E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 02-Jun-2022
Day Change Summary
Previous Current
01-Jun-2022 02-Jun-2022 Change Change % Previous Week
Open 4,138.50 4,097.75 -40.75 -1.0% 3,910.50
High 4,165.00 4,179.00 14.00 0.3% 4,168.25
Low 4,071.50 4,072.25 0.75 0.0% 3,872.00
Close 4,099.00 4,175.25 76.25 1.9% 4,155.75
Range 93.50 106.75 13.25 14.2% 296.25
ATR 108.52 108.40 -0.13 -0.1% 0.00
Volume 1,912,031 1,513,748 -398,283 -20.8% 8,538,370
Daily Pivots for day following 02-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,462.50 4,425.50 4,234.00
R3 4,355.75 4,318.75 4,204.50
R2 4,249.00 4,249.00 4,194.75
R1 4,212.00 4,212.00 4,185.00 4,230.50
PP 4,142.25 4,142.25 4,142.25 4,151.50
S1 4,105.25 4,105.25 4,165.50 4,123.75
S2 4,035.50 4,035.50 4,155.75
S3 3,928.75 3,998.50 4,146.00
S4 3,822.00 3,891.75 4,116.50
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 3,960.50 241.75 5.8% 108.00 2.6% 89% False False 1,737,798
10 4,202.25 3,807.50 394.75 9.5% 101.25 2.4% 93% False False 1,891,272
20 4,300.75 3,807.50 493.25 11.8% 112.25 2.7% 75% False False 2,000,588
40 4,528.75 3,807.50 721.25 17.3% 105.25 2.5% 51% False False 1,857,202
60 4,631.00 3,807.50 823.50 19.7% 98.25 2.4% 45% False False 1,684,722
80 4,631.00 3,807.50 823.50 19.7% 101.50 2.4% 45% False False 1,268,454
100 4,731.50 3,807.50 924.00 22.1% 102.25 2.5% 40% False False 1,015,219
120 4,800.00 3,807.50 992.50 23.8% 95.50 2.3% 37% False False 846,170
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,632.75
2.618 4,458.50
1.618 4,351.75
1.000 4,285.75
0.618 4,245.00
HIGH 4,179.00
0.618 4,138.25
0.500 4,125.50
0.382 4,113.00
LOW 4,072.25
0.618 4,006.25
1.000 3,965.50
1.618 3,899.50
2.618 3,792.75
4.250 3,618.50
Fisher Pivots for day following 02-Jun-2022
Pivot 1 day 3 day
R1 4,158.75 4,162.50
PP 4,142.25 4,149.75
S1 4,125.50 4,137.00

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

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