E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 14-Dec-2021
Day Change Summary
Previous Current
13-Dec-2021 14-Dec-2021 Change Change % Previous Week
Open 4,704.50 4,663.00 -41.50 -0.9% 4,536.00
High 4,723.25 4,676.75 -46.50 -1.0% 4,705.25
Low 4,655.50 4,596.25 -59.25 -1.3% 4,524.75
Close 4,659.50 4,628.00 -31.50 -0.7% 4,703.50
Range 67.75 80.50 12.75 18.8% 180.50
ATR 66.43 67.44 1.00 1.5% 0.00
Volume 2,350,983 2,297,097 -53,886 -2.3% 2,584,917
Daily Pivots for day following 14-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,875.25 4,832.00 4,672.25
R3 4,794.75 4,751.50 4,650.25
R2 4,714.25 4,714.25 4,642.75
R1 4,671.00 4,671.00 4,635.50 4,652.50
PP 4,633.75 4,633.75 4,633.75 4,624.25
S1 4,590.50 4,590.50 4,620.50 4,572.00
S2 4,553.25 4,553.25 4,613.25
S3 4,472.75 4,510.00 4,605.75
S4 4,392.25 4,429.50 4,583.75
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 4,596.25 127.00 2.7% 56.00 1.2% 25% False True 1,417,228
10 4,723.25 4,485.75 237.50 5.1% 82.50 1.8% 60% False False 738,175
20 4,735.00 4,485.75 249.25 5.4% 72.50 1.6% 57% False False 374,525
40 4,735.00 4,464.75 270.25 5.8% 54.50 1.2% 60% False False 189,701
60 4,735.00 4,252.75 482.25 10.4% 58.25 1.3% 78% False False 127,172
80 4,735.00 4,252.75 482.25 10.4% 54.25 1.2% 78% False False 95,574
100 4,735.00 4,252.75 482.25 10.4% 50.75 1.1% 78% False False 76,483
120 4,735.00 4,206.75 528.25 11.4% 49.00 1.1% 80% False False 63,743
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,019.00
2.618 4,887.50
1.618 4,807.00
1.000 4,757.25
0.618 4,726.50
HIGH 4,676.75
0.618 4,646.00
0.500 4,636.50
0.382 4,627.00
LOW 4,596.25
0.618 4,546.50
1.000 4,515.75
1.618 4,466.00
2.618 4,385.50
4.250 4,254.00
Fisher Pivots for day following 14-Dec-2021
Pivot 1 day 3 day
R1 4,636.50 4,659.75
PP 4,633.75 4,649.25
S1 4,630.75 4,638.50

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

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