E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 18-Jan-2022
Day Change Summary
Previous Current
14-Jan-2022 18-Jan-2022 Change Change % Previous Week
Open 4,655.00 4,666.00 11.00 0.2% 4,671.25
High 4,667.00 4,671.75 4.75 0.1% 4,739.50
Low 4,606.00 4,560.00 -46.00 -1.0% 4,572.75
Close 4,654.75 4,571.25 -83.50 -1.8% 4,654.75
Range 61.00 111.75 50.75 83.2% 166.75
ATR 65.53 68.83 3.30 5.0% 0.00
Volume 2,010,610 2,268,240 257,630 12.8% 9,379,422
Daily Pivots for day following 18-Jan-2022
Classic Woodie Camarilla DeMark
R4 4,936.25 4,865.50 4,632.75
R3 4,824.50 4,753.75 4,602.00
R2 4,712.75 4,712.75 4,591.75
R1 4,642.00 4,642.00 4,581.50 4,621.50
PP 4,601.00 4,601.00 4,601.00 4,590.75
S1 4,530.25 4,530.25 4,561.00 4,509.75
S2 4,489.25 4,489.25 4,550.75
S3 4,377.50 4,418.50 4,540.50
S4 4,265.75 4,306.75 4,509.75
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 5,156.00 5,072.00 4,746.50
R3 4,989.25 4,905.25 4,700.50
R2 4,822.50 4,822.50 4,685.25
R1 4,738.50 4,738.50 4,670.00 4,697.00
PP 4,655.75 4,655.75 4,655.75 4,635.00
S1 4,571.75 4,571.75 4,639.50 4,530.50
S2 4,489.00 4,489.00 4,624.25
S3 4,322.25 4,405.00 4,609.00
S4 4,155.50 4,238.25 4,563.00
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 4,560.00 179.50 3.9% 78.25 1.7% 6% False True 1,883,136
10 4,808.25 4,560.00 248.25 5.4% 74.75 1.6% 5% False True 1,837,820
20 4,808.25 4,520.25 288.00 6.3% 63.50 1.4% 18% False False 1,490,602
40 4,808.25 4,485.75 322.50 7.1% 72.75 1.6% 27% False False 1,100,253
60 4,808.25 4,485.75 322.50 7.1% 60.50 1.3% 27% False False 735,159
80 4,808.25 4,252.75 555.50 12.2% 60.50 1.3% 57% False False 551,907
100 4,808.25 4,252.75 555.50 12.2% 58.25 1.3% 57% False False 441,767
120 4,808.25 4,252.75 555.50 12.2% 54.25 1.2% 57% False False 368,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.05
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 5,146.75
2.618 4,964.25
1.618 4,852.50
1.000 4,783.50
0.618 4,740.75
HIGH 4,671.75
0.618 4,629.00
0.500 4,616.00
0.382 4,602.75
LOW 4,560.00
0.618 4,491.00
1.000 4,448.25
1.618 4,379.25
2.618 4,267.50
4.250 4,085.00
Fisher Pivots for day following 18-Jan-2022
Pivot 1 day 3 day
R1 4,616.00 4,648.00
PP 4,601.00 4,622.50
S1 4,586.00 4,597.00

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

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