E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 4,406.50 4,423.00 16.50 0.4% 4,380.00
High 4,420.25 4,425.00 4.75 0.1% 4,415.00
Low 4,399.75 4,403.75 4.00 0.1% 4,348.25
Close 4,412.50 4,423.50 11.00 0.2% 4,412.00
Range 20.50 21.25 0.75 3.7% 66.75
ATR 35.88 34.83 -1.04 -2.9% 0.00
Volume 73 15 -58 -79.5% 329
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,481.25 4,473.50 4,435.25
R3 4,460.00 4,452.25 4,429.25
R2 4,438.75 4,438.75 4,427.50
R1 4,431.00 4,431.00 4,425.50 4,435.00
PP 4,417.50 4,417.50 4,417.50 4,419.25
S1 4,409.75 4,409.75 4,421.50 4,413.50
S2 4,396.25 4,396.25 4,419.50
S3 4,375.00 4,388.50 4,417.75
S4 4,353.75 4,367.25 4,411.75
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,592.00 4,568.75 4,448.75
R3 4,525.25 4,502.00 4,430.25
R2 4,458.50 4,458.50 4,424.25
R1 4,435.25 4,435.25 4,418.00 4,447.00
PP 4,391.75 4,391.75 4,391.75 4,397.50
S1 4,368.50 4,368.50 4,406.00 4,380.00
S2 4,325.00 4,325.00 4,399.75
S3 4,258.25 4,301.75 4,393.75
S4 4,191.50 4,235.00 4,375.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,425.00 4,377.00 48.00 1.1% 20.25 0.5% 97% True False 26
10 4,425.00 4,348.25 76.75 1.7% 29.00 0.7% 98% True False 50
20 4,425.00 4,206.75 218.25 4.9% 38.75 0.9% 99% True False 53
40 4,425.00 4,110.75 314.25 7.1% 37.00 0.8% 100% True False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,515.25
2.618 4,480.75
1.618 4,459.50
1.000 4,446.25
0.618 4,438.25
HIGH 4,425.00
0.618 4,417.00
0.500 4,414.50
0.382 4,411.75
LOW 4,403.75
0.618 4,390.50
1.000 4,382.50
1.618 4,369.25
2.618 4,348.00
4.250 4,313.50
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 4,420.50 4,419.50
PP 4,417.50 4,415.50
S1 4,414.50 4,411.50

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

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