E-mini S&P 500 Future June 2022

Trading Metrics calculated at close of trading on 01-Jun-2022

Day Change Summary
	Previous	Current
	31-May-2022	01-Jun-2022	Change	Change %	Previous Week
Open	4,164.50	4,138.50	-26.00	-0.6%	3,910.50
High	4,202.25	4,165.00	-37.25	-0.9%	4,168.25
Low	4,102.75	4,071.50	-31.25	-0.8%	3,872.00
Close	4,131.25	4,099.00	-32.25	-0.8%	4,155.75
Range	99.50	93.50	-6.00	-6.0%	296.25
ATR	109.68	108.52	-1.16	-1.1%	0.00
Volume	2,222,573	1,912,031	-310,542	-14.0%	8,538,370

Daily Pivots for day following 01-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,392.25	4,339.25	4,150.50
R3	4,298.75	4,245.75	4,124.75
R2	4,205.25	4,205.25	4,116.25
R1	4,152.25	4,152.25	4,107.50	4,132.00
PP	4,111.75	4,111.75	4,111.75	4,101.75
S1	4,058.75	4,058.75	4,090.50	4,038.50
S2	4,018.25	4,018.25	4,081.75
S3	3,924.75	3,965.25	4,073.25
S4	3,831.25	3,871.75	4,047.50

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,954.00	4,851.25	4,318.75
R3	4,657.75	4,555.00	4,237.25
R2	4,361.50	4,361.50	4,210.00
R1	4,258.75	4,258.75	4,183.00	4,310.00
PP	4,065.25	4,065.25	4,065.25	4,091.00
S1	3,962.50	3,962.50	4,128.50	4,014.00
S2	3,769.00	3,769.00	4,101.50
S3	3,472.75	3,666.25	4,074.25
S4	3,176.50	3,370.00	3,992.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,202.25	3,913.50	288.75	7.0%	103.50	2.5%	64%	False	False	1,783,871
10	4,202.25	3,807.50	394.75	9.6%	109.50	2.7%	74%	False	False	1,960,137
20	4,303.00	3,807.50	495.50	12.1%	115.00	2.8%	59%	False	False	2,014,075
40	4,588.75	3,807.50	781.25	19.1%	104.75	2.6%	37%	False	False	1,851,955
60	4,631.00	3,807.50	823.50	20.1%	98.75	2.4%	35%	False	False	1,661,112
80	4,631.00	3,807.50	823.50	20.1%	100.75	2.5%	35%	False	False	1,249,547
100	4,731.50	3,807.50	924.00	22.5%	101.75	2.5%	32%	False	False	1,000,089
120	4,800.00	3,807.50	992.50	24.2%	95.00	2.3%	29%	False	False	833,561

Crabel Price Patterns
NR	True
NR4	True
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	20.53
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,562.50
2.618	4,409.75
1.618	4,316.25
1.000	4,258.50
0.618	4,222.75
HIGH	4,165.00
0.618	4,129.25
0.500	4,118.25
0.382	4,107.25
LOW	4,071.50
0.618	4,013.75
1.000	3,978.00
1.618	3,920.25
2.618	3,826.75
4.250	3,674.00

Fisher Pivots for day following 01-Jun-2022
Pivot	1 day	3 day
R1	4,118.25	4,121.75
PP	4,111.75	4,114.25
S1	4,105.50	4,106.50

Download as Excel Spreadsheet

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

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