E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 08-Nov-2021
Day Change Summary
Previous Current
05-Nov-2021 08-Nov-2021 Change Change % Previous Week
Open 4,666.25 4,676.00 9.75 0.2% 4,599.50
High 4,705.50 4,700.75 -4.75 -0.1% 4,705.50
Low 4,661.75 4,670.25 8.50 0.2% 4,581.00
Close 4,683.75 4,687.75 4.00 0.1% 4,683.75
Range 43.75 30.50 -13.25 -30.3% 124.50
ATR 44.72 43.71 -1.02 -2.3% 0.00
Volume 5,271 2,492 -2,779 -52.7% 35,024
Daily Pivots for day following 08-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,777.75 4,763.25 4,704.50
R3 4,747.25 4,732.75 4,696.25
R2 4,716.75 4,716.75 4,693.25
R1 4,702.25 4,702.25 4,690.50 4,709.50
PP 4,686.25 4,686.25 4,686.25 4,690.00
S1 4,671.75 4,671.75 4,685.00 4,679.00
S2 4,655.75 4,655.75 4,682.25
S3 4,625.25 4,641.25 4,679.25
S4 4,594.75 4,610.75 4,671.00
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 4,587.75 117.75 2.5% 35.00 0.7% 85% False False 6,000
10 4,705.50 4,537.50 168.00 3.6% 35.50 0.8% 89% False False 6,368
20 4,705.50 4,311.00 394.50 8.4% 39.50 0.8% 96% False False 4,498
40 4,705.50 4,252.75 452.75 9.7% 54.75 1.2% 96% False False 3,348
60 4,705.50 4,252.75 452.75 9.7% 50.00 1.1% 96% False False 2,341
80 4,705.50 4,206.75 498.75 10.6% 46.50 1.0% 96% False False 1,772
100 4,705.50 4,110.75 594.75 12.7% 44.25 0.9% 97% False False 1,424
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,830.50
2.618 4,780.50
1.618 4,750.00
1.000 4,731.25
0.618 4,719.50
HIGH 4,700.75
0.618 4,689.00
0.500 4,685.50
0.382 4,682.00
LOW 4,670.25
0.618 4,651.50
1.000 4,639.75
1.618 4,621.00
2.618 4,590.50
4.250 4,540.50
Fisher Pivots for day following 08-Nov-2021
Pivot 1 day 3 day
R1 4,687.00 4,683.50
PP 4,686.25 4,679.50
S1 4,685.50 4,675.25

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

View Archives - Comment on this page... - Back to Index of Symbols