E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 15-Nov-2021
Day Change Summary
Previous Current
12-Nov-2021 15-Nov-2021 Change Change % Previous Week
Open 4,642.50 4,680.00 37.50 0.8% 4,676.00
High 4,679.25 4,690.75 11.50 0.2% 4,700.75
Low 4,637.50 4,661.00 23.50 0.5% 4,619.00
Close 4,672.00 4,672.50 0.50 0.0% 4,672.00
Range 41.75 29.75 -12.00 -28.7% 81.75
ATR 42.53 41.61 -0.91 -2.1% 0.00
Volume 2,991 3,776 785 26.2% 15,120
Daily Pivots for day following 15-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,764.00 4,748.00 4,688.75
R3 4,734.25 4,718.25 4,680.75
R2 4,704.50 4,704.50 4,678.00
R1 4,688.50 4,688.50 4,675.25 4,681.50
PP 4,674.75 4,674.75 4,674.75 4,671.25
S1 4,658.75 4,658.75 4,669.75 4,652.00
S2 4,645.00 4,645.00 4,667.00
S3 4,615.25 4,629.00 4,664.25
S4 4,585.50 4,599.25 4,656.25
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,909.25 4,872.25 4,717.00
R3 4,827.50 4,790.50 4,694.50
R2 4,745.75 4,745.75 4,687.00
R1 4,708.75 4,708.75 4,679.50 4,686.50
PP 4,664.00 4,664.00 4,664.00 4,652.75
S1 4,627.00 4,627.00 4,664.50 4,604.50
S2 4,582.25 4,582.25 4,657.00
S3 4,500.50 4,545.25 4,649.50
S4 4,418.75 4,463.50 4,627.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,693.50 4,619.00 74.50 1.6% 37.25 0.8% 72% False False 3,280
10 4,705.50 4,587.75 117.75 2.5% 36.00 0.8% 72% False False 4,640
20 4,705.50 4,464.75 240.75 5.2% 36.25 0.8% 86% False False 4,877
40 4,705.50 4,252.75 452.75 9.7% 51.00 1.1% 93% False False 3,495
60 4,705.50 4,252.75 452.75 9.7% 48.25 1.0% 93% False False 2,590
80 4,705.50 4,252.75 452.75 9.7% 45.25 1.0% 93% False False 1,972
100 4,705.50 4,206.75 498.75 10.7% 44.25 0.9% 93% False False 1,587
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,817.25
2.618 4,768.75
1.618 4,739.00
1.000 4,720.50
0.618 4,709.25
HIGH 4,690.75
0.618 4,679.50
0.500 4,676.00
0.382 4,672.25
LOW 4,661.00
0.618 4,642.50
1.000 4,631.25
1.618 4,612.75
2.618 4,583.00
4.250 4,534.50
Fisher Pivots for day following 15-Nov-2021
Pivot 1 day 3 day
R1 4,676.00 4,668.75
PP 4,674.75 4,665.00
S1 4,673.50 4,661.50

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

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