E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 07-Feb-2022
Day Change Summary
Previous Current
04-Feb-2022 07-Feb-2022 Change Change % Previous Week
Open 4,518.00 4,497.00 -21.00 -0.5% 4,423.50
High 4,532.50 4,514.50 -18.00 -0.4% 4,586.00
Low 4,438.50 4,462.75 24.25 0.5% 4,395.50
Close 4,492.50 4,475.75 -16.75 -0.4% 4,492.50
Range 94.00 51.75 -42.25 -44.9% 190.50
ATR 100.03 96.58 -3.45 -3.4% 0.00
Volume 1,957,881 1,495,143 -462,738 -23.6% 8,847,123
Daily Pivots for day following 07-Feb-2022
Classic Woodie Camarilla DeMark
R4 4,639.50 4,609.50 4,504.25
R3 4,587.75 4,557.75 4,490.00
R2 4,536.00 4,536.00 4,485.25
R1 4,506.00 4,506.00 4,480.50 4,495.00
PP 4,484.25 4,484.25 4,484.25 4,479.00
S1 4,454.25 4,454.25 4,471.00 4,443.50
S2 4,432.50 4,432.50 4,466.25
S3 4,380.75 4,402.50 4,461.50
S4 4,329.00 4,350.75 4,447.25
Weekly Pivots for week ending 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 5,062.75 4,968.25 4,597.25
R3 4,872.25 4,777.75 4,545.00
R2 4,681.75 4,681.75 4,527.50
R1 4,587.25 4,587.25 4,510.00 4,634.50
PP 4,491.25 4,491.25 4,491.25 4,515.00
S1 4,396.75 4,396.75 4,475.00 4,444.00
S2 4,300.75 4,300.75 4,457.50
S3 4,110.25 4,206.25 4,440.00
S4 3,919.75 4,015.75 4,387.75
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 4,438.50 147.50 3.3% 72.75 1.6% 25% False False 1,699,224
10 4,586.00 4,263.25 322.75 7.2% 107.75 2.4% 66% False False 1,979,548
20 4,739.50 4,212.75 526.75 11.8% 107.00 2.4% 50% False False 2,117,204
40 4,808.25 4,212.75 595.50 13.3% 84.75 1.9% 44% False False 1,838,594
60 4,808.25 4,212.75 595.50 13.3% 79.00 1.8% 44% False False 1,245,483
80 4,808.25 4,212.75 595.50 13.3% 69.25 1.5% 44% False False 935,265
100 4,808.25 4,212.75 595.50 13.3% 69.25 1.5% 44% False False 748,663
120 4,808.25 4,212.75 595.50 13.3% 64.50 1.4% 44% False False 623,951
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,734.50
2.618 4,650.00
1.618 4,598.25
1.000 4,566.25
0.618 4,546.50
HIGH 4,514.50
0.618 4,494.75
0.500 4,488.50
0.382 4,482.50
LOW 4,462.75
0.618 4,430.75
1.000 4,411.00
1.618 4,379.00
2.618 4,327.25
4.250 4,242.75
Fisher Pivots for day following 07-Feb-2022
Pivot 1 day 3 day
R1 4,488.50 4,493.50
PP 4,484.25 4,487.50
S1 4,480.00 4,481.50

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

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