E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 20-Jul-2022
Day Change Summary
Previous Current
19-Jul-2022 20-Jul-2022 Change Change % Previous Week
Open 3,838.50 3,947.00 108.50 2.8% 3,900.00
High 3,948.00 3,977.25 29.25 0.7% 3,900.75
Low 3,834.00 3,922.25 88.25 2.3% 3,723.75
Close 3,937.50 3,962.50 25.00 0.6% 3,865.00
Range 114.00 55.00 -59.00 -51.8% 177.00
ATR 93.25 90.52 -2.73 -2.9% 0.00
Volume 1,611,604 1,734,355 122,751 7.6% 8,724,948
Daily Pivots for day following 20-Jul-2022
Classic Woodie Camarilla DeMark
R4 4,119.00 4,095.75 3,992.75
R3 4,064.00 4,040.75 3,977.50
R2 4,009.00 4,009.00 3,972.50
R1 3,985.75 3,985.75 3,967.50 3,997.50
PP 3,954.00 3,954.00 3,954.00 3,959.75
S1 3,930.75 3,930.75 3,957.50 3,942.50
S2 3,899.00 3,899.00 3,952.50
S3 3,844.00 3,875.75 3,947.50
S4 3,789.00 3,820.75 3,932.25
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 3,977.25 3,723.75 253.50 6.4% 85.75 2.2% 94% True False 1,645,112
10 3,977.25 3,723.75 253.50 6.4% 80.75 2.0% 94% True False 1,631,043
20 3,977.25 3,693.25 284.00 7.2% 85.25 2.2% 95% True False 1,700,591
40 4,204.75 3,639.00 565.75 14.3% 95.25 2.4% 57% False False 1,276,389
60 4,308.50 3,639.00 669.50 16.9% 104.00 2.6% 48% False False 852,462
80 4,634.00 3,639.00 995.00 25.1% 96.50 2.4% 33% False False 639,888
100 4,634.00 3,639.00 995.00 25.1% 98.50 2.5% 33% False False 512,128
120 4,634.00 3,639.00 995.00 25.1% 98.50 2.5% 33% False False 426,807
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 19.78
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,211.00
2.618 4,121.25
1.618 4,066.25
1.000 4,032.25
0.618 4,011.25
HIGH 3,977.25
0.618 3,956.25
0.500 3,949.75
0.382 3,943.25
LOW 3,922.25
0.618 3,888.25
1.000 3,867.25
1.618 3,833.25
2.618 3,778.25
4.250 3,688.50
Fisher Pivots for day following 20-Jul-2022
Pivot 1 day 3 day
R1 3,958.25 3,941.25
PP 3,954.00 3,920.00
S1 3,949.75 3,898.75

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

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