E-mini S&P 500 Future June 2022

Trading Metrics calculated at close of trading on 11-May-2022

Day Change Summary
	Previous	Current
	10-May-2022	11-May-2022	Change	Change %	Previous Week
Open	3,993.25	3,990.50	-2.75	-0.1%	4,144.00
High	4,065.50	4,050.50	-15.00	-0.4%	4,303.00
Low	3,953.00	3,923.75	-29.25	-0.7%	4,056.00
Close	3,996.75	3,930.25	-66.50	-1.7%	4,119.50
Range	112.50	126.75	14.25	12.7%	247.00
ATR	111.13	112.24	1.12	1.0%	0.00
Volume	2,247,750	2,157,244	-90,506	-4.0%	10,513,719

Daily Pivots for day following 11-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,348.50	4,266.00	4,000.00
R3	4,221.75	4,139.25	3,965.00
R2	4,095.00	4,095.00	3,953.50
R1	4,012.50	4,012.50	3,941.75	3,990.50
PP	3,968.25	3,968.25	3,968.25	3,957.00
S1	3,885.75	3,885.75	3,918.75	3,863.50
S2	3,841.50	3,841.50	3,907.00
S3	3,714.75	3,759.00	3,895.50
S4	3,588.00	3,632.25	3,860.50

Weekly Pivots for week ending 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,900.50	4,757.00	4,255.25
R3	4,653.50	4,510.00	4,187.50
R2	4,406.50	4,406.50	4,164.75
R1	4,263.00	4,263.00	4,142.25	4,211.25
PP	4,159.50	4,159.50	4,159.50	4,133.50
S1	4,016.00	4,016.00	4,096.75	3,964.25
S2	3,912.50	3,912.50	4,074.25
S3	3,665.50	3,769.00	4,051.50
S4	3,418.50	3,522.00	3,983.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,300.75	3,923.75	377.00	9.6%	132.25	3.4%	2%	False	True	2,249,065
10	4,303.50	3,923.75	379.75	9.7%	128.00	3.3%	2%	False	True	2,097,450
20	4,509.00	3,923.75	585.25	14.9%	112.25	2.9%	1%	False	True	1,887,106
40	4,631.00	3,923.75	707.25	18.0%	93.25	2.4%	1%	False	True	1,647,611
60	4,631.00	3,923.75	707.25	18.0%	101.50	2.6%	1%	False	True	1,211,530
80	4,663.50	3,923.75	739.75	18.8%	103.25	2.6%	1%	False	True	909,367
100	4,800.00	3,923.75	876.25	22.3%	95.00	2.4%	1%	False	True	727,695
120	4,800.00	3,923.75	876.25	22.3%	92.00	2.3%	1%	False	True	606,474

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	26.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,589.25
2.618	4,382.25
1.618	4,255.50
1.000	4,177.25
0.618	4,128.75
HIGH	4,050.50
0.618	4,002.00
0.500	3,987.00
0.382	3,972.25
LOW	3,923.75
0.618	3,845.50
1.000	3,797.00
1.618	3,718.75
2.618	3,592.00
4.250	3,385.00

Fisher Pivots for day following 11-May-2022
Pivot	1 day	3 day
R1	3,987.00	4,011.50
PP	3,968.25	3,984.25
S1	3,949.25	3,957.25

Download as Excel Spreadsheet

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

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