E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 4,470.00 4,453.25 -16.75 -0.4% 4,449.75
High 4,470.50 4,465.00 -5.50 -0.1% 4,475.50
Low 4,426.25 4,399.75 -26.50 -0.6% 4,399.75
Close 4,457.00 4,414.50 -42.50 -1.0% 4,414.50
Range 44.25 65.25 21.00 47.5% 75.75
ATR 40.30 42.08 1.78 4.4% 0.00
Volume 778 2,863 2,085 268.0% 6,792
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,622.25 4,583.50 4,450.50
R3 4,557.00 4,518.25 4,432.50
R2 4,491.75 4,491.75 4,426.50
R1 4,453.00 4,453.00 4,420.50 4,439.75
PP 4,426.50 4,426.50 4,426.50 4,419.75
S1 4,387.75 4,387.75 4,408.50 4,374.50
S2 4,361.25 4,361.25 4,402.50
S3 4,296.00 4,322.50 4,396.50
S4 4,230.75 4,257.25 4,378.50
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,657.25 4,611.50 4,456.25
R3 4,581.50 4,535.75 4,435.25
R2 4,505.75 4,505.75 4,428.50
R1 4,460.00 4,460.00 4,421.50 4,445.00
PP 4,430.00 4,430.00 4,430.00 4,422.50
S1 4,384.25 4,384.25 4,407.50 4,369.25
S2 4,354.25 4,354.25 4,400.50
S3 4,278.50 4,308.50 4,393.75
S4 4,202.75 4,232.75 4,372.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,475.50 4,399.75 75.75 1.7% 52.00 1.2% 19% False True 1,358
10 4,531.00 4,399.75 131.25 3.0% 46.00 1.0% 11% False True 847
20 4,531.00 4,354.75 176.25 4.0% 40.00 0.9% 34% False False 560
40 4,531.00 4,331.00 200.00 4.5% 37.25 0.8% 42% False False 337
60 4,531.00 4,206.75 324.25 7.3% 37.75 0.9% 64% False False 239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.48
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4,742.25
2.618 4,635.75
1.618 4,570.50
1.000 4,530.25
0.618 4,505.25
HIGH 4,465.00
0.618 4,440.00
0.500 4,432.50
0.382 4,424.75
LOW 4,399.75
0.618 4,359.50
1.000 4,334.50
1.618 4,294.25
2.618 4,229.00
4.250 4,122.50
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 4,432.50 4,435.00
PP 4,426.50 4,428.25
S1 4,420.50 4,421.50

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

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