E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 29-Dec-2021
Day Change Summary
Previous Current
28-Dec-2021 29-Dec-2021 Change Change % Previous Week
Open 4,780.50 4,781.00 0.50 0.0% 4,612.00
High 4,798.00 4,796.00 -2.00 0.0% 4,731.25
Low 4,770.50 4,770.00 -0.50 0.0% 4,520.25
Close 4,778.50 4,784.50 6.00 0.1% 4,715.75
Range 27.50 26.00 -1.50 -5.5% 211.00
ATR 69.54 66.43 -3.11 -4.5% 0.00
Volume 954,520 876,030 -78,490 -8.2% 5,674,214
Daily Pivots for day following 29-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,861.50 4,849.00 4,798.75
R3 4,835.50 4,823.00 4,791.75
R2 4,809.50 4,809.50 4,789.25
R1 4,797.00 4,797.00 4,787.00 4,803.25
PP 4,783.50 4,783.50 4,783.50 4,786.50
S1 4,771.00 4,771.00 4,782.00 4,777.25
S2 4,757.50 4,757.50 4,779.75
S3 4,731.50 4,745.00 4,777.25
S4 4,705.50 4,719.00 4,770.25
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 4,622.25 175.75 3.7% 48.00 1.0% 92% False False 962,391
10 4,798.00 4,520.25 277.75 5.8% 70.00 1.5% 95% False False 1,512,281
20 4,798.00 4,485.75 312.25 6.5% 76.25 1.6% 96% False False 1,125,228
40 4,798.00 4,485.75 312.25 6.5% 62.75 1.3% 96% False False 566,493
60 4,798.00 4,262.50 535.50 11.2% 57.50 1.2% 97% False False 378,805
80 4,798.00 4,252.75 545.25 11.4% 59.50 1.2% 98% False False 284,576
100 4,798.00 4,252.75 545.25 11.4% 54.25 1.1% 98% False False 227,706
120 4,798.00 4,206.75 591.25 12.4% 52.00 1.1% 98% False False 189,765
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.20
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 4,906.50
2.618 4,864.00
1.618 4,838.00
1.000 4,822.00
0.618 4,812.00
HIGH 4,796.00
0.618 4,786.00
0.500 4,783.00
0.382 4,780.00
LOW 4,770.00
0.618 4,754.00
1.000 4,744.00
1.618 4,728.00
2.618 4,702.00
4.250 4,659.50
Fisher Pivots for day following 29-Dec-2021
Pivot 1 day 3 day
R1 4,784.00 4,775.00
PP 4,783.50 4,765.25
S1 4,783.00 4,755.50

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

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