E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 02-Mar-2022
Day Change Summary
Previous Current
01-Mar-2022 02-Mar-2022 Change Change % Previous Week
Open 4,367.50 4,308.75 -58.75 -1.3% 4,324.25
High 4,399.00 4,399.25 0.25 0.0% 4,391.25
Low 4,275.00 4,278.25 3.25 0.1% 4,101.75
Close 4,303.75 4,381.75 78.00 1.8% 4,380.00
Range 124.00 121.00 -3.00 -2.4% 289.50
ATR 111.68 112.34 0.67 0.6% 0.00
Volume 1,869,277 1,712,970 -156,307 -8.4% 9,399,113
Daily Pivots for day following 02-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,716.00 4,670.00 4,448.25
R3 4,595.00 4,549.00 4,415.00
R2 4,474.00 4,474.00 4,404.00
R1 4,428.00 4,428.00 4,392.75 4,451.00
PP 4,353.00 4,353.00 4,353.00 4,364.50
S1 4,307.00 4,307.00 4,370.75 4,330.00
S2 4,232.00 4,232.00 4,359.50
S3 4,111.00 4,186.00 4,348.50
S4 3,990.00 4,065.00 4,315.25
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 4,399.25 4,101.75 297.50 6.8% 144.75 3.3% 94% True False 2,133,558
10 4,484.50 4,101.75 382.75 8.7% 125.75 2.9% 73% False False 2,005,234
20 4,586.00 4,101.75 484.25 11.1% 103.50 2.4% 58% False False 1,913,868
40 4,808.25 4,101.75 706.50 16.1% 104.50 2.4% 40% False False 2,011,850
60 4,808.25 4,101.75 706.50 16.1% 90.75 2.1% 40% False False 1,764,337
80 4,808.25 4,101.75 706.50 16.1% 83.75 1.9% 40% False False 1,326,773
100 4,808.25 4,101.75 706.50 16.1% 75.00 1.7% 40% False False 1,062,260
120 4,808.25 4,101.75 706.50 16.1% 74.25 1.7% 40% False False 885,582
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 39.85
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,913.50
2.618 4,716.00
1.618 4,595.00
1.000 4,520.25
0.618 4,474.00
HIGH 4,399.25
0.618 4,353.00
0.500 4,338.75
0.382 4,324.50
LOW 4,278.25
0.618 4,203.50
1.000 4,157.25
1.618 4,082.50
2.618 3,961.50
4.250 3,764.00
Fisher Pivots for day following 02-Mar-2022
Pivot 1 day 3 day
R1 4,367.50 4,363.00
PP 4,353.00 4,344.25
S1 4,338.75 4,325.50

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

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