E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 13-Jul-2022
Day Change Summary
Previous Current
12-Jul-2022 13-Jul-2022 Change Change % Previous Week
Open 3,862.00 3,825.00 -37.00 -1.0% 3,828.50
High 3,876.50 3,873.00 -3.50 -0.1% 3,922.00
Low 3,804.75 3,752.00 -52.75 -1.4% 3,744.00
Close 3,823.75 3,804.50 -19.25 -0.5% 3,901.25
Range 71.75 121.00 49.25 68.6% 178.00
ATR 90.69 92.85 2.17 2.4% 0.00
Volume 1,640,864 2,157,968 517,104 31.5% 6,515,765
Daily Pivots for day following 13-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,172.75 4,109.75 3,871.00
R3 4,051.75 3,988.75 3,837.75
R2 3,930.75 3,930.75 3,826.75
R1 3,867.75 3,867.75 3,815.50 3,838.75
PP 3,809.75 3,809.75 3,809.75 3,795.50
S1 3,746.75 3,746.75 3,793.50 3,717.75
S2 3,688.75 3,688.75 3,782.25
S3 3,567.75 3,625.75 3,771.25
S4 3,446.75 3,504.75 3,738.00
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 3,752.00 170.00 4.5% 75.75 2.0% 31% False True 1,616,975
10 3,922.00 3,741.25 180.75 4.8% 77.00 2.0% 35% False False 1,766,580
20 3,950.00 3,639.00 311.00 8.2% 94.00 2.5% 53% False False 1,849,290
40 4,204.75 3,639.00 565.75 14.9% 98.75 2.6% 29% False False 1,071,610
60 4,513.25 3,639.00 874.25 23.0% 104.50 2.7% 19% False False 715,588
80 4,634.00 3,639.00 995.00 26.2% 95.75 2.5% 17% False False 537,210
100 4,634.00 3,639.00 995.00 26.2% 100.75 2.6% 17% False False 429,892
120 4,634.00 3,639.00 995.00 26.2% 101.00 2.7% 17% False False 358,265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.95
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,387.25
2.618 4,189.75
1.618 4,068.75
1.000 3,994.00
0.618 3,947.75
HIGH 3,873.00
0.618 3,826.75
0.500 3,812.50
0.382 3,798.25
LOW 3,752.00
0.618 3,677.25
1.000 3,631.00
1.618 3,556.25
2.618 3,435.25
4.250 3,237.75
Fisher Pivots for day following 13-Jul-2022
Pivot 1 day 3 day
R1 3,812.50 3,826.50
PP 3,809.75 3,819.00
S1 3,807.25 3,811.75

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

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