E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 17-Feb-2022
Day Change Summary
Previous Current
16-Feb-2022 17-Feb-2022 Change Change % Previous Week
Open 4,458.75 4,464.25 5.50 0.1% 4,497.00
High 4,484.50 4,474.75 -9.75 -0.2% 4,585.00
Low 4,422.75 4,367.25 -55.50 -1.3% 4,393.25
Close 4,470.00 4,374.50 -95.50 -2.1% 4,409.50
Range 61.75 107.50 45.75 74.1% 191.75
ATR 91.85 92.96 1.12 1.2% 0.00
Volume 1,426,847 1,629,730 202,883 14.2% 9,220,277
Daily Pivots for day following 17-Feb-2022
Classic Woodie Camarilla DeMark
R4 4,728.00 4,658.75 4,433.50
R3 4,620.50 4,551.25 4,404.00
R2 4,513.00 4,513.00 4,394.25
R1 4,443.75 4,443.75 4,384.25 4,424.50
PP 4,405.50 4,405.50 4,405.50 4,396.00
S1 4,336.25 4,336.25 4,364.75 4,317.00
S2 4,298.00 4,298.00 4,354.75
S3 4,190.50 4,228.75 4,345.00
S4 4,083.00 4,121.25 4,315.50
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 5,037.75 4,915.50 4,515.00
R3 4,846.00 4,723.75 4,462.25
R2 4,654.25 4,654.25 4,444.75
R1 4,532.00 4,532.00 4,427.00 4,497.25
PP 4,462.50 4,462.50 4,462.50 4,445.25
S1 4,340.25 4,340.25 4,392.00 4,305.50
S2 4,270.75 4,270.75 4,374.25
S3 4,079.00 4,148.50 4,356.75
S4 3,887.25 3,956.75 4,304.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,520.50 4,354.00 166.50 3.8% 91.25 2.1% 12% False False 1,831,505
10 4,585.00 4,354.00 231.00 5.3% 84.50 1.9% 9% False False 1,785,665
20 4,586.00 4,212.75 373.25 8.5% 104.75 2.4% 43% False False 2,052,900
40 4,808.25 4,212.75 595.50 13.6% 85.75 2.0% 27% False False 1,783,015
60 4,808.25 4,212.75 595.50 13.6% 85.75 2.0% 27% False False 1,484,872
80 4,808.25 4,212.75 595.50 13.6% 73.50 1.7% 27% False False 1,115,025
100 4,808.25 4,212.75 595.50 13.6% 70.75 1.6% 27% False False 892,484
120 4,808.25 4,212.75 595.50 13.6% 67.25 1.5% 27% False False 743,969
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 15.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,931.50
2.618 4,756.25
1.618 4,648.75
1.000 4,582.25
0.618 4,541.25
HIGH 4,474.75
0.618 4,433.75
0.500 4,421.00
0.382 4,408.25
LOW 4,367.25
0.618 4,300.75
1.000 4,259.75
1.618 4,193.25
2.618 4,085.75
4.250 3,910.50
Fisher Pivots for day following 17-Feb-2022
Pivot 1 day 3 day
R1 4,421.00 4,426.00
PP 4,405.50 4,408.75
S1 4,390.00 4,391.50

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

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