E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 4,286.25 4,245.50 -40.75 -1.0% 4,343.50
High 4,302.00 4,310.75 8.75 0.2% 4,366.25
Low 4,206.75 4,236.25 29.50 0.7% 4,296.75
Close 4,233.50 4,298.25 64.75 1.5% 4,300.75
Range 95.25 74.50 -20.75 -21.8% 69.50
ATR 41.54 44.09 2.55 6.1% 0.00
Volume 179 35 -144 -80.4% 394
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,505.25 4,476.25 4,339.25
R3 4,430.75 4,401.75 4,318.75
R2 4,356.25 4,356.25 4,312.00
R1 4,327.25 4,327.25 4,305.00 4,341.75
PP 4,281.75 4,281.75 4,281.75 4,289.00
S1 4,252.75 4,252.75 4,291.50 4,267.25
S2 4,207.25 4,207.25 4,284.50
S3 4,132.75 4,178.25 4,277.75
S4 4,058.25 4,103.75 4,257.25
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,529.75 4,484.75 4,339.00
R3 4,460.25 4,415.25 4,319.75
R2 4,390.75 4,390.75 4,313.50
R1 4,345.75 4,345.75 4,307.00 4,333.50
PP 4,321.25 4,321.25 4,321.25 4,315.00
S1 4,276.25 4,276.25 4,294.50 4,264.00
S2 4,251.75 4,251.75 4,288.00
S3 4,182.25 4,206.75 4,281.75
S4 4,112.75 4,137.25 4,262.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,366.25 4,206.75 159.50 3.7% 58.25 1.4% 57% False False 100
10 4,366.25 4,206.75 159.50 3.7% 52.25 1.2% 57% False False 69
20 4,366.25 4,189.50 176.75 4.1% 38.00 0.9% 62% False False 41
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 16.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,627.50
2.618 4,505.75
1.618 4,431.25
1.000 4,385.25
0.618 4,356.75
HIGH 4,310.75
0.618 4,282.25
0.500 4,273.50
0.382 4,264.75
LOW 4,236.25
0.618 4,190.25
1.000 4,161.75
1.618 4,115.75
2.618 4,041.25
4.250 3,919.50
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 4,290.00 4,291.50
PP 4,281.75 4,284.75
S1 4,273.50 4,278.00

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

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