E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 21-Jun-2022

Day Change Summary
	Previous	Current
	17-Jun-2022	21-Jun-2022	Change	Change %	Previous Week
Open	3,680.50	3,684.00	3.50	0.1%	3,877.25
High	3,713.50	3,783.75	70.25	1.9%	3,878.50
Low	3,639.00	3,661.50	22.50	0.6%	3,639.00
Close	3,675.75	3,767.75	92.00	2.5%	3,675.75
Range	74.50	122.25	47.75	64.1%	239.50
ATR	111.45	112.22	0.77	0.7%	0.00
Volume	2,207,570	1,566,039	-641,531	-29.1%	12,795,803

Daily Pivots for day following 21-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,104.50	4,058.25	3,835.00
R3	3,982.25	3,936.00	3,801.25
R2	3,860.00	3,860.00	3,790.25
R1	3,813.75	3,813.75	3,779.00	3,837.00
PP	3,737.75	3,737.75	3,737.75	3,749.25
S1	3,691.50	3,691.50	3,756.50	3,714.50
S2	3,615.50	3,615.50	3,745.25
S3	3,493.25	3,569.25	3,734.25
S4	3,371.00	3,447.00	3,700.50

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	3,843.00	3,639.00	204.00	5.4%	121.25	3.2%	63%	False	False	2,239,908
10	4,166.25	3,639.00	527.25	14.0%	115.50	3.1%	24%	False	False	1,690,186
20	4,204.75	3,639.00	565.75	15.0%	105.25	2.8%	23%	False	False	852,188
40	4,308.50	3,639.00	669.50	17.8%	113.25	3.0%	19%	False	False	428,398
60	4,634.00	3,639.00	995.00	26.4%	100.25	2.7%	13%	False	False	286,320
80	4,634.00	3,639.00	995.00	26.4%	101.75	2.7%	13%	False	False	215,012
100	4,634.00	3,639.00	995.00	26.4%	101.00	2.7%	13%	False	False	172,051
120	4,792.00	3,639.00	1,153.00	30.6%	96.75	2.6%	11%	False	False	143,382

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	24.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,303.25
2.618	4,103.75
1.618	3,981.50
1.000	3,906.00
0.618	3,859.25
HIGH	3,783.75
0.618	3,737.00
0.500	3,722.50
0.382	3,708.25
LOW	3,661.50
0.618	3,586.00
1.000	3,539.25
1.618	3,463.75
2.618	3,341.50
4.250	3,142.00

Fisher Pivots for day following 21-Jun-2022
Pivot	1 day	3 day
R1	3,752.75	3,757.25
PP	3,737.75	3,746.75
S1	3,722.50	3,736.00

Download as Excel Spreadsheet

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

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