E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 09-Aug-2022

Day Change Summary
	Previous	Current
	08-Aug-2022	09-Aug-2022	Change	Change %	Previous Week
Open	4,149.75	4,148.50	-1.25	0.0%	4,137.50
High	4,188.00	4,155.00	-33.00	-0.8%	4,173.25
Low	4,129.25	4,113.00	-16.25	-0.4%	4,080.50
Close	4,141.75	4,124.50	-17.25	-0.4%	4,146.75
Range	58.75	42.00	-16.75	-28.5%	92.75
ATR	76.85	74.36	-2.49	-3.2%	0.00
Volume	1,536,449	1,280,085	-256,364	-16.7%	8,333,243

Daily Pivots for day following 09-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,256.75	4,232.75	4,147.50
R3	4,214.75	4,190.75	4,136.00
R2	4,172.75	4,172.75	4,132.25
R1	4,148.75	4,148.75	4,128.25	4,139.75
PP	4,130.75	4,130.75	4,130.75	4,126.50
S1	4,106.75	4,106.75	4,120.75	4,097.75
S2	4,088.75	4,088.75	4,116.75
S3	4,046.75	4,064.75	4,113.00
S4	4,004.75	4,022.75	4,101.50

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,411.75	4,372.00	4,197.75
R3	4,319.00	4,279.25	4,172.25
R2	4,226.25	4,226.25	4,163.75
R1	4,186.50	4,186.50	4,155.25	4,206.50
PP	4,133.50	4,133.50	4,133.50	4,143.50
S1	4,093.75	4,093.75	4,138.25	4,113.50
S2	4,040.75	4,040.75	4,129.75
S3	3,948.00	4,001.00	4,121.25
S4	3,855.25	3,908.25	4,095.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,188.00	4,084.50	103.50	2.5%	57.25	1.4%	39%	False	False	1,496,120
10	4,188.00	3,938.75	249.25	6.0%	68.25	1.7%	75%	False	False	1,682,427
20	4,188.00	3,723.75	464.25	11.3%	73.75	1.8%	86%	False	False	1,692,406
40	4,188.00	3,639.00	549.00	13.3%	84.50	2.0%	88%	False	False	1,795,956
60	4,204.75	3,639.00	565.75	13.7%	90.50	2.2%	86%	False	False	1,242,641
80	4,513.25	3,639.00	874.25	21.2%	96.25	2.3%	56%	False	False	932,835
100	4,634.00	3,639.00	995.00	24.1%	91.00	2.2%	49%	False	False	746,679
120	4,634.00	3,639.00	995.00	24.1%	95.75	2.3%	49%	False	False	622,328

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	15.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,333.50
2.618	4,265.00
1.618	4,223.00
1.000	4,197.00
0.618	4,181.00
HIGH	4,155.00
0.618	4,139.00
0.500	4,134.00
0.382	4,129.00
LOW	4,113.00
0.618	4,087.00
1.000	4,071.00
1.618	4,045.00
2.618	4,003.00
4.250	3,934.50

Fisher Pivots for day following 09-Aug-2022
Pivot	1 day	3 day
R1	4,134.00	4,146.00
PP	4,130.75	4,138.75
S1	4,127.75	4,131.50

Download as Excel Spreadsheet

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

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