E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 06-Jan-2022
Day Change Summary
Previous Current
05-Jan-2022 06-Jan-2022 Change Change % Previous Week
Open 4,783.50 4,692.00 -91.50 -1.9% 4,717.00
High 4,788.25 4,715.75 -72.50 -1.5% 4,799.75
Low 4,689.50 4,662.00 -27.50 -0.6% 4,713.25
Close 4,692.50 4,687.50 -5.00 -0.1% 4,758.50
Range 98.75 53.75 -45.00 -45.6% 86.50
ATR 61.84 61.26 -0.58 -0.9% 0.00
Volume 1,856,376 1,862,918 6,542 0.4% 4,437,266
Daily Pivots for day following 06-Jan-2022
Classic Woodie Camarilla DeMark
R4 4,849.75 4,822.25 4,717.00
R3 4,796.00 4,768.50 4,702.25
R2 4,742.25 4,742.25 4,697.25
R1 4,714.75 4,714.75 4,692.50 4,701.50
PP 4,688.50 4,688.50 4,688.50 4,681.75
S1 4,661.00 4,661.00 4,682.50 4,648.00
S2 4,634.75 4,634.75 4,677.75
S3 4,581.00 4,607.25 4,672.75
S4 4,527.25 4,553.50 4,658.00
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 4,808.25 4,662.00 146.25 3.1% 53.50 1.1% 17% False True 1,477,709
10 4,808.25 4,662.00 146.25 3.1% 47.25 1.0% 17% False True 1,184,975
20 4,808.25 4,520.25 288.00 6.1% 62.00 1.3% 58% False False 1,508,936
40 4,808.25 4,485.75 322.50 6.9% 65.00 1.4% 63% False False 769,223
60 4,808.25 4,313.00 495.25 10.6% 56.50 1.2% 76% False False 514,347
80 4,808.25 4,252.75 555.50 11.9% 59.75 1.3% 78% False False 386,314
100 4,808.25 4,252.75 555.50 11.9% 56.00 1.2% 78% False False 309,120
120 4,808.25 4,236.25 572.00 12.2% 52.25 1.1% 79% False False 257,615
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 11.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,944.25
2.618 4,856.50
1.618 4,802.75
1.000 4,769.50
0.618 4,749.00
HIGH 4,715.75
0.618 4,695.25
0.500 4,689.00
0.382 4,682.50
LOW 4,662.00
0.618 4,628.75
1.000 4,608.25
1.618 4,575.00
2.618 4,521.25
4.250 4,433.50
Fisher Pivots for day following 06-Jan-2022
Pivot 1 day 3 day
R1 4,689.00 4,735.00
PP 4,688.50 4,719.25
S1 4,688.00 4,703.50

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

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