E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 4,678.25 4,696.75 18.50 0.4% 4,696.25
High 4,696.75 4,711.50 14.75 0.3% 4,735.00
Low 4,650.50 4,572.00 -78.50 -1.7% 4,572.00
Close 4,693.25 4,589.50 -103.75 -2.2% 4,589.50
Range 46.25 139.50 93.25 201.6% 163.00
ATR 42.25 49.20 6.95 16.4% 0.00
Volume 10,580 20,041 9,461 89.4% 50,172
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 5,042.75 4,955.75 4,666.25
R3 4,903.25 4,816.25 4,627.75
R2 4,763.75 4,763.75 4,615.00
R1 4,676.75 4,676.75 4,602.25 4,650.50
PP 4,624.25 4,624.25 4,624.25 4,611.25
S1 4,537.25 4,537.25 4,576.75 4,511.00
S2 4,484.75 4,484.75 4,564.00
S3 4,345.25 4,397.75 4,551.25
S4 4,205.75 4,258.25 4,512.75
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 5,121.25 5,018.25 4,679.25
R3 4,958.25 4,855.25 4,634.25
R2 4,795.25 4,795.25 4,619.50
R1 4,692.25 4,692.25 4,604.50 4,662.25
PP 4,632.25 4,632.25 4,632.25 4,617.00
S1 4,529.25 4,529.25 4,574.50 4,499.25
S2 4,469.25 4,469.25 4,559.50
S3 4,306.25 4,366.25 4,544.75
S4 4,143.25 4,203.25 4,499.75
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 4,572.00 163.00 3.6% 67.25 1.5% 11% False True 11,705
10 4,735.00 4,572.00 163.00 3.6% 50.50 1.1% 11% False True 7,706
20 4,735.00 4,553.75 181.25 3.9% 43.50 0.9% 20% False False 6,681
40 4,735.00 4,252.75 482.25 10.5% 48.50 1.1% 70% False False 4,703
60 4,735.00 4,252.75 482.25 10.5% 51.50 1.1% 70% False False 3,735
80 4,735.00 4,252.75 482.25 10.5% 47.00 1.0% 70% False False 2,846
100 4,735.00 4,206.75 528.25 11.5% 46.50 1.0% 72% False False 2,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.40
Widest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 5,304.50
2.618 5,076.75
1.618 4,937.25
1.000 4,851.00
0.618 4,797.75
HIGH 4,711.50
0.618 4,658.25
0.500 4,641.75
0.382 4,625.25
LOW 4,572.00
0.618 4,485.75
1.000 4,432.50
1.618 4,346.25
2.618 4,206.75
4.250 3,979.00
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 4,641.75 4,641.75
PP 4,624.25 4,624.25
S1 4,607.00 4,607.00

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

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