E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 09-Dec-2021
Day Change Summary
Previous Current
08-Dec-2021 09-Dec-2021 Change Change % Previous Week
Open 4,689.00 4,691.75 2.75 0.1% 4,582.00
High 4,705.00 4,699.25 -5.75 -0.1% 4,663.50
Low 4,665.25 4,655.25 -10.00 -0.2% 4,485.75
Close 4,692.25 4,659.75 -32.50 -0.7% 4,531.25
Range 39.75 44.00 4.25 10.7% 177.75
ATR 69.55 67.72 -1.82 -2.6% 0.00
Volume 172,701 597,488 424,787 246.0% 187,226
Daily Pivots for day following 09-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,803.50 4,775.50 4,684.00
R3 4,759.50 4,731.50 4,671.75
R2 4,715.50 4,715.50 4,667.75
R1 4,687.50 4,687.50 4,663.75 4,679.50
PP 4,671.50 4,671.50 4,671.50 4,667.50
S1 4,643.50 4,643.50 4,655.75 4,635.50
S2 4,627.50 4,627.50 4,651.75
S3 4,583.50 4,599.50 4,647.75
S4 4,539.50 4,555.50 4,635.50
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% 77.75 1.7% 79% False False 197,696
10 4,711.50 4,485.75 225.75 4.8% 96.00 2.1% 77% False False 112,431
20 4,735.00 4,485.75 249.25 5.3% 67.50 1.4% 70% False False 59,260
40 4,735.00 4,348.50 386.50 8.3% 53.50 1.2% 81% False False 31,935
60 4,735.00 4,252.75 482.25 10.3% 58.75 1.3% 84% False False 22,043
80 4,735.00 4,252.75 482.25 10.3% 54.50 1.2% 84% False False 16,630
100 4,735.00 4,252.75 482.25 10.3% 49.75 1.1% 84% False False 13,325
120 4,735.00 4,189.50 545.50 11.7% 47.75 1.0% 86% False False 11,111
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 15.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,886.25
2.618 4,814.50
1.618 4,770.50
1.000 4,743.25
0.618 4,726.50
HIGH 4,699.25
0.618 4,682.50
0.500 4,677.25
0.382 4,672.00
LOW 4,655.25
0.618 4,628.00
1.000 4,611.25
1.618 4,584.00
2.618 4,540.00
4.250 4,468.25
Fisher Pivots for day following 09-Dec-2021
Pivot 1 day 3 day
R1 4,677.25 4,654.00
PP 4,671.50 4,648.50
S1 4,665.50 4,643.00

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

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