E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 18-Feb-2022
Day Change Summary
Previous Current
17-Feb-2022 18-Feb-2022 Change Change % Previous Week
Open 4,464.25 4,374.75 -89.50 -2.0% 4,411.75
High 4,474.75 4,411.50 -63.25 -1.4% 4,484.50
Low 4,367.25 4,321.00 -46.25 -1.1% 4,321.00
Close 4,374.50 4,343.50 -31.00 -0.7% 4,343.50
Range 107.50 90.50 -17.00 -15.8% 163.50
ATR 92.96 92.79 -0.18 -0.2% 0.00
Volume 1,629,730 1,824,590 194,860 12.0% 8,503,090
Daily Pivots for day following 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 4,630.25 4,577.25 4,393.25
R3 4,539.75 4,486.75 4,368.50
R2 4,449.25 4,449.25 4,360.00
R1 4,396.25 4,396.25 4,351.75 4,377.50
PP 4,358.75 4,358.75 4,358.75 4,349.25
S1 4,305.75 4,305.75 4,335.25 4,287.00
S2 4,268.25 4,268.25 4,327.00
S3 4,177.75 4,215.25 4,318.50
S4 4,087.25 4,124.75 4,293.75
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 4,873.50 4,772.00 4,433.50
R3 4,710.00 4,608.50 4,388.50
R2 4,546.50 4,546.50 4,373.50
R1 4,445.00 4,445.00 4,358.50 4,414.00
PP 4,383.00 4,383.00 4,383.00 4,367.50
S1 4,281.50 4,281.50 4,328.50 4,250.50
S2 4,219.50 4,219.50 4,313.50
S3 4,056.00 4,118.00 4,298.50
S4 3,892.50 3,954.50 4,253.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,484.50 4,321.00 163.50 3.8% 84.00 1.9% 14% False True 1,700,618
10 4,585.00 4,321.00 264.00 6.1% 84.25 1.9% 9% False True 1,772,336
20 4,586.00 4,212.75 373.25 8.6% 104.00 2.4% 35% False False 1,993,524
40 4,808.25 4,212.75 595.50 13.7% 86.25 2.0% 22% False False 1,801,012
60 4,808.25 4,212.75 595.50 13.7% 86.50 2.0% 22% False False 1,515,114
80 4,808.25 4,212.75 595.50 13.7% 74.25 1.7% 22% False False 1,137,783
100 4,808.25 4,212.75 595.50 13.7% 70.75 1.6% 22% False False 910,707
120 4,808.25 4,212.75 595.50 13.7% 67.75 1.6% 22% False False 759,173
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 17.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,796.00
2.618 4,648.50
1.618 4,558.00
1.000 4,502.00
0.618 4,467.50
HIGH 4,411.50
0.618 4,377.00
0.500 4,366.25
0.382 4,355.50
LOW 4,321.00
0.618 4,265.00
1.000 4,230.50
1.618 4,174.50
2.618 4,084.00
4.250 3,936.50
Fisher Pivots for day following 18-Feb-2022
Pivot 1 day 3 day
R1 4,366.25 4,402.75
PP 4,358.75 4,383.00
S1 4,351.00 4,363.25

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

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