E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 17-Dec-2021
Day Change Summary
Previous Current
16-Dec-2021 17-Dec-2021 Change Change % Previous Week
Open 4,702.75 4,664.00 -38.75 -0.8% 4,704.50
High 4,743.25 4,668.00 -75.25 -1.6% 4,743.25
Low 4,642.00 4,590.00 -52.00 -1.1% 4,590.00
Close 4,659.25 4,610.00 -49.25 -1.1% 4,610.00
Range 101.25 78.00 -23.25 -23.0% 153.25
ATR 72.26 72.67 0.41 0.6% 0.00
Volume 2,151,049 2,472,118 321,069 14.9% 11,367,428
Daily Pivots for day following 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,856.75 4,811.25 4,653.00
R3 4,778.75 4,733.25 4,631.50
R2 4,700.75 4,700.75 4,624.25
R1 4,655.25 4,655.25 4,617.25 4,639.00
PP 4,622.75 4,622.75 4,622.75 4,614.50
S1 4,577.25 4,577.25 4,602.75 4,561.00
S2 4,544.75 4,544.75 4,595.75
S3 4,466.75 4,499.25 4,588.50
S4 4,388.75 4,421.25 4,567.00
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,107.50 5,012.00 4,694.25
R3 4,954.25 4,858.75 4,652.25
R2 4,801.00 4,801.00 4,638.00
R1 4,705.50 4,705.50 4,624.00 4,676.50
PP 4,647.75 4,647.75 4,647.75 4,633.25
S1 4,552.25 4,552.25 4,596.00 4,523.50
S2 4,494.50 4,494.50 4,582.00
S3 4,341.25 4,399.00 4,567.75
S4 4,188.00 4,245.75 4,525.75
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 4,590.00 153.25 3.3% 86.25 1.9% 13% False True 2,273,485
10 4,743.25 4,524.75 218.50 4.7% 75.25 1.6% 39% False False 1,395,234
20 4,743.25 4,485.75 257.50 5.6% 81.75 1.8% 48% False False 709,904
40 4,743.25 4,485.75 257.50 5.6% 58.75 1.3% 48% False False 357,437
60 4,743.25 4,252.75 490.50 10.6% 59.25 1.3% 73% False False 239,009
80 4,743.25 4,252.75 490.50 10.6% 56.75 1.2% 73% False False 179,559
100 4,743.25 4,252.75 490.50 10.6% 52.50 1.1% 73% False False 143,676
120 4,743.25 4,206.75 536.50 11.6% 51.00 1.1% 75% False False 119,738
Crabel Price Patterns
NR True
NR4 True
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 15.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,999.50
2.618 4,872.25
1.618 4,794.25
1.000 4,746.00
0.618 4,716.25
HIGH 4,668.00
0.618 4,638.25
0.500 4,629.00
0.382 4,619.75
LOW 4,590.00
0.618 4,541.75
1.000 4,512.00
1.618 4,463.75
2.618 4,385.75
4.250 4,258.50
Fisher Pivots for day following 17-Dec-2021
Pivot 1 day 3 day
R1 4,629.00 4,666.50
PP 4,622.75 4,647.75
S1 4,616.25 4,629.00

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

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