E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 02-Aug-2022

Day Change Summary
	Previous	Current
	01-Aug-2022	02-Aug-2022	Change	Change %	Previous Week
Open	4,137.50	4,119.75	-17.75	-0.4%	3,967.75
High	4,147.25	4,143.00	-4.25	-0.1%	4,144.00
Low	4,097.00	4,080.50	-16.50	-0.4%	3,913.25
Close	4,120.50	4,093.75	-26.75	-0.6%	4,133.50
Range	50.25	62.50	12.25	24.4%	230.75
ATR	84.02	82.48	-1.54	-1.8%	0.00
Volume	1,776,936	1,892,241	115,305	6.5%	8,757,128

Daily Pivots for day following 02-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,293.25	4,256.00	4,128.00
R3	4,230.75	4,193.50	4,111.00
R2	4,168.25	4,168.25	4,105.25
R1	4,131.00	4,131.00	4,099.50	4,118.50
PP	4,105.75	4,105.75	4,105.75	4,099.50
S1	4,068.50	4,068.50	4,088.00	4,056.00
S2	4,043.25	4,043.25	4,082.25
S3	3,980.75	4,006.00	4,076.50
S4	3,918.25	3,943.50	4,059.50

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,755.75	4,675.50	4,260.50
R3	4,525.00	4,444.75	4,197.00
R2	4,294.25	4,294.25	4,175.75
R1	4,214.00	4,214.00	4,154.75	4,254.00
PP	4,063.50	4,063.50	4,063.50	4,083.75
S1	3,983.25	3,983.25	4,112.25	4,023.50
S2	3,832.75	3,832.75	4,091.25
S3	3,602.00	3,752.50	4,070.00
S4	3,371.25	3,521.75	4,006.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,147.25	3,938.75	208.50	5.1%	79.25	1.9%	74%	False	False	1,868,734
10	4,147.25	3,913.25	234.00	5.7%	69.50	1.7%	77%	False	False	1,771,834
20	4,147.25	3,723.75	423.50	10.3%	75.75	1.8%	87%	False	False	1,698,937
40	4,170.75	3,639.00	531.75	13.0%	89.00	2.2%	86%	False	False	1,672,998
60	4,204.75	3,639.00	565.75	13.8%	95.00	2.3%	80%	False	False	1,118,379
80	4,523.00	3,639.00	884.00	21.6%	97.25	2.4%	51%	False	False	839,461
100	4,634.00	3,639.00	995.00	24.3%	93.75	2.3%	46%	False	False	671,905
120	4,634.00	3,639.00	995.00	24.3%	96.75	2.4%	46%	False	False	560,000

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,408.50
2.618	4,306.50
1.618	4,244.00
1.000	4,205.50
0.618	4,181.50
HIGH	4,143.00
0.618	4,119.00
0.500	4,111.75
0.382	4,104.50
LOW	4,080.50
0.618	4,042.00
1.000	4,018.00
1.618	3,979.50
2.618	3,917.00
4.250	3,815.00

Fisher Pivots for day following 02-Aug-2022
Pivot	1 day	3 day
R1	4,111.75	4,114.00
PP	4,105.75	4,107.25
S1	4,099.75	4,100.50

Download as Excel Spreadsheet

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

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