E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 03-Jun-2022

Day Change Summary
	Previous	Current
	02-Jun-2022	03-Jun-2022	Change	Change %	Previous Week
Open	4,100.00	4,182.00	82.00	2.0%	4,168.00
High	4,181.75	4,191.00	9.25	0.2%	4,204.75
Low	4,074.75	4,098.00	23.25	0.6%	4,074.25
Close	4,178.00	4,109.50	-68.50	-1.6%	4,109.50
Range	107.00	93.00	-14.00	-13.1%	130.50
ATR	108.03	106.96	-1.07	-1.0%	0.00
Volume	19,831	17,971	-1,860	-9.4%	81,673

Daily Pivots for day following 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,411.75	4,353.75	4,160.75
R3	4,318.75	4,260.75	4,135.00
R2	4,225.75	4,225.75	4,126.50
R1	4,167.75	4,167.75	4,118.00	4,150.25
PP	4,132.75	4,132.75	4,132.75	4,124.00
S1	4,074.75	4,074.75	4,101.00	4,057.25
S2	4,039.75	4,039.75	4,092.50
S3	3,946.75	3,981.75	4,084.00
S4	3,853.75	3,888.75	4,058.25

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,521.00	4,445.75	4,181.25
R3	4,390.50	4,315.25	4,145.50
R2	4,260.00	4,260.00	4,133.50
R1	4,184.75	4,184.75	4,121.50	4,157.00
PP	4,129.50	4,129.50	4,129.50	4,115.75
S1	4,054.25	4,054.25	4,097.50	4,026.50
S2	3,999.00	3,999.00	4,085.50
S3	3,868.50	3,923.75	4,073.50
S4	3,738.00	3,793.25	4,037.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,204.75	4,044.25	160.50	3.9%	103.75	2.5%	41%	False	False	17,796
10	4,204.75	3,810.00	394.75	9.6%	102.75	2.5%	76%	False	False	13,040
20	4,204.75	3,810.00	394.75	9.6%	107.00	2.6%	76%	False	False	9,140
40	4,523.00	3,810.00	713.00	17.4%	105.50	2.6%	42%	False	False	5,925
60	4,634.00	3,810.00	824.00	20.1%	97.00	2.4%	36%	False	False	4,509
80	4,634.00	3,810.00	824.00	20.1%	100.75	2.5%	36%	False	False	3,501
100	4,726.00	3,810.00	916.00	22.3%	100.75	2.5%	33%	False	False	2,817

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	22.13
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,586.25
2.618	4,434.50
1.618	4,341.50
1.000	4,284.00
0.618	4,248.50
HIGH	4,191.00
0.618	4,155.50
0.500	4,144.50
0.382	4,133.50
LOW	4,098.00
0.618	4,040.50
1.000	4,005.00
1.618	3,947.50
2.618	3,854.50
4.250	3,702.75

Fisher Pivots for day following 03-Jun-2022
Pivot	1 day	3 day
R1	4,144.50	4,132.50
PP	4,132.75	4,125.00
S1	4,121.25	4,117.25

Download as Excel Spreadsheet

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

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