E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 21-Jan-2022
Day Change Summary
Previous Current
20-Jan-2022 21-Jan-2022 Change Change % Previous Week
Open 4,526.00 4,454.25 -71.75 -1.6% 4,666.00
High 4,594.25 4,487.00 -107.25 -2.3% 4,671.75
Low 4,437.75 4,381.25 -56.50 -1.3% 4,381.25
Close 4,474.75 4,390.00 -84.75 -1.9% 4,390.00
Range 156.50 105.75 -50.75 -32.4% 290.50
ATR 76.21 78.32 2.11 2.8% 0.00
Volume 2,040,704 3,012,106 971,402 47.6% 9,322,398
Daily Pivots for day following 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 4,736.75 4,669.00 4,448.25
R3 4,631.00 4,563.25 4,419.00
R2 4,525.25 4,525.25 4,409.50
R1 4,457.50 4,457.50 4,399.75 4,438.50
PP 4,419.50 4,419.50 4,419.50 4,410.00
S1 4,351.75 4,351.75 4,380.25 4,332.75
S2 4,313.75 4,313.75 4,370.50
S3 4,208.00 4,246.00 4,361.00
S4 4,102.25 4,140.25 4,331.75
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 5,352.50 5,161.75 4,549.75
R3 5,062.00 4,871.25 4,470.00
R2 4,771.50 4,771.50 4,443.25
R1 4,580.75 4,580.75 4,416.75 4,531.00
PP 4,481.00 4,481.00 4,481.00 4,456.00
S1 4,290.25 4,290.25 4,363.25 4,240.50
S2 4,190.50 4,190.50 4,336.75
S3 3,900.00 3,999.75 4,310.00
S4 3,609.50 3,709.25 4,230.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,671.75 4,381.25 290.50 6.6% 104.25 2.4% 3% False True 2,266,601
10 4,739.50 4,381.25 358.25 8.2% 90.00 2.1% 2% False True 2,032,026
20 4,808.25 4,381.25 427.00 9.7% 68.50 1.6% 2% False True 1,608,500
40 4,808.25 4,381.25 427.00 9.7% 77.75 1.8% 2% False True 1,275,909
60 4,808.25 4,381.25 427.00 9.7% 64.50 1.5% 2% False True 852,536
80 4,808.25 4,252.75 555.50 12.7% 62.25 1.4% 25% False False 640,003
100 4,808.25 4,252.75 555.50 12.7% 60.50 1.4% 25% False False 512,303
120 4,808.25 4,252.75 555.50 12.7% 56.25 1.3% 25% False False 426,946
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 22.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,936.50
2.618 4,763.75
1.618 4,658.00
1.000 4,592.75
0.618 4,552.25
HIGH 4,487.00
0.618 4,446.50
0.500 4,434.00
0.382 4,421.75
LOW 4,381.25
0.618 4,316.00
1.000 4,275.50
1.618 4,210.25
2.618 4,104.50
4.250 3,931.75
Fisher Pivots for day following 21-Jan-2022
Pivot 1 day 3 day
R1 4,434.00 4,492.00
PP 4,419.50 4,458.00
S1 4,404.75 4,424.00

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

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