E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 29-Jun-2022
Day Change Summary
Previous Current
28-Jun-2022 29-Jun-2022 Change Change % Previous Week
Open 3,911.25 3,828.25 -83.00 -2.1% 3,684.00
High 3,950.00 3,840.00 -110.00 -2.8% 3,919.75
Low 3,821.75 3,801.25 -20.50 -0.5% 3,661.50
Close 3,825.50 3,821.25 -4.25 -0.1% 3,916.25
Range 128.25 38.75 -89.50 -69.8% 258.25
ATR 108.85 103.84 -5.01 -4.6% 0.00
Volume 1,791,690 1,717,770 -73,920 -4.1% 6,397,441
Daily Pivots for day following 29-Jun-2022
Classic Woodie Camarilla DeMark
R4 3,937.00 3,918.00 3,842.50
R3 3,898.25 3,879.25 3,832.00
R2 3,859.50 3,859.50 3,828.25
R1 3,840.50 3,840.50 3,824.75 3,830.50
PP 3,820.75 3,820.75 3,820.75 3,816.00
S1 3,801.75 3,801.75 3,817.75 3,792.00
S2 3,782.00 3,782.00 3,814.25
S3 3,743.25 3,763.00 3,810.50
S4 3,704.50 3,724.25 3,800.00
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 4,607.25 4,520.00 4,058.25
R3 4,349.00 4,261.75 3,987.25
R2 4,090.75 4,090.75 3,963.50
R1 4,003.50 4,003.50 3,940.00 4,047.00
PP 3,832.50 3,832.50 3,832.50 3,854.25
S1 3,745.25 3,745.25 3,892.50 3,789.00
S2 3,574.25 3,574.25 3,869.00
S3 3,316.00 3,487.00 3,845.25
S4 3,057.75 3,228.75 3,774.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,950.00 3,735.00 215.00 5.6% 86.25 2.3% 40% False False 1,635,530
10 3,950.00 3,639.00 311.00 8.1% 105.25 2.8% 59% False False 1,833,605
20 4,191.00 3,639.00 552.00 14.4% 103.00 2.7% 33% False False 1,340,911
40 4,306.50 3,639.00 667.50 17.5% 108.25 2.8% 27% False False 673,872
60 4,591.50 3,639.00 952.50 24.9% 103.25 2.7% 19% False False 450,079
80 4,634.00 3,639.00 995.00 26.0% 100.00 2.6% 18% False False 337,961
100 4,634.00 3,639.00 995.00 26.0% 100.25 2.6% 18% False False 270,426
120 4,726.00 3,639.00 1,087.00 28.4% 100.25 2.6% 17% False False 225,367
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 25.23
Narrowest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 4,004.75
2.618 3,941.50
1.618 3,902.75
1.000 3,878.75
0.618 3,864.00
HIGH 3,840.00
0.618 3,825.25
0.500 3,820.50
0.382 3,816.00
LOW 3,801.25
0.618 3,777.25
1.000 3,762.50
1.618 3,738.50
2.618 3,699.75
4.250 3,636.50
Fisher Pivots for day following 29-Jun-2022
Pivot 1 day 3 day
R1 3,821.00 3,875.50
PP 3,820.75 3,857.50
S1 3,820.50 3,839.50

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

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