E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 27-Jul-2022

Day Change Summary
	Previous	Current
	26-Jul-2022	27-Jul-2022	Change	Change %	Previous Week
Open	3,959.00	3,939.25	-19.75	-0.5%	3,878.50
High	3,964.50	4,042.75	78.25	2.0%	4,016.25
Low	3,913.25	3,938.75	25.50	0.7%	3,820.25
Close	3,923.25	4,024.50	101.25	2.6%	3,965.00
Range	51.25	104.00	52.75	102.9%	196.00
ATR	83.05	85.65	2.60	3.1%	0.00
Volume	1,589,161	1,740,431	151,270	9.5%	8,343,238

Daily Pivots for day following 27-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,314.00	4,273.25	4,081.75
R3	4,210.00	4,169.25	4,053.00
R2	4,106.00	4,106.00	4,043.50
R1	4,065.25	4,065.25	4,034.00	4,085.50
PP	4,002.00	4,002.00	4,002.00	4,012.25
S1	3,961.25	3,961.25	4,015.00	3,981.50
S2	3,898.00	3,898.00	4,005.50
S3	3,794.00	3,857.25	3,996.00
S4	3,690.00	3,753.25	3,967.25

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,521.75	4,439.50	4,072.75
R3	4,325.75	4,243.50	4,019.00
R2	4,129.75	4,129.75	4,001.00
R1	4,047.50	4,047.50	3,983.00	4,088.50
PP	3,933.75	3,933.75	3,933.75	3,954.50
S1	3,851.50	3,851.50	3,947.00	3,892.50
S2	3,737.75	3,737.75	3,929.00
S3	3,541.75	3,655.50	3,911.00
S4	3,345.75	3,459.50	3,857.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,042.75	3,913.25	129.50	3.2%	69.50	1.7%	86%	True	False	1,676,150
10	4,042.75	3,723.75	319.00	7.9%	77.50	1.9%	94%	True	False	1,660,631
20	4,042.75	3,723.75	319.00	7.9%	77.25	1.9%	94%	True	False	1,713,606
40	4,204.75	3,639.00	565.75	14.1%	91.50	2.3%	68%	False	False	1,484,959
60	4,306.50	3,639.00	667.50	16.6%	99.25	2.5%	58%	False	False	991,885
80	4,591.50	3,639.00	952.50	23.7%	97.00	2.4%	40%	False	False	744,514
100	4,634.00	3,639.00	995.00	24.7%	96.00	2.4%	39%	False	False	595,918
120	4,634.00	3,639.00	995.00	24.7%	96.75	2.4%	39%	False	False	496,642

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.73
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,484.75
2.618	4,315.00
1.618	4,211.00
1.000	4,146.75
0.618	4,107.00
HIGH	4,042.75
0.618	4,003.00
0.500	3,990.75
0.382	3,978.50
LOW	3,938.75
0.618	3,874.50
1.000	3,834.75
1.618	3,770.50
2.618	3,666.50
4.250	3,496.75

Fisher Pivots for day following 27-Jul-2022
Pivot	1 day	3 day
R1	4,013.25	4,009.00
PP	4,002.00	3,993.50
S1	3,990.75	3,978.00

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

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