E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 12-Jul-2022

Day Change Summary
	Previous	Current
	11-Jul-2022	12-Jul-2022	Change	Change %	Previous Week
Open	3,900.00	3,862.00	-38.00	-1.0%	3,828.50
High	3,900.75	3,876.50	-24.25	-0.6%	3,922.00
Low	3,850.00	3,804.75	-45.25	-1.2%	3,744.00
Close	3,856.75	3,823.75	-33.00	-0.9%	3,901.25
Range	50.75	71.75	21.00	41.4%	178.00
ATR	92.14	90.69	-1.46	-1.6%	0.00
Volume	1,486,103	1,640,864	154,761	10.4%	6,515,765

Daily Pivots for day following 12-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,050.25	4,008.75	3,863.25
R3	3,978.50	3,937.00	3,843.50
R2	3,906.75	3,906.75	3,837.00
R1	3,865.25	3,865.25	3,830.25	3,850.00
PP	3,835.00	3,835.00	3,835.00	3,827.50
S1	3,793.50	3,793.50	3,817.25	3,778.50
S2	3,763.25	3,763.25	3,810.50
S3	3,691.50	3,721.75	3,804.00
S4	3,619.75	3,650.00	3,784.25

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	3,804.75	117.25	3.1%	65.00	1.7%	16%	False	True	1,522,246
10	3,950.00	3,741.25	208.75	5.5%	77.75	2.0%	40%	False	False	1,729,953
20	3,950.00	3,639.00	311.00	8.1%	95.25	2.5%	59%	False	False	1,899,507
40	4,204.75	3,639.00	565.75	14.8%	98.75	2.6%	33%	False	False	1,017,758
60	4,513.25	3,639.00	874.25	22.9%	103.75	2.7%	21%	False	False	679,644
80	4,634.00	3,639.00	995.00	26.0%	95.25	2.5%	19%	False	False	510,247
100	4,634.00	3,639.00	995.00	26.0%	100.00	2.6%	19%	False	False	408,313
120	4,634.00	3,639.00	995.00	26.0%	100.75	2.6%	19%	False	False	340,282

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	21.03
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,181.50
2.618	4,064.25
1.618	3,992.50
1.000	3,948.25
0.618	3,920.75
HIGH	3,876.50
0.618	3,849.00
0.500	3,840.50
0.382	3,832.25
LOW	3,804.75
0.618	3,760.50
1.000	3,733.00
1.618	3,688.75
2.618	3,617.00
4.250	3,499.75

Fisher Pivots for day following 12-Jul-2022
Pivot	1 day	3 day
R1	3,840.50	3,863.50
PP	3,835.00	3,850.25
S1	3,829.50	3,837.00

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

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