E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 10-Dec-2021
Day Change Summary
Previous Current
09-Dec-2021 10-Dec-2021 Change Change % Previous Week
Open 4,691.75 4,662.25 -29.50 -0.6% 4,536.00
High 4,699.25 4,705.25 6.00 0.1% 4,705.25
Low 4,655.25 4,657.00 1.75 0.0% 4,524.75
Close 4,659.75 4,703.50 43.75 0.9% 4,703.50
Range 44.00 48.25 4.25 9.7% 180.50
ATR 67.72 66.33 -1.39 -2.1% 0.00
Volume 597,488 1,667,872 1,070,384 179.1% 2,584,917
Daily Pivots for day following 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,833.25 4,816.75 4,730.00
R3 4,785.00 4,768.50 4,716.75
R2 4,736.75 4,736.75 4,712.25
R1 4,720.25 4,720.25 4,708.00 4,728.50
PP 4,688.50 4,688.50 4,688.50 4,692.75
S1 4,672.00 4,672.00 4,699.00 4,680.25
S2 4,640.25 4,640.25 4,694.75
S3 4,592.00 4,623.75 4,690.25
S4 4,543.75 4,575.50 4,677.00
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,186.00 5,125.25 4,802.75
R3 5,005.50 4,944.75 4,753.25
R2 4,825.00 4,825.00 4,736.50
R1 4,764.25 4,764.25 4,720.00 4,794.50
PP 4,644.50 4,644.50 4,644.50 4,659.75
S1 4,583.75 4,583.75 4,687.00 4,614.00
S2 4,464.00 4,464.00 4,670.50
S3 4,283.50 4,403.25 4,653.75
S4 4,103.00 4,222.75 4,604.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,705.25 4,524.75 180.50 3.8% 64.50 1.4% 99% True False 516,983
10 4,705.25 4,485.75 219.50 4.7% 87.00 1.8% 99% True False 277,214
20 4,735.00 4,485.75 249.25 5.3% 68.75 1.5% 87% False False 142,460
40 4,735.00 4,419.50 315.50 6.7% 52.75 1.1% 90% False False 73,584
60 4,735.00 4,252.75 482.25 10.3% 59.00 1.3% 93% False False 49,828
80 4,735.00 4,252.75 482.25 10.3% 54.25 1.2% 93% False False 37,477
100 4,735.00 4,252.75 482.25 10.3% 50.00 1.1% 93% False False 30,003
120 4,735.00 4,206.75 528.25 11.2% 48.00 1.0% 94% False False 25,010
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 14.98
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,910.25
2.618 4,831.50
1.618 4,783.25
1.000 4,753.50
0.618 4,735.00
HIGH 4,705.25
0.618 4,686.75
0.500 4,681.00
0.382 4,675.50
LOW 4,657.00
0.618 4,627.25
1.000 4,608.75
1.618 4,579.00
2.618 4,530.75
4.250 4,452.00
Fisher Pivots for day following 10-Dec-2021
Pivot 1 day 3 day
R1 4,696.00 4,695.75
PP 4,688.50 4,688.00
S1 4,681.00 4,680.25

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

View Archives - Comment on this page... - Back to Index of Symbols