E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 04-Jan-2022
Day Change Summary
Previous Current
03-Jan-2022 04-Jan-2022 Change Change % Previous Week
Open 4,771.00 4,785.25 14.25 0.3% 4,717.00
High 4,791.25 4,808.25 17.00 0.4% 4,799.75
Low 4,747.50 4,764.50 17.00 0.4% 4,713.25
Close 4,786.00 4,784.25 -1.75 0.0% 4,758.50
Range 43.75 43.75 0.00 0.0% 86.50
ATR 60.17 59.00 -1.17 -1.9% 0.00
Volume 1,322,362 1,392,809 70,447 5.3% 4,437,266
Daily Pivots for day following 04-Jan-2022
Classic Woodie Camarilla DeMark
R4 4,917.00 4,894.25 4,808.25
R3 4,873.25 4,850.50 4,796.25
R2 4,829.50 4,829.50 4,792.25
R1 4,806.75 4,806.75 4,788.25 4,796.25
PP 4,785.75 4,785.75 4,785.75 4,780.50
S1 4,763.00 4,763.00 4,780.25 4,752.50
S2 4,742.00 4,742.00 4,776.25
S3 4,698.25 4,719.25 4,772.25
S4 4,654.50 4,675.50 4,760.25
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 4,808.25 4,747.50 60.75 1.3% 34.75 0.7% 60% True False 1,059,843
10 4,808.25 4,565.75 242.50 5.1% 46.50 1.0% 90% True False 1,072,902
20 4,808.25 4,520.25 288.00 6.0% 62.00 1.3% 92% True False 1,334,906
40 4,808.25 4,485.75 322.50 6.7% 63.00 1.3% 93% True False 676,385
60 4,808.25 4,311.00 497.25 10.4% 55.75 1.2% 95% True False 452,396
80 4,808.25 4,252.75 555.50 11.6% 59.00 1.2% 96% True False 339,846
100 4,808.25 4,252.75 555.50 11.6% 55.00 1.1% 96% True False 271,934
120 4,808.25 4,206.75 601.50 12.6% 52.00 1.1% 96% True False 226,622
Crabel Price Patterns
NR False
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 11.18
Fibonacci Retracements and Extensions
4.250 4,994.25
2.618 4,922.75
1.618 4,879.00
1.000 4,852.00
0.618 4,835.25
HIGH 4,808.25
0.618 4,791.50
0.500 4,786.50
0.382 4,781.25
LOW 4,764.50
0.618 4,737.50
1.000 4,720.75
1.618 4,693.75
2.618 4,650.00
4.250 4,578.50
Fisher Pivots for day following 04-Jan-2022
Pivot 1 day 3 day
R1 4,786.50 4,782.00
PP 4,785.75 4,780.00
S1 4,785.00 4,778.00

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

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