E-mini S&P 500 Future June 2022

Trading Metrics calculated at close of trading on 13-Dec-2021

Day Change Summary
	Previous	Current
	10-Dec-2021	13-Dec-2021	Change	Change %	Previous Week
Open	4,657.75	4,700.00	42.25	0.9%	4,533.00
High	4,696.00	4,714.00	18.00	0.4%	4,696.00
Low	4,650.00	4,648.00	-2.00	0.0%	4,518.00
Close	4,695.50	4,651.25	-44.25	-0.9%	4,695.50
Range	46.00	66.00	20.00	43.5%	178.00
ATR	64.45	64.56	0.11	0.2%	0.00
Volume	598	379	-219	-36.6%	1,783

Daily Pivots for day following 13-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,869.00	4,826.25	4,687.50
R3	4,803.00	4,760.25	4,669.50
R2	4,737.00	4,737.00	4,663.25
R1	4,694.25	4,694.25	4,657.25	4,682.50
PP	4,671.00	4,671.00	4,671.00	4,665.25
S1	4,628.25	4,628.25	4,645.25	4,616.50
S2	4,605.00	4,605.00	4,639.25
S3	4,539.00	4,562.25	4,633.00
S4	4,473.00	4,496.25	4,615.00

Weekly Pivots for week ending 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	5,170.50	5,111.00	4,793.50
R3	4,992.50	4,933.00	4,744.50
R2	4,814.50	4,814.50	4,728.25
R1	4,755.00	4,755.00	4,711.75	4,784.75
PP	4,636.50	4,636.50	4,636.50	4,651.50
S1	4,577.00	4,577.00	4,679.25	4,606.75
S2	4,458.50	4,458.50	4,662.75
S3	4,280.50	4,399.00	4,646.50
S4	4,102.50	4,221.00	4,597.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,714.00	4,573.00	141.00	3.0%	60.25	1.3%	55%	True	False	418
10	4,714.00	4,478.50	235.50	5.1%	83.75	1.8%	73%	True	False	295
20	4,724.75	4,478.50	246.25	5.3%	68.25	1.5%	70%	False	False	198
40	4,724.75	4,420.25	304.50	6.5%	51.00	1.1%	76%	False	False	125
60	4,724.75	4,244.00	480.75	10.3%	54.25	1.2%	85%	False	False	125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.83
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,994.50
2.618	4,886.75
1.618	4,820.75
1.000	4,780.00
0.618	4,754.75
HIGH	4,714.00
0.618	4,688.75
0.500	4,681.00
0.382	4,673.25
LOW	4,648.00
0.618	4,607.25
1.000	4,582.00
1.618	4,541.25
2.618	4,475.25
4.250	4,367.50

Fisher Pivots for day following 13-Dec-2021
Pivot	1 day	3 day
R1	4,681.00	4,681.00
PP	4,671.00	4,671.00
S1	4,661.25	4,661.25

Download as Excel Spreadsheet

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

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