E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 17-Aug-2021
Day Change Summary
Previous Current
16-Aug-2021 17-Aug-2021 Change Change % Previous Week
Open 4,439.75 4,426.00 -13.75 -0.3% 4,403.75
High 4,458.75 4,433.00 -25.75 -0.6% 4,446.00
Low 4,416.25 4,395.25 -21.00 -0.5% 4,398.00
Close 4,457.00 4,426.50 -30.50 -0.7% 4,445.50
Range 42.50 37.75 -4.75 -11.2% 48.00
ATR 33.23 35.26 2.04 6.1% 0.00
Volume 643 393 -250 -38.9% 482
Daily Pivots for day following 17-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,531.50 4,516.75 4,447.25
R3 4,493.75 4,479.00 4,437.00
R2 4,456.00 4,456.00 4,433.50
R1 4,441.25 4,441.25 4,430.00 4,448.50
PP 4,418.25 4,418.25 4,418.25 4,422.00
S1 4,403.50 4,403.50 4,423.00 4,411.00
S2 4,380.50 4,380.50 4,419.50
S3 4,342.75 4,365.75 4,416.00
S4 4,305.00 4,328.00 4,405.75
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,573.75 4,557.75 4,472.00
R3 4,525.75 4,509.75 4,458.75
R2 4,477.75 4,477.75 4,454.25
R1 4,461.75 4,461.75 4,450.00 4,469.75
PP 4,429.75 4,429.75 4,429.75 4,434.00
S1 4,413.75 4,413.75 4,441.00 4,421.75
S2 4,381.75 4,381.75 4,436.75
S3 4,333.75 4,365.75 4,432.25
S4 4,285.75 4,317.75 4,419.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,458.75 4,395.25 63.50 1.4% 27.50 0.6% 49% False True 286
10 4,458.75 4,374.50 84.25 1.9% 24.00 0.5% 62% False False 157
20 4,458.75 4,293.50 165.25 3.7% 31.50 0.7% 80% False False 105
40 4,458.75 4,189.50 269.25 6.1% 34.75 0.8% 88% False False 73
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 6.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,593.50
2.618 4,531.75
1.618 4,494.00
1.000 4,470.75
0.618 4,456.25
HIGH 4,433.00
0.618 4,418.50
0.500 4,414.00
0.382 4,409.75
LOW 4,395.25
0.618 4,372.00
1.000 4,357.50
1.618 4,334.25
2.618 4,296.50
4.250 4,234.75
Fisher Pivots for day following 17-Aug-2021
Pivot 1 day 3 day
R1 4,422.50 4,427.00
PP 4,418.25 4,426.75
S1 4,414.00 4,426.75

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

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