E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 30-Dec-2021
Day Change Summary
Previous Current
29-Dec-2021 30-Dec-2021 Change Change % Previous Week
Open 4,781.00 4,784.75 3.75 0.1% 4,612.00
High 4,796.00 4,799.75 3.75 0.1% 4,731.25
Low 4,770.00 4,767.25 -2.75 -0.1% 4,520.25
Close 4,784.50 4,772.25 -12.25 -0.3% 4,715.75
Range 26.00 32.50 6.50 25.0% 211.00
ATR 66.43 64.00 -2.42 -3.6% 0.00
Volume 876,030 753,935 -122,095 -13.9% 5,674,214
Daily Pivots for day following 30-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,877.25 4,857.25 4,790.00
R3 4,844.75 4,824.75 4,781.25
R2 4,812.25 4,812.25 4,778.25
R1 4,792.25 4,792.25 4,775.25 4,786.00
PP 4,779.75 4,779.75 4,779.75 4,776.50
S1 4,759.75 4,759.75 4,769.25 4,753.50
S2 4,747.25 4,747.25 4,766.25
S3 4,714.75 4,727.25 4,763.25
S4 4,682.25 4,694.75 4,754.50
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 4,799.75 4,684.25 115.50 2.4% 40.75 0.9% 76% True False 892,241
10 4,799.75 4,520.25 279.50 5.9% 63.00 1.3% 90% True False 1,378,056
20 4,799.75 4,485.75 314.00 6.6% 70.25 1.5% 91% True False 1,161,209
40 4,799.75 4,485.75 314.00 6.6% 62.75 1.3% 91% True False 585,204
60 4,799.75 4,266.00 533.75 11.2% 56.75 1.2% 95% True False 391,337
80 4,799.75 4,252.75 547.00 11.5% 59.25 1.2% 95% True False 293,998
100 4,799.75 4,252.75 547.00 11.5% 54.50 1.1% 95% True False 235,246
120 4,799.75 4,206.75 593.00 12.4% 52.00 1.1% 95% True False 196,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,938.00
2.618 4,884.75
1.618 4,852.25
1.000 4,832.25
0.618 4,819.75
HIGH 4,799.75
0.618 4,787.25
0.500 4,783.50
0.382 4,779.75
LOW 4,767.25
0.618 4,747.25
1.000 4,734.75
1.618 4,714.75
2.618 4,682.25
4.250 4,629.00
Fisher Pivots for day following 30-Dec-2021
Pivot 1 day 3 day
R1 4,783.50 4,783.50
PP 4,779.75 4,779.75
S1 4,776.00 4,776.00

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

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