E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 13-Dec-2021
Day Change Summary
Previous Current
10-Dec-2021 13-Dec-2021 Change Change % Previous Week
Open 4,662.25 4,704.50 42.25 0.9% 4,536.00
High 4,705.25 4,723.25 18.00 0.4% 4,705.25
Low 4,657.00 4,655.50 -1.50 0.0% 4,524.75
Close 4,703.50 4,659.50 -44.00 -0.9% 4,703.50
Range 48.25 67.75 19.50 40.4% 180.50
ATR 66.33 66.43 0.10 0.2% 0.00
Volume 1,667,872 2,350,983 683,111 41.0% 2,584,917
Daily Pivots for day following 13-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,882.75 4,838.75 4,696.75
R3 4,815.00 4,771.00 4,678.25
R2 4,747.25 4,747.25 4,672.00
R1 4,703.25 4,703.25 4,665.75 4,691.50
PP 4,679.50 4,679.50 4,679.50 4,673.50
S1 4,635.50 4,635.50 4,653.25 4,623.50
S2 4,611.75 4,611.75 4,647.00
S3 4,544.00 4,567.75 4,640.75
S4 4,476.25 4,500.00 4,622.25
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 4,723.25 4,580.75 142.50 3.1% 62.00 1.3% 55% True False 971,008
10 4,723.25 4,485.75 237.50 5.1% 85.50 1.8% 73% True False 511,245
20 4,735.00 4,485.75 249.25 5.3% 70.00 1.5% 70% False False 259,859
40 4,735.00 4,429.50 305.50 6.6% 53.50 1.1% 75% False False 132,306
60 4,735.00 4,252.75 482.25 10.3% 59.00 1.3% 84% False False 88,963
80 4,735.00 4,252.75 482.25 10.3% 54.25 1.2% 84% False False 66,862
100 4,735.00 4,252.75 482.25 10.3% 50.25 1.1% 84% False False 53,513
120 4,735.00 4,206.75 528.25 11.3% 48.50 1.0% 86% False False 44,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.85
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,011.25
2.618 4,900.50
1.618 4,832.75
1.000 4,791.00
0.618 4,765.00
HIGH 4,723.25
0.618 4,697.25
0.500 4,689.50
0.382 4,681.50
LOW 4,655.50
0.618 4,613.75
1.000 4,587.75
1.618 4,546.00
2.618 4,478.25
4.250 4,367.50
Fisher Pivots for day following 13-Dec-2021
Pivot 1 day 3 day
R1 4,689.50 4,689.25
PP 4,679.50 4,679.25
S1 4,669.50 4,669.50

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

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