E-mini S&P 500 Future June 2022

Trading Metrics calculated at close of trading on 05-May-2022

Day Change Summary
	Previous	Current
	04-May-2022	05-May-2022	Change	Change %	Previous Week
Open	4,171.25	4,289.75	118.50	2.8%	4,259.00
High	4,303.00	4,300.75	-2.25	-0.1%	4,303.50
Low	4,142.75	4,099.25	-43.50	-1.1%	4,118.75
Close	4,295.25	4,143.25	-152.00	-3.5%	4,127.50
Range	160.25	201.50	41.25	25.7%	184.75
ATR	102.27	109.36	7.09	6.9%	0.00
Volume	1,783,477	2,389,422	605,945	34.0%	10,249,971

Daily Pivots for day following 05-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,785.50	4,666.00	4,254.00
R3	4,584.00	4,464.50	4,198.75
R2	4,382.50	4,382.50	4,180.25
R1	4,263.00	4,263.00	4,161.75	4,222.00
PP	4,181.00	4,181.00	4,181.00	4,160.50
S1	4,061.50	4,061.50	4,124.75	4,020.50
S2	3,979.50	3,979.50	4,106.25
S3	3,778.00	3,860.00	4,087.75
S4	3,576.50	3,658.50	4,032.50

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	4,303.00	4,056.00	247.00	6.0%	139.75	3.4%	35%	False	False	2,063,992
10	4,393.25	4,056.00	337.25	8.1%	132.00	3.2%	26%	False	False	2,049,273
20	4,519.75	4,056.00	463.75	11.2%	104.25	2.5%	19%	False	False	1,743,102
40	4,631.00	4,056.00	575.00	13.9%	92.75	2.2%	15%	False	False	1,584,219
60	4,631.00	4,056.00	575.00	13.9%	100.00	2.4%	15%	False	False	1,064,207
80	4,731.50	4,056.00	675.50	16.3%	101.00	2.4%	13%	False	False	798,718
100	4,800.00	4,056.00	744.00	18.0%	93.75	2.3%	12%	False	False	639,174
120	4,800.00	4,056.00	744.00	18.0%	89.00	2.1%	12%	False	False	532,675

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.90
Widest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	5,157.00
2.618	4,828.25
1.618	4,626.75
1.000	4,502.25
0.618	4,425.25
HIGH	4,300.75
0.618	4,223.75
0.500	4,200.00
0.382	4,176.25
LOW	4,099.25
0.618	3,974.75
1.000	3,897.75
1.618	3,773.25
2.618	3,571.75
4.250	3,243.00

Fisher Pivots for day following 05-May-2022
Pivot	1 day	3 day
R1	4,200.00	4,201.00
PP	4,181.00	4,181.75
S1	4,162.25	4,162.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols