E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 24-Nov-2021
Day Change Summary
Previous Current
23-Nov-2021 24-Nov-2021 Change Change % Previous Week
Open 4,679.50 4,678.25 -1.25 0.0% 4,680.00
High 4,689.25 4,696.75 7.50 0.2% 4,716.75
Low 4,643.50 4,650.50 7.00 0.2% 4,661.00
Close 4,682.75 4,693.25 10.50 0.2% 4,688.50
Range 45.75 46.25 0.50 1.1% 55.75
ATR 41.94 42.25 0.31 0.7% 0.00
Volume 10,043 10,580 537 5.3% 23,897
Daily Pivots for day following 24-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,819.00 4,802.25 4,718.75
R3 4,772.75 4,756.00 4,706.00
R2 4,726.50 4,726.50 4,701.75
R1 4,709.75 4,709.75 4,697.50 4,718.00
PP 4,680.25 4,680.25 4,680.25 4,684.25
S1 4,663.50 4,663.50 4,689.00 4,672.00
S2 4,634.00 4,634.00 4,684.75
S3 4,587.75 4,617.25 4,680.50
S4 4,541.50 4,571.00 4,667.75
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,856.00 4,828.00 4,719.25
R3 4,800.25 4,772.25 4,703.75
R2 4,744.50 4,744.50 4,698.75
R1 4,716.50 4,716.50 4,693.50 4,730.50
PP 4,688.75 4,688.75 4,688.75 4,695.75
S1 4,660.75 4,660.75 4,683.50 4,674.75
S2 4,633.00 4,633.00 4,678.25
S3 4,577.25 4,605.00 4,673.25
S4 4,521.50 4,549.25 4,657.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,735.00 4,643.50 91.50 1.9% 47.25 1.0% 54% False False 8,980
10 4,735.00 4,632.00 103.00 2.2% 39.00 0.8% 59% False False 6,089
20 4,735.00 4,539.00 196.00 4.2% 38.75 0.8% 79% False False 5,976
40 4,735.00 4,252.75 482.25 10.3% 47.25 1.0% 91% False False 4,310
60 4,735.00 4,252.75 482.25 10.3% 49.50 1.1% 91% False False 3,406
80 4,735.00 4,252.75 482.25 10.3% 45.50 1.0% 91% False False 2,595
100 4,735.00 4,206.75 528.25 11.3% 45.50 1.0% 92% False False 2,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,893.25
2.618 4,817.75
1.618 4,771.50
1.000 4,743.00
0.618 4,725.25
HIGH 4,696.75
0.618 4,679.00
0.500 4,673.50
0.382 4,668.25
LOW 4,650.50
0.618 4,622.00
1.000 4,604.25
1.618 4,575.75
2.618 4,529.50
4.250 4,454.00
Fisher Pivots for day following 24-Nov-2021
Pivot 1 day 3 day
R1 4,686.75 4,692.00
PP 4,680.25 4,690.50
S1 4,673.50 4,689.25

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

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