E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 20-May-2022
Day Change Summary
Previous Current
19-May-2022 20-May-2022 Change Change % Previous Week
Open 3,914.50 3,902.75 -11.75 -0.3% 4,025.75
High 3,945.75 3,951.50 5.75 0.1% 4,098.00
Low 3,859.00 3,810.00 -49.00 -1.3% 3,810.00
Close 3,900.25 3,901.75 1.50 0.0% 3,901.75
Range 86.75 141.50 54.75 63.1% 288.00
ATR 111.10 113.27 2.17 2.0% 0.00
Volume 9,216 10,770 1,554 16.9% 34,373
Daily Pivots for day following 20-May-2022
Classic Woodie Camarilla DeMark
R4 4,312.25 4,248.50 3,979.50
R3 4,170.75 4,107.00 3,940.75
R2 4,029.25 4,029.25 3,927.75
R1 3,965.50 3,965.50 3,914.75 3,926.50
PP 3,887.75 3,887.75 3,887.75 3,868.25
S1 3,824.00 3,824.00 3,888.75 3,785.00
S2 3,746.25 3,746.25 3,875.75
S3 3,604.75 3,682.50 3,862.75
S4 3,463.25 3,541.00 3,824.00
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 4,800.50 4,639.25 4,060.25
R3 4,512.50 4,351.25 3,981.00
R2 4,224.50 4,224.50 3,954.50
R1 4,063.25 4,063.25 3,928.25 4,000.00
PP 3,936.50 3,936.50 3,936.50 3,905.00
S1 3,775.25 3,775.25 3,875.25 3,712.00
S2 3,648.50 3,648.50 3,849.00
S3 3,360.50 3,487.25 3,822.50
S4 3,072.50 3,199.25 3,743.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,098.00 3,810.00 288.00 7.4% 114.50 2.9% 32% False True 6,874
10 4,101.50 3,810.00 291.50 7.5% 116.50 3.0% 31% False True 5,803
20 4,308.50 3,810.00 498.50 12.8% 121.25 3.1% 18% False True 4,608
40 4,634.00 3,810.00 824.00 21.1% 97.50 2.5% 11% False True 3,386
60 4,634.00 3,810.00 824.00 21.1% 100.50 2.6% 11% False True 2,620
80 4,634.00 3,810.00 824.00 21.1% 100.00 2.6% 11% False True 2,016
100 4,792.00 3,810.00 982.00 25.2% 95.00 2.4% 9% False True 1,621
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,553.00
2.618 4,322.00
1.618 4,180.50
1.000 4,093.00
0.618 4,039.00
HIGH 3,951.50
0.618 3,897.50
0.500 3,880.75
0.382 3,864.00
LOW 3,810.00
0.618 3,722.50
1.000 3,668.50
1.618 3,581.00
2.618 3,439.50
4.250 3,208.50
Fisher Pivots for day following 20-May-2022
Pivot 1 day 3 day
R1 3,894.75 3,954.00
PP 3,887.75 3,936.50
S1 3,880.75 3,919.25

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

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