E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 05-Apr-2022
Day Change Summary
Previous Current
04-Apr-2022 05-Apr-2022 Change Change % Previous Week
Open 4,538.25 4,576.25 38.00 0.8% 4,535.25
High 4,580.00 4,588.75 8.75 0.2% 4,631.00
Low 4,527.75 4,507.75 -20.00 -0.4% 4,501.25
Close 4,577.75 4,520.25 -57.50 -1.3% 4,539.25
Range 52.25 81.00 28.75 55.0% 129.75
ATR 84.65 84.39 -0.26 -0.3% 0.00
Volume 1,025,558 1,303,877 278,319 27.1% 6,834,206
Daily Pivots for day following 05-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,782.00 4,732.00 4,564.75
R3 4,701.00 4,651.00 4,542.50
R2 4,620.00 4,620.00 4,535.00
R1 4,570.00 4,570.00 4,527.75 4,554.50
PP 4,539.00 4,539.00 4,539.00 4,531.00
S1 4,489.00 4,489.00 4,512.75 4,473.50
S2 4,458.00 4,458.00 4,505.50
S3 4,377.00 4,408.00 4,498.00
S4 4,296.00 4,327.00 4,475.75
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 4,946.50 4,872.50 4,610.50
R3 4,816.75 4,742.75 4,575.00
R2 4,687.00 4,687.00 4,563.00
R1 4,613.00 4,613.00 4,551.25 4,650.00
PP 4,557.25 4,557.25 4,557.25 4,575.50
S1 4,483.25 4,483.25 4,527.25 4,520.25
S2 4,427.50 4,427.50 4,515.50
S3 4,297.75 4,353.50 4,503.50
S4 4,168.00 4,223.75 4,468.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,627.50 4,501.25 126.25 2.8% 65.75 1.5% 15% False False 1,325,486
10 4,631.00 4,444.75 186.25 4.1% 64.25 1.4% 41% False False 1,297,325
20 4,631.00 4,129.50 501.50 11.1% 84.25 1.9% 78% False False 1,339,762
40 4,631.00 4,094.25 536.75 11.9% 97.50 2.2% 79% False False 679,705
60 4,731.50 4,094.25 637.25 14.1% 100.25 2.2% 67% False False 453,897
80 4,800.00 4,094.25 705.75 15.6% 90.75 2.0% 60% False False 340,654
100 4,800.00 4,094.25 705.75 15.6% 85.25 1.9% 60% False False 272,553
120 4,800.00 4,094.25 705.75 15.6% 77.25 1.7% 60% False False 227,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 12.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,933.00
2.618 4,800.75
1.618 4,719.75
1.000 4,669.75
0.618 4,638.75
HIGH 4,588.75
0.618 4,557.75
0.500 4,548.25
0.382 4,538.75
LOW 4,507.75
0.618 4,457.75
1.000 4,426.75
1.618 4,376.75
2.618 4,295.75
4.250 4,163.50
Fisher Pivots for day following 05-Apr-2022
Pivot 1 day 3 day
R1 4,548.25 4,545.00
PP 4,539.00 4,536.75
S1 4,529.50 4,528.50

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

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