E-mini S&P 500 Future March 2022

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Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary Previous Current 13-Sep-2021 14-Sep-2021 Change Change % Previous Week Open 4,449.75 4,457.00 7.25 0.2% 4,513.00 High 4,475.50 4,471.75 -3.75 -0.1% 4,530.75 Low 4,427.75 4,418.50 -9.25 -0.2% 4,440.25 Close 4,452.00 4,427.50 -24.50 -0.6% 4,441.50 Range 47.75 53.25 5.50 11.5% 90.50 ATR 38.19 39.27 1.08 2.8% 0.00 Volume 854 1,013 159 18.6% 1,636
Daily Pivots for day following 14-Sep-2021 Classic Woodie Camarilla DeMark R4 4,599.00 4,566.50 4,456.75 R3 4,545.75 4,513.25 4,442.25 R2 4,492.50 4,492.50 4,437.25 R1 4,460.00 4,460.00 4,432.50 4,449.50 PP 4,439.25 4,439.25 4,439.25 4,434.00 S1 4,406.75 4,406.75 4,422.50 4,396.50 S2 4,386.00 4,386.00 4,417.75 S3 4,332.75 4,353.50 4,412.75 S4 4,279.50 4,300.25 4,398.25	Weekly Pivots for week ending 10-Sep-2021 Classic Woodie Camarilla DeMark R4 4,742.25 4,682.50 4,491.25 R3 4,651.75 4,592.00 4,466.50 R2 4,561.25 4,561.25 4,458.00 R1 4,501.50 4,501.50 4,449.75 4,486.00 PP 4,470.75 4,470.75 4,470.75 4,463.25 S1 4,411.00 4,411.00 4,433.25 4,395.50 S2 4,380.25 4,380.25 4,425.00 S3 4,289.75 4,320.50 4,416.50 S4 4,199.25 4,230.00 4,391.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,512.25 4,418.50 93.75 2.1% 47.25 1.1% 10% False True 654 10 4,531.00 4,418.50 112.50 2.5% 37.75 0.9% 8% False True 495 20 4,531.00 4,331.00 200.00 4.5% 40.50 0.9% 48% False False 346 40 4,531.00 4,236.25 294.75 6.7% 37.00 0.8% 65% False False 216 60 4,531.00 4,110.75 420.25 9.5% 37.50 0.8% 75% False False 158
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 14.80 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4,698.00 2.618 4,611.25 1.618 4,558.00 1.000 4,525.00 0.618 4,504.75 HIGH 4,471.75 0.618 4,451.50 0.500 4,445.00 0.382 4,438.75 LOW 4,418.50 0.618 4,385.50 1.000 4,365.25 1.618 4,332.25 2.618 4,279.00 4.250 4,192.25
Fisher Pivots for day following 14-Sep-2021 Pivot 1 day 3 day R1 4,445.00 4,460.00 PP 4,439.25 4,449.00 S1 4,433.50 4,438.25

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