E-mini S&P 500 Future March 2022

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Trading Metrics calculated at close of trading on 02-Jul-2021
Day Change Summary Previous Current 01-Jul-2021 02-Jul-2021 Change Change % Previous Week Open 4,278.00 4,295.00 17.00 0.4% 4,260.00 High 4,293.75 4,328.75 35.00 0.8% 4,328.75 Low 4,271.50 4,291.50 20.00 0.5% 4,250.00 Close 4,292.75 4,325.00 32.25 0.8% 4,325.00 Range 22.25 37.25 15.00 67.4% 78.75 ATR 31.34 31.76 0.42 1.3% 0.00 Volume 10 68 58 580.0% 93
Daily Pivots for day following 02-Jul-2021 Classic Woodie Camarilla DeMark R4 4,426.75 4,413.25 4,345.50 R3 4,389.50 4,376.00 4,335.25 R2 4,352.25 4,352.25 4,331.75 R1 4,338.75 4,338.75 4,328.50 4,345.50 PP 4,315.00 4,315.00 4,315.00 4,318.50 S1 4,301.50 4,301.50 4,321.50 4,308.25 S2 4,277.75 4,277.75 4,318.25 S3 4,240.50 4,264.25 4,314.75 S4 4,203.25 4,227.00 4,304.50	Weekly Pivots for week ending 02-Jul-2021 Classic Woodie Camarilla DeMark R4 4,537.50 4,510.00 4,368.25 R3 4,458.75 4,431.25 4,346.75 R2 4,380.00 4,380.00 4,339.50 R1 4,352.50 4,352.50 4,332.25 4,366.25 PP 4,301.25 4,301.25 4,301.25 4,308.00 S1 4,273.75 4,273.75 4,317.75 4,287.50 S2 4,222.50 4,222.50 4,310.50 S3 4,143.75 4,195.00 4,303.25 S4 4,065.00 4,116.25 4,281.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,328.75 4,250.00 78.75 1.8% 22.00 0.5% 95% True False 18 10 4,328.75 4,110.75 218.00 5.0% 28.50 0.7% 98% True False 13
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 8.10 Widest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 4,487.00 2.618 4,426.25 1.618 4,389.00 1.000 4,366.00 0.618 4,351.75 HIGH 4,328.75 0.618 4,314.50 0.500 4,310.00 0.382 4,305.75 LOW 4,291.50 0.618 4,268.50 1.000 4,254.25 1.618 4,231.25 2.618 4,194.00 4.250 4,133.25
Fisher Pivots for day following 02-Jul-2021 Pivot 1 day 3 day R1 4,320.00 4,314.00 PP 4,315.00 4,303.00 S1 4,310.00 4,292.00

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