E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 24-Jan-2022
Day Change Summary
Previous Current
21-Jan-2022 24-Jan-2022 Change Change % Previous Week
Open 4,454.25 4,389.00 -65.25 -1.5% 4,666.00
High 4,487.00 4,427.50 -59.50 -1.3% 4,671.75
Low 4,381.25 4,212.75 -168.50 -3.8% 4,381.25
Close 4,390.00 4,403.75 13.75 0.3% 4,390.00
Range 105.75 214.75 109.00 103.1% 290.50
ATR 78.32 88.07 9.74 12.4% 0.00
Volume 3,012,106 3,846,785 834,679 27.7% 9,322,398
Daily Pivots for day following 24-Jan-2022
Classic Woodie Camarilla DeMark
R4 4,992.25 4,912.75 4,521.75
R3 4,777.50 4,698.00 4,462.75
R2 4,562.75 4,562.75 4,443.00
R1 4,483.25 4,483.25 4,423.50 4,523.00
PP 4,348.00 4,348.00 4,348.00 4,368.00
S1 4,268.50 4,268.50 4,384.00 4,308.25
S2 4,133.25 4,133.25 4,364.50
S3 3,918.50 4,053.75 4,344.75
S4 3,703.75 3,839.00 4,285.75
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 4,212.75 459.00 10.4% 135.00 3.1% 42% False True 2,633,836
10 4,739.50 4,212.75 526.75 12.0% 106.25 2.4% 36% False True 2,254,860
20 4,808.25 4,212.75 595.50 13.5% 77.00 1.7% 32% False True 1,751,938
40 4,808.25 4,212.75 595.50 13.5% 81.75 1.9% 32% False True 1,371,815
60 4,808.25 4,212.75 595.50 13.5% 67.50 1.5% 32% False True 916,535
80 4,808.25 4,212.75 595.50 13.5% 64.50 1.5% 32% False True 688,062
100 4,808.25 4,212.75 595.50 13.5% 62.50 1.4% 32% False True 550,769
120 4,808.25 4,212.75 595.50 13.5% 57.50 1.3% 32% False True 459,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.53
Widest range in 156 trading days
Fibonacci Retracements and Extensions
4.250 5,340.25
2.618 4,989.75
1.618 4,775.00
1.000 4,642.25
0.618 4,560.25
HIGH 4,427.50
0.618 4,345.50
0.500 4,320.00
0.382 4,294.75
LOW 4,212.75
0.618 4,080.00
1.000 3,998.00
1.618 3,865.25
2.618 3,650.50
4.250 3,300.00
Fisher Pivots for day following 24-Jan-2022
Pivot 1 day 3 day
R1 4,376.00 4,403.75
PP 4,348.00 4,403.50
S1 4,320.00 4,403.50

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

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