E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 08-Feb-2022
Day Change Summary
Previous Current
07-Feb-2022 08-Feb-2022 Change Change % Previous Week
Open 4,497.00 4,484.00 -13.00 -0.3% 4,423.50
High 4,514.50 4,523.75 9.25 0.2% 4,586.00
Low 4,462.75 4,456.25 -6.50 -0.1% 4,395.50
Close 4,475.75 4,512.50 36.75 0.8% 4,492.50
Range 51.75 67.50 15.75 30.4% 190.50
ATR 96.58 94.51 -2.08 -2.2% 0.00
Volume 1,495,143 1,459,766 -35,377 -2.4% 8,847,123
Daily Pivots for day following 08-Feb-2022
Classic Woodie Camarilla DeMark
R4 4,700.00 4,673.75 4,549.50
R3 4,632.50 4,606.25 4,531.00
R2 4,565.00 4,565.00 4,525.00
R1 4,538.75 4,538.75 4,518.75 4,552.00
PP 4,497.50 4,497.50 4,497.50 4,504.00
S1 4,471.25 4,471.25 4,506.25 4,484.50
S2 4,430.00 4,430.00 4,500.00
S3 4,362.50 4,403.75 4,494.00
S4 4,295.00 4,336.25 4,475.50
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% 70.00 1.6% 50% False False 1,667,544
10 4,586.00 4,263.25 322.75 7.2% 101.50 2.2% 77% False False 1,877,186
20 4,739.50 4,212.75 526.75 11.7% 105.00 2.3% 57% False False 2,078,593
40 4,808.25 4,212.75 595.50 13.2% 85.25 1.9% 50% False False 1,833,391
60 4,808.25 4,212.75 595.50 13.2% 79.75 1.8% 50% False False 1,269,747
80 4,808.25 4,212.75 595.50 13.2% 69.00 1.5% 50% False False 953,488
100 4,808.25 4,212.75 595.50 13.2% 69.50 1.5% 50% False False 763,253
120 4,808.25 4,212.75 595.50 13.2% 64.50 1.4% 50% False False 636,115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,810.50
2.618 4,700.50
1.618 4,633.00
1.000 4,591.25
0.618 4,565.50
HIGH 4,523.75
0.618 4,498.00
0.500 4,490.00
0.382 4,482.00
LOW 4,456.25
0.618 4,414.50
1.000 4,388.75
1.618 4,347.00
2.618 4,279.50
4.250 4,169.50
Fisher Pivots for day following 08-Feb-2022
Pivot 1 day 3 day
R1 4,505.00 4,503.50
PP 4,497.50 4,494.50
S1 4,490.00 4,485.50

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

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