E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 08-Jun-2022

Day Change Summary
	Previous	Current
	07-Jun-2022	08-Jun-2022	Change	Change %	Previous Week
Open	4,121.75	4,154.25	32.50	0.8%	4,168.00
High	4,166.25	4,161.75	-4.50	-0.1%	4,204.75
Low	4,078.25	4,107.25	29.00	0.7%	4,074.25
Close	4,161.00	4,116.00	-45.00	-1.1%	4,109.50
Range	88.00	54.50	-33.50	-38.1%	130.50
ATR	102.72	99.28	-3.44	-3.4%	0.00
Volume	55,195	111,871	56,676	102.7%	81,673

Daily Pivots for day following 08-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,291.75	4,258.50	4,146.00
R3	4,237.25	4,204.00	4,131.00
R2	4,182.75	4,182.75	4,126.00
R1	4,149.50	4,149.50	4,121.00	4,139.00
PP	4,128.25	4,128.25	4,128.25	4,123.00
S1	4,095.00	4,095.00	4,111.00	4,084.50
S2	4,073.75	4,073.75	4,106.00
S3	4,019.25	4,040.50	4,101.00
S4	3,964.75	3,986.00	4,086.00

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	4,191.00	4,074.75	116.25	2.8%	81.25	2.0%	35%	False	False	45,426
10	4,204.75	3,916.00	288.75	7.0%	92.25	2.2%	69%	False	False	29,106
20	4,204.75	3,810.00	394.75	9.6%	100.75	2.4%	78%	False	False	17,880
40	4,513.25	3,810.00	703.25	17.1%	105.25	2.6%	44%	False	False	10,496
60	4,634.00	3,810.00	824.00	20.0%	95.25	2.3%	37%	False	False	7,643
80	4,634.00	3,810.00	824.00	20.0%	99.75	2.4%	37%	False	False	5,858
100	4,652.75	3,810.00	842.75	20.5%	100.75	2.4%	36%	False	False	4,709

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.95
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	4,393.50
2.618	4,304.50
1.618	4,250.00
1.000	4,216.25
0.618	4,195.50
HIGH	4,161.75
0.618	4,141.00
0.500	4,134.50
0.382	4,128.00
LOW	4,107.25
0.618	4,073.50
1.000	4,052.75
1.618	4,019.00
2.618	3,964.50
4.250	3,875.50

Fisher Pivots for day following 08-Jun-2022
Pivot	1 day	3 day
R1	4,134.50	4,124.50
PP	4,128.25	4,121.75
S1	4,122.25	4,118.75

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

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