E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 22-Dec-2021
Day Change Summary
Previous Current
21-Dec-2021 22-Dec-2021 Change Change % Previous Week
Open 4,567.75 4,641.75 74.00 1.6% 4,704.50
High 4,643.00 4,690.50 47.50 1.0% 4,743.25
Low 4,565.75 4,622.25 56.50 1.2% 4,590.00
Close 4,640.75 4,686.00 45.25 1.0% 4,610.00
Range 77.25 68.25 -9.00 -11.7% 153.25
ATR 75.41 74.90 -0.51 -0.7% 0.00
Volume 1,493,880 1,104,688 -389,192 -26.1% 11,367,428
Daily Pivots for day following 22-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,871.00 4,846.75 4,723.50
R3 4,802.75 4,778.50 4,704.75
R2 4,734.50 4,734.50 4,698.50
R1 4,710.25 4,710.25 4,692.25 4,722.50
PP 4,666.25 4,666.25 4,666.25 4,672.25
S1 4,642.00 4,642.00 4,679.75 4,654.00
S2 4,598.00 4,598.00 4,673.50
S3 4,529.75 4,573.75 4,667.25
S4 4,461.50 4,505.50 4,648.50
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 4,520.25 223.00 4.8% 85.25 1.8% 74% False False 1,863,871
10 4,743.25 4,520.25 223.00 4.8% 77.00 1.6% 74% False False 1,832,898
20 4,743.25 4,485.75 257.50 5.5% 86.75 1.8% 78% False False 943,319
40 4,743.25 4,485.75 257.50 5.5% 62.25 1.3% 78% False False 474,553
60 4,743.25 4,252.75 490.50 10.5% 60.25 1.3% 88% False False 317,171
80 4,743.25 4,252.75 490.50 10.5% 58.50 1.2% 88% False False 238,254
100 4,743.25 4,252.75 490.50 10.5% 53.75 1.1% 88% False False 190,635
120 4,743.25 4,206.75 536.50 11.4% 52.25 1.1% 89% False False 158,872
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14.78
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,980.50
2.618 4,869.25
1.618 4,801.00
1.000 4,758.75
0.618 4,732.75
HIGH 4,690.50
0.618 4,664.50
0.500 4,656.50
0.382 4,648.25
LOW 4,622.25
0.618 4,580.00
1.000 4,554.00
1.618 4,511.75
2.618 4,443.50
4.250 4,332.25
Fisher Pivots for day following 22-Dec-2021
Pivot 1 day 3 day
R1 4,676.00 4,659.00
PP 4,666.25 4,632.25
S1 4,656.50 4,605.50

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

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