E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 03-Feb-2022
Day Change Summary
Previous Current
02-Feb-2022 03-Feb-2022 Change Change % Previous Week
Open 4,552.00 4,545.75 -6.25 -0.1% 4,389.00
High 4,586.00 4,548.25 -37.75 -0.8% 4,446.25
Low 4,535.25 4,462.00 -73.25 -1.6% 4,212.75
Close 4,577.25 4,469.00 -108.25 -2.4% 4,423.25
Range 50.75 86.25 35.50 70.0% 233.50
ATR 99.36 100.50 1.13 1.1% 0.00
Volume 1,624,220 1,800,714 176,494 10.9% 13,300,006
Daily Pivots for day following 03-Feb-2022
Classic Woodie Camarilla DeMark
R4 4,751.75 4,696.75 4,516.50
R3 4,665.50 4,610.50 4,492.75
R2 4,579.25 4,579.25 4,484.75
R1 4,524.25 4,524.25 4,477.00 4,508.50
PP 4,493.00 4,493.00 4,493.00 4,485.25
S1 4,438.00 4,438.00 4,461.00 4,422.50
S2 4,406.75 4,406.75 4,453.25
S3 4,320.50 4,351.75 4,445.25
S4 4,234.25 4,265.50 4,421.50
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 5,061.25 4,975.75 4,551.75
R3 4,827.75 4,742.25 4,487.50
R2 4,594.25 4,594.25 4,466.00
R1 4,508.75 4,508.75 4,444.75 4,551.50
PP 4,360.75 4,360.75 4,360.75 4,382.00
S1 4,275.25 4,275.25 4,401.75 4,318.00
S2 4,127.25 4,127.25 4,380.50
S3 3,893.75 4,041.75 4,359.00
S4 3,660.25 3,808.25 4,294.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,586.00 4,266.25 319.75 7.2% 98.00 2.2% 63% False False 1,828,102
10 4,586.00 4,212.75 373.25 8.4% 125.00 2.8% 69% False False 2,320,135
20 4,739.50 4,212.75 526.75 11.8% 105.00 2.3% 49% False False 2,118,621
40 4,808.25 4,212.75 595.50 13.3% 83.25 1.9% 43% False False 1,771,523
60 4,808.25 4,212.75 595.50 13.3% 78.00 1.7% 43% False False 1,188,028
80 4,808.25 4,212.75 595.50 13.3% 68.50 1.5% 43% False False 892,146
100 4,808.25 4,212.75 595.50 13.3% 68.75 1.5% 43% False False 714,156
120 4,808.25 4,212.75 595.50 13.3% 64.00 1.4% 43% False False 595,185
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 31.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,914.75
2.618 4,774.00
1.618 4,687.75
1.000 4,634.50
0.618 4,601.50
HIGH 4,548.25
0.618 4,515.25
0.500 4,505.00
0.382 4,495.00
LOW 4,462.00
0.618 4,408.75
1.000 4,375.75
1.618 4,322.50
2.618 4,236.25
4.250 4,095.50
Fisher Pivots for day following 03-Feb-2022
Pivot 1 day 3 day
R1 4,505.00 4,524.00
PP 4,493.00 4,505.75
S1 4,481.00 4,487.25

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

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