E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 20-Dec-2021
Day Change Summary
Previous Current
17-Dec-2021 20-Dec-2021 Change Change % Previous Week
Open 4,655.00 4,609.25 -45.75 -1.0% 4,700.00
High 4,659.25 4,612.75 -46.50 -1.0% 4,734.50
Low 4,583.00 4,512.50 -70.50 -1.5% 4,583.00
Close 4,602.50 4,551.00 -51.50 -1.1% 4,602.50
Range 76.25 100.25 24.00 31.5% 151.50
ATR 70.86 72.95 2.10 3.0% 0.00
Volume 1,133 1,381 248 21.9% 4,942
Daily Pivots for day following 20-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,859.50 4,805.50 4,606.25
R3 4,759.25 4,705.25 4,578.50
R2 4,659.00 4,659.00 4,569.50
R1 4,605.00 4,605.00 4,560.25 4,582.00
PP 4,558.75 4,558.75 4,558.75 4,547.25
S1 4,504.75 4,504.75 4,541.75 4,481.50
S2 4,458.50 4,458.50 4,532.50
S3 4,358.25 4,404.50 4,523.50
S4 4,258.00 4,304.25 4,495.75
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,094.50 5,000.00 4,685.75
R3 4,943.00 4,848.50 4,644.25
R2 4,791.50 4,791.50 4,630.25
R1 4,697.00 4,697.00 4,616.50 4,668.50
PP 4,640.00 4,640.00 4,640.00 4,625.75
S1 4,545.50 4,545.50 4,588.50 4,517.00
S2 4,488.50 4,488.50 4,574.75
S3 4,337.00 4,394.00 4,560.75
S4 4,185.50 4,242.50 4,519.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,734.50 4,512.50 222.00 4.9% 91.50 2.0% 17% False True 1,188
10 4,734.50 4,512.50 222.00 4.9% 75.75 1.7% 17% False True 803
20 4,734.50 4,478.50 256.00 5.6% 83.25 1.8% 28% False False 484
40 4,734.50 4,478.50 256.00 5.6% 58.00 1.3% 28% False False 270
60 4,734.50 4,244.00 490.50 10.8% 56.50 1.2% 63% False False 216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,038.75
2.618 4,875.25
1.618 4,775.00
1.000 4,713.00
0.618 4,674.75
HIGH 4,612.75
0.618 4,574.50
0.500 4,562.50
0.382 4,550.75
LOW 4,512.50
0.618 4,450.50
1.000 4,412.25
1.618 4,350.25
2.618 4,250.00
4.250 4,086.50
Fisher Pivots for day following 20-Dec-2021
Pivot 1 day 3 day
R1 4,562.50 4,623.50
PP 4,558.75 4,599.25
S1 4,555.00 4,575.25

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

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