E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 13-Jan-2022
Day Change Summary
Previous Current
12-Jan-2022 13-Jan-2022 Change Change % Previous Week
Open 4,704.00 4,719.25 15.25 0.3% 4,771.00
High 4,739.50 4,736.25 -3.25 -0.1% 4,808.25
Low 4,695.00 4,642.50 -52.50 -1.1% 4,653.75
Close 4,716.25 4,652.00 -64.25 -1.4% 4,667.75
Range 44.50 93.75 49.25 110.7% 154.50
ATR 63.73 65.88 2.14 3.4% 0.00
Volume 1,583,216 1,824,612 241,396 15.2% 8,052,905
Daily Pivots for day following 13-Jan-2022
Classic Woodie Camarilla DeMark
R4 4,958.25 4,898.75 4,703.50
R3 4,864.50 4,805.00 4,677.75
R2 4,770.75 4,770.75 4,669.25
R1 4,711.25 4,711.25 4,660.50 4,694.00
PP 4,677.00 4,677.00 4,677.00 4,668.25
S1 4,617.50 4,617.50 4,643.50 4,600.50
S2 4,583.25 4,583.25 4,634.75
S3 4,489.50 4,523.75 4,626.25
S4 4,395.75 4,430.00 4,600.50
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 5,173.50 5,075.00 4,752.75
R3 5,019.00 4,920.50 4,710.25
R2 4,864.50 4,864.50 4,696.00
R1 4,766.00 4,766.00 4,682.00 4,738.00
PP 4,710.00 4,710.00 4,710.00 4,696.00
S1 4,611.50 4,611.50 4,653.50 4,583.50
S2 4,555.50 4,555.50 4,639.50
S3 4,401.00 4,457.00 4,625.25
S4 4,246.50 4,302.50 4,582.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,739.50 4,572.75 166.75 3.6% 76.00 1.6% 48% False False 1,797,450
10 4,808.25 4,572.75 235.50 5.1% 64.75 1.4% 34% False False 1,637,580
20 4,808.25 4,520.25 288.00 6.2% 64.00 1.4% 46% False False 1,507,818
40 4,808.25 4,485.75 322.50 6.9% 70.00 1.5% 52% False False 993,500
60 4,808.25 4,485.75 322.50 6.9% 58.50 1.3% 52% False False 663,967
80 4,808.25 4,252.75 555.50 11.9% 60.25 1.3% 72% False False 498,510
100 4,808.25 4,252.75 555.50 11.9% 56.75 1.2% 72% False False 398,982
120 4,808.25 4,252.75 555.50 11.9% 53.50 1.1% 72% False False 332,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 15.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,134.75
2.618 4,981.75
1.618 4,888.00
1.000 4,830.00
0.618 4,794.25
HIGH 4,736.25
0.618 4,700.50
0.500 4,689.50
0.382 4,678.25
LOW 4,642.50
0.618 4,584.50
1.000 4,548.75
1.618 4,490.75
2.618 4,397.00
4.250 4,244.00
Fisher Pivots for day following 13-Jan-2022
Pivot 1 day 3 day
R1 4,689.50 4,683.50
PP 4,677.00 4,673.00
S1 4,664.50 4,662.50

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

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