E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 07-Jul-2022

Day Change Summary
	Previous	Current
	06-Jul-2022	07-Jul-2022	Change	Change %	Previous Week
Open	3,838.00	3,853.75	15.75	0.4%	3,915.00
High	3,875.00	3,914.25	39.25	1.0%	3,950.00
Low	3,808.75	3,832.50	23.75	0.6%	3,741.25
Close	3,848.25	3,905.00	56.75	1.5%	3,827.25
Range	66.25	81.75	15.50	23.4%	208.75
ATR	99.75	98.47	-1.29	-1.3%	0.00
Volume	1,684,324	1,314,443	-369,881	-22.0%	9,154,166

Daily Pivots for day following 07-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,129.25	4,098.75	3,950.00
R3	4,047.50	4,017.00	3,927.50
R2	3,965.75	3,965.75	3,920.00
R1	3,935.25	3,935.25	3,912.50	3,950.50
PP	3,884.00	3,884.00	3,884.00	3,891.50
S1	3,853.50	3,853.50	3,897.50	3,868.75
S2	3,802.25	3,802.25	3,890.00
S3	3,720.50	3,771.75	3,882.50
S4	3,638.75	3,690.00	3,860.00

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,465.75	4,355.25	3,942.00
R3	4,257.00	4,146.50	3,884.75
R2	4,048.25	4,048.25	3,865.50
R1	3,937.75	3,937.75	3,846.50	3,888.50
PP	3,839.50	3,839.50	3,839.50	3,815.00
S1	3,729.00	3,729.00	3,808.00	3,680.00
S2	3,630.75	3,630.75	3,789.00
S3	3,422.00	3,520.25	3,769.75
S4	3,213.25	3,311.50	3,712.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,914.25	3,741.25	173.00	4.4%	87.00	2.2%	95%	True	False	1,835,521
10	3,950.00	3,735.00	215.00	5.5%	86.50	2.2%	79%	False	False	1,735,525
20	4,161.75	3,639.00	522.75	13.4%	102.25	2.6%	51%	False	False	1,793,125
40	4,204.75	3,639.00	565.75	14.5%	103.00	2.6%	47%	False	False	902,801
60	4,513.25	3,639.00	874.25	22.4%	104.75	2.7%	30%	False	False	602,870
80	4,634.00	3,639.00	995.00	25.5%	97.50	2.5%	27%	False	False	452,621
100	4,634.00	3,639.00	995.00	25.5%	101.00	2.6%	27%	False	False	362,196
120	4,723.00	3,639.00	1,084.00	27.8%	101.25	2.6%	25%	False	False	301,846

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	22.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,261.75
2.618	4,128.25
1.618	4,046.50
1.000	3,996.00
0.618	3,964.75
HIGH	3,914.25
0.618	3,883.00
0.500	3,873.50
0.382	3,863.75
LOW	3,832.50
0.618	3,782.00
1.000	3,750.75
1.618	3,700.25
2.618	3,618.50
4.250	3,485.00

Fisher Pivots for day following 07-Jul-2022
Pivot	1 day	3 day
R1	3,894.50	3,879.75
PP	3,884.00	3,854.50
S1	3,873.50	3,829.00

Download as Excel Spreadsheet

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

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