E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 16-Dec-2021
Day Change Summary
Previous Current
15-Dec-2021 16-Dec-2021 Change Change % Previous Week
Open 4,629.00 4,702.75 73.75 1.6% 4,536.00
High 4,705.75 4,743.25 37.50 0.8% 4,705.25
Low 4,602.00 4,642.00 40.00 0.9% 4,524.75
Close 4,700.50 4,659.25 -41.25 -0.9% 4,703.50
Range 103.75 101.25 -2.50 -2.4% 180.50
ATR 70.03 72.26 2.23 3.2% 0.00
Volume 2,096,181 2,151,049 54,868 2.6% 2,584,917
Daily Pivots for day following 16-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,985.25 4,923.50 4,715.00
R3 4,884.00 4,822.25 4,687.00
R2 4,782.75 4,782.75 4,677.75
R1 4,721.00 4,721.00 4,668.50 4,701.25
PP 4,681.50 4,681.50 4,681.50 4,671.50
S1 4,619.75 4,619.75 4,650.00 4,600.00
S2 4,580.25 4,580.25 4,640.75
S3 4,479.00 4,518.50 4,631.50
S4 4,377.75 4,417.25 4,603.50
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 4,743.25 4,596.25 147.00 3.2% 80.25 1.7% 43% True False 2,112,636
10 4,743.25 4,485.75 257.50 5.5% 79.00 1.7% 67% True False 1,155,166
20 4,743.25 4,485.75 257.50 5.5% 80.00 1.7% 67% True False 586,619
40 4,743.25 4,485.75 257.50 5.5% 57.75 1.2% 67% True False 295,768
60 4,743.25 4,252.75 490.50 10.5% 59.25 1.3% 83% True False 197,875
80 4,743.25 4,252.75 490.50 10.5% 56.00 1.2% 83% True False 148,658
100 4,743.25 4,252.75 490.50 10.5% 52.00 1.1% 83% True False 118,955
120 4,743.25 4,206.75 536.50 11.5% 50.50 1.1% 84% True False 99,137
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 16.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,173.50
2.618 5,008.25
1.618 4,907.00
1.000 4,844.50
0.618 4,805.75
HIGH 4,743.25
0.618 4,704.50
0.500 4,692.50
0.382 4,680.75
LOW 4,642.00
0.618 4,579.50
1.000 4,540.75
1.618 4,478.25
2.618 4,377.00
4.250 4,211.75
Fisher Pivots for day following 16-Dec-2021
Pivot 1 day 3 day
R1 4,692.50 4,669.75
PP 4,681.50 4,666.25
S1 4,670.50 4,662.75

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

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