E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 31-Dec-2021
Day Change Summary
Previous Current
30-Dec-2021 31-Dec-2021 Change Change % Previous Week
Open 4,784.75 4,773.75 -11.00 -0.2% 4,717.00
High 4,799.75 4,778.50 -21.25 -0.4% 4,799.75
Low 4,767.25 4,750.50 -16.75 -0.4% 4,713.25
Close 4,772.25 4,758.50 -13.75 -0.3% 4,758.50
Range 32.50 28.00 -4.50 -13.8% 86.50
ATR 64.00 61.43 -2.57 -4.0% 0.00
Volume 753,935 954,083 200,148 26.5% 4,437,266
Daily Pivots for day following 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,846.50 4,830.50 4,774.00
R3 4,818.50 4,802.50 4,766.25
R2 4,790.50 4,790.50 4,763.75
R1 4,774.50 4,774.50 4,761.00 4,768.50
PP 4,762.50 4,762.50 4,762.50 4,759.50
S1 4,746.50 4,746.50 4,756.00 4,740.50
S2 4,734.50 4,734.50 4,753.25
S3 4,706.50 4,718.50 4,750.75
S4 4,678.50 4,690.50 4,743.00
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,016.75 4,974.00 4,806.00
R3 4,930.25 4,887.50 4,782.25
R2 4,843.75 4,843.75 4,774.25
R1 4,801.00 4,801.00 4,766.50 4,822.50
PP 4,757.25 4,757.25 4,757.25 4,767.75
S1 4,714.50 4,714.50 4,750.50 4,736.00
S2 4,670.75 4,670.75 4,742.75
S3 4,584.25 4,628.00 4,734.75
S4 4,497.75 4,541.50 4,711.00
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 4,713.25 86.50 1.8% 37.00 0.8% 52% False False 887,453
10 4,799.75 4,520.25 279.50 5.9% 55.75 1.2% 85% False False 1,258,359
20 4,799.75 4,485.75 314.00 6.6% 67.25 1.4% 87% False False 1,206,763
40 4,799.75 4,485.75 314.00 6.6% 62.50 1.3% 87% False False 608,934
60 4,799.75 4,311.00 488.75 10.3% 55.75 1.2% 92% False False 407,208
80 4,799.75 4,252.75 547.00 11.5% 59.25 1.2% 92% False False 305,920
100 4,799.75 4,252.75 547.00 11.5% 54.50 1.1% 92% False False 244,786
120 4,799.75 4,206.75 593.00 12.5% 52.00 1.1% 93% False False 203,998
Crabel Price Patterns
NR True
NR4 False
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 8.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,897.50
2.618 4,851.75
1.618 4,823.75
1.000 4,806.50
0.618 4,795.75
HIGH 4,778.50
0.618 4,767.75
0.500 4,764.50
0.382 4,761.25
LOW 4,750.50
0.618 4,733.25
1.000 4,722.50
1.618 4,705.25
2.618 4,677.25
4.250 4,631.50
Fisher Pivots for day following 31-Dec-2021
Pivot 1 day 3 day
R1 4,764.50 4,775.00
PP 4,762.50 4,769.50
S1 4,760.50 4,764.00

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

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