E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 03-Jan-2022
Day Change Summary
Previous Current
31-Dec-2021 03-Jan-2022 Change Change % Previous Week
Open 4,773.75 4,771.00 -2.75 -0.1% 4,717.00
High 4,778.50 4,791.25 12.75 0.3% 4,799.75
Low 4,750.50 4,747.50 -3.00 -0.1% 4,713.25
Close 4,758.50 4,786.00 27.50 0.6% 4,758.50
Range 28.00 43.75 15.75 56.3% 86.50
ATR 61.43 60.17 -1.26 -2.1% 0.00
Volume 954,083 1,322,362 368,279 38.6% 4,437,266
Daily Pivots for day following 03-Jan-2022
Classic Woodie Camarilla DeMark
R4 4,906.25 4,889.75 4,810.00
R3 4,862.50 4,846.00 4,798.00
R2 4,818.75 4,818.75 4,794.00
R1 4,802.25 4,802.25 4,790.00 4,810.50
PP 4,775.00 4,775.00 4,775.00 4,779.00
S1 4,758.50 4,758.50 4,782.00 4,766.75
S2 4,731.25 4,731.25 4,778.00
S3 4,687.50 4,714.75 4,774.00
S4 4,643.75 4,671.00 4,762.00
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 4,747.50 52.25 1.1% 31.50 0.7% 74% False True 972,186
10 4,799.75 4,520.25 279.50 5.8% 52.25 1.1% 95% False False 1,143,384
20 4,799.75 4,520.25 279.50 5.8% 63.75 1.3% 95% False False 1,269,309
40 4,799.75 4,485.75 314.00 6.6% 63.00 1.3% 96% False False 641,696
60 4,799.75 4,311.00 488.75 10.2% 55.50 1.2% 97% False False 429,200
80 4,799.75 4,252.75 547.00 11.4% 59.25 1.2% 97% False False 322,448
100 4,799.75 4,252.75 547.00 11.4% 54.75 1.1% 97% False False 258,009
120 4,799.75 4,206.75 593.00 12.4% 52.00 1.1% 98% False False 215,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,977.25
2.618 4,905.75
1.618 4,862.00
1.000 4,835.00
0.618 4,818.25
HIGH 4,791.25
0.618 4,774.50
0.500 4,769.50
0.382 4,764.25
LOW 4,747.50
0.618 4,720.50
1.000 4,703.75
1.618 4,676.75
2.618 4,633.00
4.250 4,561.50
Fisher Pivots for day following 03-Jan-2022
Pivot 1 day 3 day
R1 4,780.50 4,782.00
PP 4,775.00 4,777.75
S1 4,769.50 4,773.50

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

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