E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 4,647.00 4,666.25 19.25 0.4% 4,599.50
High 4,669.25 4,705.50 36.25 0.8% 4,705.50
Low 4,645.00 4,661.75 16.75 0.4% 4,581.00
Close 4,666.75 4,683.75 17.00 0.4% 4,683.75
Range 24.25 43.75 19.50 80.4% 124.50
ATR 44.80 44.72 -0.07 -0.2% 0.00
Volume 11,882 5,271 -6,611 -55.6% 35,024
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,815.00 4,793.00 4,707.75
R3 4,771.25 4,749.25 4,695.75
R2 4,727.50 4,727.50 4,691.75
R1 4,705.50 4,705.50 4,687.75 4,716.50
PP 4,683.75 4,683.75 4,683.75 4,689.00
S1 4,661.75 4,661.75 4,679.75 4,672.75
S2 4,640.00 4,640.00 4,675.75
S3 4,596.25 4,618.00 4,671.75
S4 4,552.50 4,574.25 4,659.75
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 5,030.25 4,981.50 4,752.25
R3 4,905.75 4,857.00 4,718.00
R2 4,781.25 4,781.25 4,706.50
R1 4,732.50 4,732.50 4,695.25 4,757.00
PP 4,656.75 4,656.75 4,656.75 4,669.00
S1 4,608.00 4,608.00 4,672.25 4,632.50
S2 4,532.25 4,532.25 4,661.00
S3 4,407.75 4,483.50 4,649.50
S4 4,283.25 4,359.00 4,615.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,705.50 4,581.00 124.50 2.7% 35.25 0.8% 83% True False 7,004
10 4,705.50 4,516.25 189.25 4.0% 36.75 0.8% 89% True False 6,285
20 4,705.50 4,311.00 394.50 8.4% 41.00 0.9% 94% True False 4,418
40 4,705.50 4,252.75 452.75 9.7% 55.25 1.2% 95% True False 3,307
60 4,705.50 4,252.75 452.75 9.7% 49.50 1.1% 95% True False 2,300
80 4,705.50 4,206.75 498.75 10.6% 46.75 1.0% 96% True False 1,741
100 4,705.50 4,110.75 594.75 12.7% 44.25 0.9% 96% True False 1,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,891.50
2.618 4,820.00
1.618 4,776.25
1.000 4,749.25
0.618 4,732.50
HIGH 4,705.50
0.618 4,688.75
0.500 4,683.50
0.382 4,678.50
LOW 4,661.75
0.618 4,634.75
1.000 4,618.00
1.618 4,591.00
2.618 4,547.25
4.250 4,475.75
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 4,683.75 4,674.50
PP 4,683.75 4,665.50
S1 4,683.50 4,656.25

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

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