E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 27-Jan-2022
Day Change Summary
Previous Current
26-Jan-2022 27-Jan-2022 Change Change % Previous Week
Open 4,308.75 4,345.25 36.50 0.8% 4,666.00
High 4,446.25 4,422.00 -24.25 -0.5% 4,671.75
Low 4,294.25 4,263.25 -31.00 -0.7% 4,381.25
Close 4,341.50 4,317.75 -23.75 -0.5% 4,390.00
Range 152.00 158.75 6.75 4.4% 290.50
ATR 95.43 99.96 4.52 4.7% 0.00
Volume 2,423,103 2,295,458 -127,645 -5.3% 9,322,398
Daily Pivots for day following 27-Jan-2022
Classic Woodie Camarilla DeMark
R4 4,810.50 4,723.00 4,405.00
R3 4,651.75 4,564.25 4,361.50
R2 4,493.00 4,493.00 4,346.75
R1 4,405.50 4,405.50 4,332.25 4,370.00
PP 4,334.25 4,334.25 4,334.25 4,316.50
S1 4,246.75 4,246.75 4,303.25 4,211.00
S2 4,175.50 4,175.50 4,288.75
S3 4,016.75 4,088.00 4,274.00
S4 3,858.00 3,929.25 4,230.50
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 4,487.00 4,212.75 274.25 6.4% 152.25 3.5% 38% False False 2,812,168
10 4,736.25 4,212.75 523.50 12.1% 127.00 2.9% 20% False False 2,420,635
20 4,808.25 4,212.75 595.50 13.8% 92.75 2.1% 18% False False 1,975,574
40 4,808.25 4,212.75 595.50 13.8% 84.50 2.0% 18% False False 1,550,401
60 4,808.25 4,212.75 595.50 13.8% 72.75 1.7% 18% False False 1,036,186
80 4,808.25 4,212.75 595.50 13.8% 66.50 1.5% 18% False False 777,997
100 4,808.25 4,212.75 595.50 13.8% 66.00 1.5% 18% False False 622,776
120 4,808.25 4,212.75 595.50 13.8% 60.75 1.4% 18% False False 519,018
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 29.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,096.75
2.618 4,837.50
1.618 4,678.75
1.000 4,580.75
0.618 4,520.00
HIGH 4,422.00
0.618 4,361.25
0.500 4,342.50
0.382 4,324.00
LOW 4,263.25
0.618 4,165.25
1.000 4,104.50
1.618 4,006.50
2.618 3,847.75
4.250 3,588.50
Fisher Pivots for day following 27-Jan-2022
Pivot 1 day 3 day
R1 4,342.50 4,354.75
PP 4,334.25 4,342.50
S1 4,326.00 4,330.00

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

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