E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 15-Jul-2022

Day Change Summary
	Previous	Current
	14-Jul-2022	15-Jul-2022	Change	Change %	Previous Week
Open	3,795.75	3,797.75	2.00	0.1%	3,900.00
High	3,806.25	3,868.25	62.00	1.6%	3,900.75
Low	3,723.75	3,780.25	56.50	1.5%	3,723.75
Close	3,793.25	3,865.00	71.75	1.9%	3,865.00
Range	82.50	88.00	5.50	6.7%	177.00
ATR	92.11	91.82	-0.29	-0.3%	0.00
Volume	1,916,260	1,523,753	-392,507	-20.5%	8,724,948

Daily Pivots for day following 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,101.75	4,071.50	3,913.50
R3	4,013.75	3,983.50	3,889.25
R2	3,925.75	3,925.75	3,881.25
R1	3,895.50	3,895.50	3,873.00	3,910.50
PP	3,837.75	3,837.75	3,837.75	3,845.50
S1	3,807.50	3,807.50	3,857.00	3,822.50
S2	3,749.75	3,749.75	3,848.75
S3	3,661.75	3,719.50	3,840.75
S4	3,573.75	3,631.50	3,816.50

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,360.75	4,290.00	3,962.25
R3	4,183.75	4,113.00	3,913.75
R2	4,006.75	4,006.75	3,897.50
R1	3,936.00	3,936.00	3,881.25	3,883.00
PP	3,829.75	3,829.75	3,829.75	3,803.25
S1	3,759.00	3,759.00	3,848.75	3,706.00
S2	3,652.75	3,652.75	3,832.50
S3	3,475.75	3,582.00	3,816.25
S4	3,298.75	3,405.00	3,767.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,900.75	3,723.75	177.00	4.6%	82.75	2.1%	80%	False	False	1,744,989
10	3,922.00	3,723.75	198.25	5.1%	82.00	2.1%	71%	False	False	1,699,369
20	3,950.00	3,639.00	311.00	8.0%	91.75	2.4%	73%	False	False	1,773,833
40	4,204.75	3,639.00	565.75	14.6%	99.25	2.6%	40%	False	False	1,157,417
60	4,513.25	3,639.00	874.25	22.6%	105.00	2.7%	26%	False	False	772,873
80	4,634.00	3,639.00	995.00	25.7%	96.00	2.5%	23%	False	False	580,151
100	4,634.00	3,639.00	995.00	25.7%	100.50	2.6%	23%	False	False	464,283
120	4,634.00	3,639.00	995.00	25.7%	100.25	2.6%	23%	False	False	386,930

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	23.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,242.25
2.618	4,098.75
1.618	4,010.75
1.000	3,956.25
0.618	3,922.75
HIGH	3,868.25
0.618	3,834.75
0.500	3,824.25
0.382	3,813.75
LOW	3,780.25
0.618	3,725.75
1.000	3,692.25
1.618	3,637.75
2.618	3,549.75
4.250	3,406.25

Fisher Pivots for day following 15-Jul-2022
Pivot	1 day	3 day
R1	3,851.50	3,842.75
PP	3,837.75	3,820.50
S1	3,824.25	3,798.50

Download as Excel Spreadsheet

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

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