E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 4,665.50 4,635.50 -30.00 -0.6% 4,599.50
High 4,673.50 4,654.50 -19.00 -0.4% 4,705.50
Low 4,619.00 4,632.00 13.00 0.3% 4,581.00
Close 4,635.50 4,636.50 1.00 0.0% 4,683.75
Range 54.50 22.50 -32.00 -58.7% 124.50
ATR 44.05 42.51 -1.54 -3.5% 0.00
Volume 2,497 3,880 1,383 55.4% 35,024
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,708.50 4,695.00 4,649.00
R3 4,686.00 4,672.50 4,642.75
R2 4,663.50 4,663.50 4,640.50
R1 4,650.00 4,650.00 4,638.50 4,656.75
PP 4,641.00 4,641.00 4,641.00 4,644.50
S1 4,627.50 4,627.50 4,634.50 4,634.25
S2 4,618.50 4,618.50 4,632.50
S3 4,596.00 4,605.00 4,630.25
S4 4,573.50 4,582.50 4,624.00
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 4,619.00 86.50 1.9% 37.75 0.8% 20% False False 3,480
10 4,705.50 4,553.75 151.75 3.3% 36.50 0.8% 55% False False 5,656
20 4,705.50 4,419.50 286.00 6.2% 36.75 0.8% 76% False False 4,708
40 4,705.50 4,252.75 452.75 9.8% 54.00 1.2% 85% False False 3,512
60 4,705.50 4,252.75 452.75 9.8% 49.25 1.1% 85% False False 2,482
80 4,705.50 4,252.75 452.75 9.8% 45.25 1.0% 85% False False 1,889
100 4,705.50 4,206.75 498.75 10.8% 43.75 0.9% 86% False False 1,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.03
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 4,750.00
2.618 4,713.50
1.618 4,691.00
1.000 4,677.00
0.618 4,668.50
HIGH 4,654.50
0.618 4,646.00
0.500 4,643.25
0.382 4,640.50
LOW 4,632.00
0.618 4,618.00
1.000 4,609.50
1.618 4,595.50
2.618 4,573.00
4.250 4,536.50
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 4,643.25 4,656.25
PP 4,641.00 4,649.75
S1 4,638.75 4,643.00

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

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