E-mini S&P 500 Future September 2022

Trading Metrics calculated at close of trading on 06-Sep-2022

Day Change Summary
	Previous	Current
	02-Sep-2022	06-Sep-2022	Change	Change %	Previous Week
Open	3,967.50	3,929.00	-38.50	-1.0%	4,024.00
High	4,019.25	3,963.25	-56.00	-1.4%	4,072.75
Low	3,906.00	3,886.75	-19.25	-0.5%	3,903.50
Close	3,924.50	3,910.50	-14.00	-0.4%	3,924.50
Range	113.25	76.50	-36.75	-32.5%	169.25
ATR	77.21	77.16	-0.05	-0.1%	0.00
Volume	2,510,355	2,360,326	-150,029	-6.0%	11,607,778

Daily Pivots for day following 06-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,149.75	4,106.50	3,952.50
R3	4,073.25	4,030.00	3,931.50
R2	3,996.75	3,996.75	3,924.50
R1	3,953.50	3,953.50	3,917.50	3,937.00
PP	3,920.25	3,920.25	3,920.25	3,911.75
S1	3,877.00	3,877.00	3,903.50	3,860.50
S2	3,843.75	3,843.75	3,896.50
S3	3,767.25	3,800.50	3,889.50
S4	3,690.75	3,724.00	3,868.50

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,474.75	4,368.75	4,017.50
R3	4,305.50	4,199.50	3,971.00
R2	4,136.25	4,136.25	3,955.50
R1	4,030.25	4,030.25	3,940.00	3,998.50
PP	3,967.00	3,967.00	3,967.00	3,951.00
S1	3,861.00	3,861.00	3,909.00	3,829.50
S2	3,797.75	3,797.75	3,893.50
S3	3,628.50	3,691.75	3,878.00
S4	3,459.25	3,522.50	3,831.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,072.75	3,886.75	186.00	4.8%	86.25	2.2%	13%	False	True	2,400,931
10	4,217.25	3,886.75	330.50	8.5%	81.50	2.1%	7%	False	True	2,076,898
20	4,327.50	3,886.75	440.75	11.3%	72.25	1.9%	5%	False	True	1,784,313
40	4,327.50	3,723.75	603.75	15.4%	73.75	1.9%	31%	False	False	1,747,379
60	4,327.50	3,639.00	688.50	17.6%	82.00	2.1%	39%	False	False	1,801,536
80	4,327.50	3,639.00	688.50	17.6%	86.75	2.2%	39%	False	False	1,362,131
100	4,513.25	3,639.00	874.25	22.4%	91.75	2.3%	31%	False	False	1,090,344
120	4,634.00	3,639.00	995.00	25.4%	88.75	2.3%	27%	False	False	908,960

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,288.50
2.618	4,163.50
1.618	4,087.00
1.000	4,039.75
0.618	4,010.50
HIGH	3,963.25
0.618	3,934.00
0.500	3,925.00
0.382	3,916.00
LOW	3,886.75
0.618	3,839.50
1.000	3,810.25
1.618	3,763.00
2.618	3,686.50
4.250	3,561.50

Fisher Pivots for day following 06-Sep-2022
Pivot	1 day	3 day
R1	3,925.00	3,953.00
PP	3,920.25	3,938.75
S1	3,915.25	3,924.75

Download as Excel Spreadsheet

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

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