021 Change Change % Previous Week
Open 4,409.50 4,340.50 -69.00 -1.6% 4,360.00
High 4,423.25 4,360.00 -63.25 -1.4% 4,436.50
Low 4,318.00 4,327.75 9.75 0.2% 4,278.50
Close 4,326.00 4,332.00 6.00 0.1% 4,428.00
Range 105.25 32.25 -73.00 -69.4% 158.00
ATR 0.00 56.93 56.93 0.00
Volume 148 121 -27 -18.2% 433
Daily Pivots for day following 29-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,436.75 4,416.50 4,349.75
R3 4,404.50 4,384.25 4,340.75
R2 4,372.25 4,372.25 4,338.00
R1 4,352.00 4,352.00 4,335.00 4,346.00
PP 4,340.00 4,340.00 4,340.00 4,337.00
S1 4,319.75 4,319.75 4,329.00 4,313.75
S2 4,307.75 4,307.75 4,326.00
S3 4,275.50 4,287.50 4,323.25
S4 4,243.25 4,255.25 4,314.25
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,855.00 4,799.50 4,515.00
R3 4,697.00 4,641.50 4,471.50
R2 4,539.00 4,539.00 4,457.00
R1 4,483.50 4,483.50 4,442.50 4,511.25
PP 4,381.00 4,381.00 4,381.00 4,395.00
S1 4,325.50 4,325.50 4,413.50 4,353.25
S2 4,223.00 4,223.00 4,399.00
S3 4,065.00 4,167.50 4,384.50
S4 3,907.00 4,009.50 4,341.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,453.00 4,318.00 135.00 3.1% 56.75 1.3% 10% False False 202
10 4,453.00 4,278.50 174.50 4.0% 58.75 1.4% 31% False False 123
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.55
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,497.00
2.618 4,444.50
1.618 4,412.25
1.000 4,392.25
0.618 4,380.00
HIGH 4,360.00
0.618 4,347.75
0.500 4,344.00
0.382 4,340.00
LOW 4,327.75
0.618 4,307.75
1.000 4,295.50
1.618 4,275.50
2.618 4,243.25
4.250 4,190.75
Fisher Pivots for day following 29-Sep-2021
Pivot 1 day 3 day
R1 4,344.00 4,385.50
PP 4,340.00 4,367.75
S1 4,336.00 4,349.75

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

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