E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 18-Aug-2022

Day Change Summary
	Previous	Current
	17-Aug-2022	18-Aug-2022	Change	Change %	Previous Week
Open	4,309.25	4,279.50	-29.75	-0.7%	4,149.75
High	4,315.00	4,295.50	-19.50	-0.5%	4,282.75
Low	4,255.00	4,258.00	3.00	0.1%	4,113.00
Close	4,276.75	4,286.50	9.75	0.2%	4,281.00
Range	60.00	37.50	-22.50	-37.5%	169.75
ATR	70.87	68.48	-2.38	-3.4%	0.00
Volume	1,638,797	1,366,220	-272,577	-16.6%	7,342,774

Daily Pivots for day following 18-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,392.50	4,377.00	4,307.00
R3	4,355.00	4,339.50	4,296.75
R2	4,317.50	4,317.50	4,293.50
R1	4,302.00	4,302.00	4,290.00	4,309.75
PP	4,280.00	4,280.00	4,280.00	4,284.00
S1	4,264.50	4,264.50	4,283.00	4,272.25
S2	4,242.50	4,242.50	4,279.50
S3	4,205.00	4,227.00	4,276.25
S4	4,167.50	4,189.50	4,266.00

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,734.75	4,677.75	4,374.25
R3	4,565.00	4,508.00	4,327.75
R2	4,395.25	4,395.25	4,312.00
R1	4,338.25	4,338.25	4,296.50	4,366.75
PP	4,225.50	4,225.50	4,225.50	4,240.00
S1	4,168.50	4,168.50	4,265.50	4,197.00
S2	4,055.75	4,055.75	4,250.00
S3	3,886.00	3,998.75	4,234.25
S4	3,716.25	3,829.00	4,187.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,327.50	4,208.25	119.25	2.8%	55.25	1.3%	66%	False	False	1,397,135
10	4,327.50	4,103.75	223.75	5.2%	59.75	1.4%	82%	False	False	1,475,068
20	4,327.50	3,913.25	414.25	9.7%	64.25	1.5%	90%	False	False	1,592,762
40	4,327.50	3,723.75	603.75	14.1%	73.75	1.7%	93%	False	False	1,650,689
60	4,327.50	3,639.00	688.50	16.1%	85.00	2.0%	94%	False	False	1,412,034
80	4,327.50	3,639.00	688.50	16.1%	93.75	2.2%	94%	False	False	1,060,252
100	4,634.00	3,639.00	995.00	23.2%	90.25	2.1%	65%	False	False	848,656
120	4,634.00	3,639.00	995.00	23.2%	92.00	2.1%	65%	False	False	707,408

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.05
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,455.00
2.618	4,393.75
1.618	4,356.25
1.000	4,333.00
0.618	4,318.75
HIGH	4,295.50
0.618	4,281.25
0.500	4,276.75
0.382	4,272.25
LOW	4,258.00
0.618	4,234.75
1.000	4,220.50
1.618	4,197.25
2.618	4,159.75
4.250	4,098.50

Fisher Pivots for day following 18-Aug-2022
Pivot	1 day	3 day
R1	4,283.25	4,291.25
PP	4,280.00	4,289.75
S1	4,276.75	4,288.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols