E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 10-Feb-2022
Day Change Summary
Previous Current
09-Feb-2022 10-Feb-2022 Change Change % Previous Week
Open 4,519.00 4,582.25 63.25 1.4% 4,423.50
High 4,585.00 4,583.75 -1.25 0.0% 4,586.00
Low 4,517.25 4,476.00 -41.25 -0.9% 4,395.50
Close 4,577.75 4,497.50 -80.25 -1.8% 4,492.50
Range 67.75 107.75 40.00 59.0% 190.50
ATR 92.93 93.99 1.06 1.1% 0.00
Volume 1,383,317 2,403,026 1,019,709 73.7% 8,847,123
Daily Pivots for day following 10-Feb-2022
Classic Woodie Camarilla DeMark
R4 4,842.25 4,777.75 4,556.75
R3 4,734.50 4,670.00 4,527.25
R2 4,626.75 4,626.75 4,517.25
R1 4,562.25 4,562.25 4,507.50 4,540.50
PP 4,519.00 4,519.00 4,519.00 4,508.25
S1 4,454.50 4,454.50 4,487.50 4,433.00
S2 4,411.25 4,411.25 4,477.75
S3 4,303.50 4,346.75 4,467.75
S4 4,195.75 4,239.00 4,438.25
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 4,585.00 4,438.50 146.50 3.3% 77.75 1.7% 40% False False 1,739,826
10 4,586.00 4,266.25 319.75 7.1% 87.75 2.0% 72% False False 1,783,964
20 4,736.25 4,212.75 523.50 11.6% 107.50 2.4% 54% False False 2,102,300
40 4,808.25 4,212.75 595.50 13.2% 86.00 1.9% 48% False False 1,811,848
60 4,808.25 4,212.75 595.50 13.2% 81.50 1.8% 48% False False 1,332,740
80 4,808.25 4,212.75 595.50 13.2% 70.25 1.6% 48% False False 1,000,775
100 4,808.25 4,212.75 595.50 13.2% 69.25 1.5% 48% False False 801,042
120 4,808.25 4,212.75 595.50 13.2% 65.00 1.4% 48% False False 667,665
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 20.75
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,041.75
2.618 4,865.75
1.618 4,758.00
1.000 4,691.50
0.618 4,650.25
HIGH 4,583.75
0.618 4,542.50
0.500 4,530.00
0.382 4,517.25
LOW 4,476.00
0.618 4,409.50
1.000 4,368.25
1.618 4,301.75
2.618 4,194.00
4.250 4,018.00
Fisher Pivots for day following 10-Feb-2022
Pivot 1 day 3 day
R1 4,530.00 4,520.50
PP 4,519.00 4,513.00
S1 4,508.25 4,505.25

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

View Archives - Comment on this page... - Back to Index of Symbols