E-mini S&P 500 Future June 2022

Trading Metrics calculated at close of trading on 02-May-2022

Day Change Summary
	Previous	Current
	29-Apr-2022	02-May-2022	Change	Change %	Previous Week
Open	4,244.00	4,144.00	-100.00	-2.4%	4,259.00
High	4,279.75	4,165.75	-114.00	-2.7%	4,303.50
Low	4,118.75	4,056.00	-62.75	-1.5%	4,118.75
Close	4,127.50	4,151.00	23.50	0.6%	4,127.50
Range	161.00	109.75	-51.25	-31.8%	184.75
ATR	99.46	100.20	0.73	0.7%	0.00
Volume	2,117,160	2,351,404	234,244	11.1%	10,249,971

Daily Pivots for day following 02-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,453.50	4,412.00	4,211.25
R3	4,343.75	4,302.25	4,181.25
R2	4,234.00	4,234.00	4,171.00
R1	4,192.50	4,192.50	4,161.00	4,213.25
PP	4,124.25	4,124.25	4,124.25	4,134.50
S1	4,082.75	4,082.75	4,141.00	4,103.50
S2	4,014.50	4,014.50	4,131.00
S3	3,904.75	3,973.00	4,120.75
S4	3,795.00	3,863.25	4,090.75

Weekly Pivots for week ending 29-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,737.50	4,617.25	4,229.00
R3	4,552.75	4,432.50	4,178.25
R2	4,368.00	4,368.00	4,161.25
R1	4,247.75	4,247.75	4,144.50	4,215.50
PP	4,183.25	4,183.25	4,183.25	4,167.00
S1	4,063.00	4,063.00	4,110.50	4,030.75
S2	3,998.50	3,998.50	4,093.75
S3	3,813.75	3,878.25	4,076.75
S4	3,629.00	3,693.50	4,026.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,303.50	4,056.00	247.50	6.0%	129.25	3.1%	38%	False	True	2,064,200
10	4,509.00	4,056.00	453.00	10.9%	116.75	2.8%	21%	False	True	1,923,463
20	4,588.75	4,056.00	532.75	12.8%	93.75	2.3%	18%	False	True	1,657,189
40	4,631.00	4,056.00	575.00	13.9%	92.50	2.2%	17%	False	True	1,444,373
60	4,631.00	4,056.00	575.00	13.9%	96.50	2.3%	17%	False	True	966,784
80	4,731.50	4,056.00	675.50	16.3%	98.25	2.4%	14%	False	True	725,634
100	4,800.00	4,056.00	744.00	17.9%	90.75	2.2%	13%	False	True	580,676
120	4,800.00	4,056.00	744.00	17.9%	86.50	2.1%	13%	False	True	483,914

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	21.95
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,632.25
2.618	4,453.00
1.618	4,343.25
1.000	4,275.50
0.618	4,233.50
HIGH	4,165.75
0.618	4,123.75
0.500	4,111.00
0.382	4,098.00
LOW	4,056.00
0.618	3,988.25
1.000	3,946.25
1.618	3,878.50
2.618	3,768.75
4.250	3,589.50

Fisher Pivots for day following 02-May-2022
Pivot	1 day	3 day
R1	4,137.50	4,179.75
PP	4,124.25	4,170.25
S1	4,111.00	4,160.50

Download as Excel Spreadsheet

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

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