E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 28-Dec-2021
Day Change Summary
Previous Current
27-Dec-2021 28-Dec-2021 Change Change % Previous Week
Open 4,717.00 4,780.50 63.50 1.3% 4,612.00
High 4,784.25 4,798.00 13.75 0.3% 4,731.25
Low 4,713.25 4,770.50 57.25 1.2% 4,520.25
Close 4,782.25 4,778.50 -3.75 -0.1% 4,715.75
Range 71.00 27.50 -43.50 -61.3% 211.00
ATR 72.77 69.54 -3.23 -4.4% 0.00
Volume 898,698 954,520 55,822 6.2% 5,674,214
Daily Pivots for day following 28-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,864.75 4,849.25 4,793.50
R3 4,837.25 4,821.75 4,786.00
R2 4,809.75 4,809.75 4,783.50
R1 4,794.25 4,794.25 4,781.00 4,788.25
PP 4,782.25 4,782.25 4,782.25 4,779.50
S1 4,766.75 4,766.75 4,776.00 4,760.75
S2 4,754.75 4,754.75 4,773.50
S3 4,727.25 4,739.25 4,771.00
S4 4,699.75 4,711.75 4,763.50
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,288.75 5,213.25 4,831.75
R3 5,077.75 5,002.25 4,773.75
R2 4,866.75 4,866.75 4,754.50
R1 4,791.25 4,791.25 4,735.00 4,829.00
PP 4,655.75 4,655.75 4,655.75 4,674.50
S1 4,580.25 4,580.25 4,696.50 4,618.00
S2 4,444.75 4,444.75 4,677.00
S3 4,233.75 4,369.25 4,657.75
S4 4,022.75 4,158.25 4,599.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,798.00 4,565.75 232.25 4.9% 58.25 1.2% 92% True False 1,085,961
10 4,798.00 4,520.25 277.75 5.8% 75.50 1.6% 93% True False 1,654,387
20 4,798.00 4,485.75 312.25 6.5% 80.50 1.7% 94% True False 1,082,816
40 4,798.00 4,485.75 312.25 6.5% 63.00 1.3% 94% True False 544,780
60 4,798.00 4,259.50 538.50 11.3% 58.75 1.2% 96% True False 364,226
80 4,798.00 4,252.75 545.25 11.4% 59.50 1.2% 96% True False 273,627
100 4,798.00 4,252.75 545.25 11.4% 54.25 1.1% 96% True False 218,946
120 4,798.00 4,206.75 591.25 12.4% 52.25 1.1% 97% True False 182,466
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 13.48
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4,915.00
2.618 4,870.00
1.618 4,842.50
1.000 4,825.50
0.618 4,815.00
HIGH 4,798.00
0.618 4,787.50
0.500 4,784.25
0.382 4,781.00
LOW 4,770.50
0.618 4,753.50
1.000 4,743.00
1.618 4,726.00
2.618 4,698.50
4.250 4,653.50
Fisher Pivots for day following 28-Dec-2021
Pivot 1 day 3 day
R1 4,784.25 4,766.00
PP 4,782.25 4,753.50
S1 4,780.50 4,741.00

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

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