E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 22-Apr-2022

Day Change Summary
	Previous	Current
	21-Apr-2022	22-Apr-2022	Change	Change %	Previous Week
Open	4,475.00	4,392.75	-82.25	-1.8%	4,389.75
High	4,513.25	4,397.50	-115.75	-2.6%	4,513.25
Low	4,384.25	4,253.00	-131.25	-3.0%	4,253.00
Close	4,394.75	4,272.25	-122.50	-2.8%	4,272.25
Range	129.00	144.50	15.50	12.0%	260.25
ATR	80.33	84.91	4.58	5.7%	0.00
Volume	3,665	4,102	437	11.9%	13,129

Daily Pivots for day following 22-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,741.00	4,651.25	4,351.75
R3	4,596.50	4,506.75	4,312.00
R2	4,452.00	4,452.00	4,298.75
R1	4,362.25	4,362.25	4,285.50	4,335.00
PP	4,307.50	4,307.50	4,307.50	4,294.00
S1	4,217.75	4,217.75	4,259.00	4,190.50
S2	4,163.00	4,163.00	4,245.75
S3	4,018.50	4,073.25	4,232.50
S4	3,874.00	3,928.75	4,192.75

Weekly Pivots for week ending 22-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	5,127.00	4,959.75	4,415.50
R3	4,866.75	4,699.50	4,343.75
R2	4,606.50	4,606.50	4,320.00
R1	4,439.25	4,439.25	4,296.00	4,392.75
PP	4,346.25	4,346.25	4,346.25	4,323.00
S1	4,179.00	4,179.00	4,248.50	4,132.50
S2	4,086.00	4,086.00	4,224.50
S3	3,825.75	3,918.75	4,200.75
S4	3,565.50	3,658.50	4,129.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,513.25	4,253.00	260.25	6.1%	94.00	2.2%	7%	False	True	2,625
10	4,523.00	4,253.00	270.00	6.3%	83.50	2.0%	7%	False	True	2,320
20	4,634.00	4,253.00	381.00	8.9%	74.00	1.7%	5%	False	True	2,163
40	4,634.00	4,128.00	506.00	11.8%	90.25	2.1%	29%	False	False	1,626
60	4,634.00	4,095.25	538.75	12.6%	93.00	2.2%	33%	False	False	1,152
80	4,792.00	4,095.25	696.75	16.3%	88.25	2.1%	25%	False	False	875

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	19.18
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	5,011.50
2.618	4,775.75
1.618	4,631.25
1.000	4,542.00
0.618	4,486.75
HIGH	4,397.50
0.618	4,342.25
0.500	4,325.25
0.382	4,308.25
LOW	4,253.00
0.618	4,163.75
1.000	4,108.50
1.618	4,019.25
2.618	3,874.75
4.250	3,639.00

Fisher Pivots for day following 22-Apr-2022
Pivot	1 day	3 day
R1	4,325.25	4,383.00
PP	4,307.50	4,346.25
S1	4,290.00	4,309.25

Download as Excel Spreadsheet

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

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