E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 08-Dec-2021
Day Change Summary
Previous Current
07-Dec-2021 08-Dec-2021 Change Change % Previous Week
Open 4,588.25 4,689.00 100.75 2.2% 4,582.00
High 4,690.75 4,705.00 14.25 0.3% 4,663.50
Low 4,580.75 4,665.25 84.50 1.8% 4,485.75
Close 4,678.50 4,692.25 13.75 0.3% 4,531.25
Range 110.00 39.75 -70.25 -63.9% 177.75
ATR 71.84 69.55 -2.29 -3.2% 0.00
Volume 65,997 172,701 106,704 161.7% 187,226
Daily Pivots for day following 08-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,806.75 4,789.25 4,714.00
R3 4,767.00 4,749.50 4,703.25
R2 4,727.25 4,727.25 4,699.50
R1 4,709.75 4,709.75 4,696.00 4,718.50
PP 4,687.50 4,687.50 4,687.50 4,692.00
S1 4,670.00 4,670.00 4,688.50 4,678.75
S2 4,647.75 4,647.75 4,685.00
S3 4,608.00 4,630.25 4,681.25
S4 4,568.25 4,590.50 4,670.50
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,093.50 4,990.00 4,629.00
R3 4,915.75 4,812.25 4,580.25
R2 4,738.00 4,738.00 4,563.75
R1 4,634.50 4,634.50 4,547.50 4,597.50
PP 4,560.25 4,560.25 4,560.25 4,541.50
S1 4,456.75 4,456.75 4,515.00 4,419.50
S2 4,382.50 4,382.50 4,498.75
S3 4,204.75 4,279.00 4,482.25
S4 4,027.00 4,101.25 4,433.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,705.00 4,485.75 219.25 4.7% 86.50 1.8% 94% True False 86,800
10 4,711.50 4,485.75 225.75 4.8% 96.25 2.1% 91% False False 53,740
20 4,735.00 4,485.75 249.25 5.3% 68.00 1.4% 83% False False 29,511
40 4,735.00 4,313.00 422.00 9.0% 53.50 1.1% 90% False False 17,052
60 4,735.00 4,252.75 482.25 10.3% 59.00 1.3% 91% False False 12,106
80 4,735.00 4,252.75 482.25 10.3% 54.25 1.2% 91% False False 9,166
100 4,735.00 4,236.25 498.75 10.6% 50.25 1.1% 91% False False 7,350
120 4,735.00 4,110.75 624.25 13.3% 48.25 1.0% 93% False False 6,132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 17.03
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,874.00
2.618 4,809.00
1.618 4,769.25
1.000 4,744.75
0.618 4,729.50
HIGH 4,705.00
0.618 4,689.75
0.500 4,685.00
0.382 4,680.50
LOW 4,665.25
0.618 4,640.75
1.000 4,625.50
1.618 4,601.00
2.618 4,561.25
4.250 4,496.25
Fisher Pivots for day following 08-Dec-2021
Pivot 1 day 3 day
R1 4,690.00 4,666.50
PP 4,687.50 4,640.75
S1 4,685.00 4,615.00

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

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