E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 12-Jul-2021
Day Change Summary
Previous Current
09-Jul-2021 12-Jul-2021 Change Change % Previous Week
Open 4,316.50 4,343.50 27.00 0.6% 4,328.50
High 4,345.25 4,360.00 14.75 0.3% 4,345.25
Low 4,276.50 4,325.00 48.50 1.1% 4,262.75
Close 4,342.25 4,358.50 16.25 0.4% 4,342.25
Range 68.75 35.00 -33.75 -49.1% 82.50
ATR 37.55 37.36 -0.18 -0.5% 0.00
Volume 57 32 -25 -43.9% 91
Daily Pivots for day following 12-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,452.75 4,440.75 4,377.75
R3 4,417.75 4,405.75 4,368.00
R2 4,382.75 4,382.75 4,365.00
R1 4,370.75 4,370.75 4,361.75 4,376.75
PP 4,347.75 4,347.75 4,347.75 4,351.00
S1 4,335.75 4,335.75 4,355.25 4,341.75
S2 4,312.75 4,312.75 4,352.00
S3 4,277.75 4,300.75 4,349.00
S4 4,242.75 4,265.75 4,339.25
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,564.25 4,535.75 4,387.50
R3 4,481.75 4,453.25 4,365.00
R2 4,399.25 4,399.25 4,357.50
R1 4,370.75 4,370.75 4,349.75 4,385.00
PP 4,316.75 4,316.75 4,316.75 4,324.00
S1 4,288.25 4,288.25 4,334.75 4,302.50
S2 4,234.25 4,234.25 4,327.00
S3 4,151.75 4,205.75 4,319.50
S4 4,069.25 4,123.25 4,297.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,360.00 4,262.75 97.25 2.2% 49.50 1.1% 98% True False 24
10 4,360.00 4,250.00 110.00 2.5% 35.75 0.8% 99% True False 21
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 11.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,508.75
2.618 4,451.75
1.618 4,416.75
1.000 4,395.00
0.618 4,381.75
HIGH 4,360.00
0.618 4,346.75
0.500 4,342.50
0.382 4,338.25
LOW 4,325.00
0.618 4,303.25
1.000 4,290.00
1.618 4,268.25
2.618 4,233.25
4.250 4,176.25
Fisher Pivots for day following 12-Jul-2021
Pivot 1 day 3 day
R1 4,353.25 4,342.75
PP 4,347.75 4,327.00
S1 4,342.50 4,311.50

Download as Excel Spreadsheet

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

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