E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 30-Aug-2022
Day Change Summary
Previous Current
29-Aug-2022 30-Aug-2022 Change Change % Previous Week
Open 4,024.00 4,035.75 11.75 0.3% 4,221.00
High 4,064.00 4,072.75 8.75 0.2% 4,221.50
Low 4,006.75 3,964.50 -42.25 -1.1% 4,042.75
Close 4,031.25 3,987.50 -43.75 -1.1% 4,059.50
Range 57.25 108.25 51.00 89.1% 178.75
ATR 73.19 75.69 2.50 3.4% 0.00
Volume 1,963,446 2,555,455 592,009 30.2% 8,525,082
Daily Pivots for day following 30-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,333.00 4,268.50 4,047.00
R3 4,224.75 4,160.25 4,017.25
R2 4,116.50 4,116.50 4,007.25
R1 4,052.00 4,052.00 3,997.50 4,030.00
PP 4,008.25 4,008.25 4,008.25 3,997.25
S1 3,943.75 3,943.75 3,977.50 3,922.00
S2 3,900.00 3,900.00 3,967.75
S3 3,791.75 3,835.50 3,957.75
S4 3,683.50 3,727.25 3,928.00
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,644.25 4,530.50 4,157.75
R3 4,465.50 4,351.75 4,108.75
R2 4,286.75 4,286.75 4,092.25
R1 4,173.00 4,173.00 4,076.00 4,140.50
PP 4,108.00 4,108.00 4,108.00 4,091.50
S1 3,994.25 3,994.25 4,043.00 3,961.75
S2 3,929.25 3,929.25 4,026.75
S3 3,750.50 3,815.50 4,010.25
S4 3,571.75 3,636.75 3,961.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,217.25 3,964.50 252.75 6.3% 89.50 2.2% 9% False True 1,948,821
10 4,315.00 3,964.50 350.50 8.8% 74.50 1.9% 7% False True 1,775,025
20 4,327.50 3,964.50 363.00 9.1% 68.50 1.7% 6% False True 1,621,879
40 4,327.50 3,723.75 603.75 15.1% 72.00 1.8% 44% False False 1,660,408
60 4,327.50 3,639.00 688.50 17.3% 82.25 2.1% 51% False False 1,655,958
80 4,327.50 3,639.00 688.50 17.3% 88.50 2.2% 51% False False 1,244,254
100 4,523.00 3,639.00 884.00 22.2% 91.50 2.3% 39% False False 995,945
120 4,634.00 3,639.00 995.00 25.0% 89.50 2.2% 35% False False 830,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,532.75
2.618 4,356.25
1.618 4,248.00
1.000 4,181.00
0.618 4,139.75
HIGH 4,072.75
0.618 4,031.50
0.500 4,018.50
0.382 4,005.75
LOW 3,964.50
0.618 3,897.50
1.000 3,856.25
1.618 3,789.25
2.618 3,681.00
4.250 3,504.50
Fisher Pivots for day following 30-Aug-2022
Pivot 1 day 3 day
R1 4,018.50 4,091.00
PP 4,008.25 4,056.50
S1 3,998.00 4,022.00

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

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