E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 03-Aug-2022

Day Change Summary
	Previous	Current
	02-Aug-2022	03-Aug-2022	Change	Change %	Previous Week
Open	4,119.75	4,097.00	-22.75	-0.6%	3,967.75
High	4,143.00	4,170.00	27.00	0.7%	4,144.00
Low	4,080.50	4,084.50	4.00	0.1%	3,913.25
Close	4,093.75	4,156.25	62.50	1.5%	4,133.50
Range	62.50	85.50	23.00	36.8%	230.75
ATR	82.48	82.70	0.22	0.3%	0.00
Volume	1,892,241	1,696,602	-195,639	-10.3%	8,757,128

Daily Pivots for day following 03-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,393.50	4,360.25	4,203.25
R3	4,308.00	4,274.75	4,179.75
R2	4,222.50	4,222.50	4,172.00
R1	4,189.25	4,189.25	4,164.00	4,206.00
PP	4,137.00	4,137.00	4,137.00	4,145.25
S1	4,103.75	4,103.75	4,148.50	4,120.50
S2	4,051.50	4,051.50	4,140.50
S3	3,966.00	4,018.25	4,132.75
S4	3,880.50	3,932.75	4,109.25

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	4,170.00	3,994.50	175.50	4.2%	75.50	1.8%	92%	True	False	1,859,968
10	4,170.00	3,913.25	256.75	6.2%	72.50	1.7%	95%	True	False	1,768,059
20	4,170.00	3,723.75	446.25	10.7%	76.75	1.8%	97%	True	False	1,699,551
40	4,170.00	3,639.00	531.00	12.8%	89.75	2.2%	97%	True	False	1,714,857
60	4,204.75	3,639.00	565.75	13.6%	95.00	2.3%	91%	False	False	1,146,570
80	4,523.00	3,639.00	884.00	21.3%	97.50	2.3%	59%	False	False	860,644
100	4,634.00	3,639.00	995.00	23.9%	94.00	2.3%	52%	False	False	688,867
120	4,634.00	3,639.00	995.00	23.9%	97.00	2.3%	52%	False	False	574,138

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.60
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,533.50
2.618	4,393.75
1.618	4,308.25
1.000	4,255.50
0.618	4,222.75
HIGH	4,170.00
0.618	4,137.25
0.500	4,127.25
0.382	4,117.25
LOW	4,084.50
0.618	4,031.75
1.000	3,999.00
1.618	3,946.25
2.618	3,860.75
4.250	3,721.00

Fisher Pivots for day following 03-Aug-2022
Pivot	1 day	3 day
R1	4,146.50	4,146.00
PP	4,137.00	4,135.50
S1	4,127.25	4,125.25

Download as Excel Spreadsheet

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

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