E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 22-Feb-2022
Day Change Summary
Previous Current
18-Feb-2022 22-Feb-2022 Change Change % Previous Week
Open 4,374.75 4,324.25 -50.50 -1.2% 4,411.75
High 4,411.50 4,391.25 -20.25 -0.5% 4,484.50
Low 4,321.00 4,250.00 -71.00 -1.6% 4,321.00
Close 4,343.50 4,300.00 -43.50 -1.0% 4,343.50
Range 90.50 141.25 50.75 56.1% 163.50
ATR 92.79 96.25 3.46 3.7% 0.00
Volume 1,824,590 2,589,159 764,569 41.9% 8,503,090
Daily Pivots for day following 22-Feb-2022
Classic Woodie Camarilla DeMark
R4 4,737.50 4,660.00 4,377.75
R3 4,596.25 4,518.75 4,338.75
R2 4,455.00 4,455.00 4,326.00
R1 4,377.50 4,377.50 4,313.00 4,345.50
PP 4,313.75 4,313.75 4,313.75 4,297.75
S1 4,236.25 4,236.25 4,287.00 4,204.50
S2 4,172.50 4,172.50 4,274.00
S3 4,031.25 4,095.00 4,261.25
S4 3,890.00 3,953.75 4,222.25
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 4,250.00 234.50 5.5% 97.50 2.3% 21% False True 1,798,726
10 4,585.00 4,250.00 335.00 7.8% 93.25 2.2% 15% False True 1,881,738
20 4,586.00 4,250.00 336.00 7.8% 100.50 2.3% 15% False True 1,930,643
40 4,808.25 4,212.75 595.50 13.8% 88.75 2.1% 15% False False 1,841,291
60 4,808.25 4,212.75 595.50 13.8% 88.00 2.0% 15% False False 1,558,091
80 4,808.25 4,212.75 595.50 13.8% 75.75 1.8% 15% False False 1,170,062
100 4,808.25 4,212.75 595.50 13.8% 71.75 1.7% 15% False False 936,579
120 4,808.25 4,212.75 595.50 13.8% 68.75 1.6% 15% False False 780,748
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 22.50
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,991.50
2.618 4,761.00
1.618 4,619.75
1.000 4,532.50
0.618 4,478.50
HIGH 4,391.25
0.618 4,337.25
0.500 4,320.50
0.382 4,304.00
LOW 4,250.00
0.618 4,162.75
1.000 4,108.75
1.618 4,021.50
2.618 3,880.25
4.250 3,649.75
Fisher Pivots for day following 22-Feb-2022
Pivot 1 day 3 day
R1 4,320.50 4,362.50
PP 4,313.75 4,341.50
S1 4,307.00 4,320.75

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

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