E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 28-Feb-2022
Day Change Summary
Previous Current
25-Feb-2022 28-Feb-2022 Change Change % Previous Week
Open 4,266.75 4,299.50 32.75 0.8% 4,324.25
High 4,384.25 4,385.50 1.25 0.0% 4,391.25
Low 4,227.50 4,251.50 24.00 0.6% 4,101.75
Close 4,380.00 4,368.00 -12.00 -0.3% 4,380.00
Range 156.75 134.00 -22.75 -14.5% 289.50
ATR 108.94 110.73 1.79 1.6% 0.00
Volume 1,950,397 2,189,820 239,423 12.3% 9,399,113
Daily Pivots for day following 28-Feb-2022
Classic Woodie Camarilla DeMark
R4 4,737.00 4,686.50 4,441.75
R3 4,603.00 4,552.50 4,404.75
R2 4,469.00 4,469.00 4,392.50
R1 4,418.50 4,418.50 4,380.25 4,443.75
PP 4,335.00 4,335.00 4,335.00 4,347.50
S1 4,284.50 4,284.50 4,355.75 4,309.75
S2 4,201.00 4,201.00 4,343.50
S3 4,067.00 4,150.50 4,331.25
S4 3,933.00 4,016.50 4,294.25
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 5,159.50 5,059.25 4,539.25
R3 4,870.00 4,769.75 4,459.50
R2 4,580.50 4,580.50 4,433.00
R1 4,480.25 4,480.25 4,406.50 4,530.50
PP 4,291.00 4,291.00 4,291.00 4,316.00
S1 4,190.75 4,190.75 4,353.50 4,241.00
S2 4,001.50 4,001.50 4,327.00
S3 3,712.00 3,901.25 4,300.50
S4 3,422.50 3,611.75 4,220.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,391.25 4,101.75 289.50 6.6% 150.75 3.4% 92% False False 2,317,786
10 4,484.50 4,101.75 382.75 8.8% 117.25 2.7% 70% False False 2,009,202
20 4,586.00 4,101.75 484.25 11.1% 101.00 2.3% 55% False False 1,907,971
40 4,808.25 4,101.75 706.50 16.2% 100.00 2.3% 38% False False 1,979,205
60 4,808.25 4,101.75 706.50 16.2% 90.25 2.1% 38% False False 1,706,540
80 4,808.25 4,101.75 706.50 16.2% 81.50 1.9% 38% False False 1,282,205
100 4,808.25 4,101.75 706.50 16.2% 74.00 1.7% 38% False False 1,026,485
120 4,808.25 4,101.75 706.50 16.2% 73.00 1.7% 38% False False 855,734
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 36.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,955.00
2.618 4,736.25
1.618 4,602.25
1.000 4,519.50
0.618 4,468.25
HIGH 4,385.50
0.618 4,334.25
0.500 4,318.50
0.382 4,302.75
LOW 4,251.50
0.618 4,168.75
1.000 4,117.50
1.618 4,034.75
2.618 3,900.75
4.250 3,682.00
Fisher Pivots for day following 28-Feb-2022
Pivot 1 day 3 day
R1 4,351.50 4,326.50
PP 4,335.00 4,285.00
S1 4,318.50 4,243.50

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

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