E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 08-Jul-2022
Day Change Summary
Previous Current
07-Jul-2022 08-Jul-2022 Change Change % Previous Week
Open 3,853.75 3,897.00 43.25 1.1% 3,828.50
High 3,914.25 3,922.00 7.75 0.2% 3,922.00
Low 3,832.50 3,868.00 35.50 0.9% 3,744.00
Close 3,905.00 3,901.25 -3.75 -0.1% 3,901.25
Range 81.75 54.00 -27.75 -33.9% 178.00
ATR 98.47 95.29 -3.18 -3.2% 0.00
Volume 1,314,443 1,485,497 171,054 13.0% 6,515,765
Daily Pivots for day following 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,059.00 4,034.25 3,931.00
R3 4,005.00 3,980.25 3,916.00
R2 3,951.00 3,951.00 3,911.25
R1 3,926.25 3,926.25 3,906.25 3,938.50
PP 3,897.00 3,897.00 3,897.00 3,903.25
S1 3,872.25 3,872.25 3,896.25 3,884.50
S2 3,843.00 3,843.00 3,891.25
S3 3,789.00 3,818.25 3,886.50
S4 3,735.00 3,764.25 3,871.50
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,389.75 4,323.50 3,999.25
R3 4,211.75 4,145.50 3,950.25
R2 4,033.75 4,033.75 3,934.00
R1 3,967.50 3,967.50 3,917.50 4,000.50
PP 3,855.75 3,855.75 3,855.75 3,872.25
S1 3,789.50 3,789.50 3,885.00 3,822.50
S2 3,677.75 3,677.75 3,868.50
S3 3,499.75 3,611.50 3,852.25
S4 3,321.75 3,433.50 3,803.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,922.00 3,744.00 178.00 4.6% 81.00 2.1% 88% True False 1,653,748
10 3,950.00 3,741.25 208.75 5.4% 85.00 2.2% 77% False False 1,723,305
20 4,145.75 3,639.00 506.75 13.0% 102.25 2.6% 52% False False 1,861,806
40 4,204.75 3,639.00 565.75 14.5% 101.50 2.6% 46% False False 939,843
60 4,513.25 3,639.00 874.25 22.4% 104.25 2.7% 30% False False 627,599
80 4,634.00 3,639.00 995.00 25.5% 97.00 2.5% 26% False False 471,184
100 4,634.00 3,639.00 995.00 25.5% 100.25 2.6% 26% False False 377,047
120 4,652.75 3,639.00 1,013.75 26.0% 101.00 2.6% 26% False False 314,225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.15
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,151.50
2.618 4,063.25
1.618 4,009.25
1.000 3,976.00
0.618 3,955.25
HIGH 3,922.00
0.618 3,901.25
0.500 3,895.00
0.382 3,888.75
LOW 3,868.00
0.618 3,834.75
1.000 3,814.00
1.618 3,780.75
2.618 3,726.75
4.250 3,638.50
Fisher Pivots for day following 08-Jul-2022
Pivot 1 day 3 day
R1 3,899.25 3,889.25
PP 3,897.00 3,877.25
S1 3,895.00 3,865.50

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

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