E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 17-Jun-2022
Day Change Summary
Previous Current
16-Jun-2022 17-Jun-2022 Change Change % Previous Week
Open 3,799.00 3,680.50 -118.50 -3.1% 3,877.25
High 3,833.25 3,713.50 -119.75 -3.1% 3,878.50
Low 3,642.00 3,639.00 -3.00 -0.1% 3,639.00
Close 3,671.25 3,675.75 4.50 0.1% 3,675.75
Range 191.25 74.50 -116.75 -61.0% 239.50
ATR 114.29 111.45 -2.84 -2.5% 0.00
Volume 2,476,785 2,207,570 -269,215 -10.9% 12,795,803
Daily Pivots for day following 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 3,899.50 3,862.25 3,716.75
R3 3,825.00 3,787.75 3,696.25
R2 3,750.50 3,750.50 3,689.50
R1 3,713.25 3,713.25 3,682.50 3,694.50
PP 3,676.00 3,676.00 3,676.00 3,666.75
S1 3,638.75 3,638.75 3,669.00 3,620.00
S2 3,601.50 3,601.50 3,662.00
S3 3,527.00 3,564.25 3,655.25
S4 3,452.50 3,489.75 3,634.75
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,449.50 4,302.25 3,807.50
R3 4,210.00 4,062.75 3,741.50
R2 3,970.50 3,970.50 3,719.75
R1 3,823.25 3,823.25 3,697.75 3,777.00
PP 3,731.00 3,731.00 3,731.00 3,708.00
S1 3,583.75 3,583.75 3,653.75 3,537.50
S2 3,491.50 3,491.50 3,631.75
S3 3,252.00 3,344.25 3,610.00
S4 3,012.50 3,104.75 3,544.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,878.50 3,639.00 239.50 6.5% 125.50 3.4% 15% False True 2,559,160
10 4,170.75 3,639.00 531.75 14.5% 109.75 3.0% 7% False True 1,535,809
20 4,204.75 3,639.00 565.75 15.4% 106.25 2.9% 6% False True 774,424
40 4,397.50 3,639.00 758.50 20.6% 113.75 3.1% 5% False True 389,350
60 4,634.00 3,639.00 995.00 27.1% 99.25 2.7% 4% False True 260,268
80 4,634.00 3,639.00 995.00 27.1% 102.50 2.8% 4% False True 195,444
100 4,634.00 3,639.00 995.00 27.1% 101.25 2.8% 4% False True 156,391
120 4,792.00 3,639.00 1,153.00 31.4% 95.75 2.6% 3% False True 130,332
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.85
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,030.00
2.618 3,908.50
1.618 3,834.00
1.000 3,788.00
0.618 3,759.50
HIGH 3,713.50
0.618 3,685.00
0.500 3,676.25
0.382 3,667.50
LOW 3,639.00
0.618 3,593.00
1.000 3,564.50
1.618 3,518.50
2.618 3,444.00
4.250 3,322.50
Fisher Pivots for day following 17-Jun-2022
Pivot 1 day 3 day
R1 3,676.25 3,741.00
PP 3,676.00 3,719.25
S1 3,676.00 3,697.50

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

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