E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 18-Nov-2021
Day Change Summary
Previous Current
17-Nov-2021 18-Nov-2021 Change Change % Previous Week
Open 4,690.00 4,679.25 -10.75 -0.2% 4,676.00
High 4,694.25 4,700.75 6.50 0.1% 4,700.75
Low 4,673.50 4,662.00 -11.50 -0.2% 4,619.00
Close 4,680.00 4,695.25 15.25 0.3% 4,672.00
Range 20.75 38.75 18.00 86.7% 81.75
ATR 39.92 39.83 -0.08 -0.2% 0.00
Volume 2,318 6,416 4,098 176.8% 15,120
Daily Pivots for day following 18-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,802.25 4,787.50 4,716.50
R3 4,763.50 4,748.75 4,706.00
R2 4,724.75 4,724.75 4,702.25
R1 4,710.00 4,710.00 4,698.75 4,717.50
PP 4,686.00 4,686.00 4,686.00 4,689.75
S1 4,671.25 4,671.25 4,691.75 4,678.50
S2 4,647.25 4,647.25 4,688.25
S3 4,608.50 4,632.50 4,684.50
S4 4,569.75 4,593.75 4,674.00
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 4,703.50 4,637.50 66.00 1.4% 34.00 0.7% 88% False False 3,706
10 4,705.50 4,619.00 86.50 1.8% 35.75 0.8% 88% False False 3,593
20 4,705.50 4,509.00 196.50 4.2% 35.75 0.8% 95% False False 4,970
40 4,705.50 4,252.75 452.75 9.6% 48.00 1.0% 98% False False 3,562
60 4,705.50 4,252.75 452.75 9.6% 48.50 1.0% 98% False False 2,777
80 4,705.50 4,252.75 452.75 9.6% 45.00 1.0% 98% False False 2,119
100 4,705.50 4,206.75 498.75 10.6% 44.75 1.0% 98% False False 1,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.80
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,865.50
2.618 4,802.25
1.618 4,763.50
1.000 4,739.50
0.618 4,724.75
HIGH 4,700.75
0.618 4,686.00
0.500 4,681.50
0.382 4,676.75
LOW 4,662.00
0.618 4,638.00
1.000 4,623.25
1.618 4,599.25
2.618 4,560.50
4.250 4,497.25
Fisher Pivots for day following 18-Nov-2021
Pivot 1 day 3 day
R1 4,690.50 4,691.00
PP 4,686.00 4,687.00
S1 4,681.50 4,682.75

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

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