E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 08-Mar-2022
Day Change Summary
Previous Current
07-Mar-2022 08-Mar-2022 Change Change % Previous Week
Open 4,308.75 4,186.50 -122.25 -2.8% 4,299.50
High 4,325.25 4,275.00 -50.25 -1.2% 4,418.75
Low 4,185.25 4,138.75 -46.50 -1.1% 4,251.50
Close 4,198.50 4,168.75 -29.75 -0.7% 4,327.25
Range 140.00 136.25 -3.75 -2.7% 167.25
ATR 111.06 112.86 1.80 1.6% 0.00
Volume 1,902,001 2,333,021 431,020 22.7% 9,162,465
Daily Pivots for day following 08-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,603.00 4,522.00 4,243.75
R3 4,466.75 4,385.75 4,206.25
R2 4,330.50 4,330.50 4,193.75
R1 4,249.50 4,249.50 4,181.25 4,222.00
PP 4,194.25 4,194.25 4,194.25 4,180.25
S1 4,113.25 4,113.25 4,156.25 4,085.50
S2 4,058.00 4,058.00 4,143.75
S3 3,921.75 3,977.00 4,131.25
S4 3,785.50 3,840.75 4,093.75
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,834.25 4,748.00 4,419.25
R3 4,667.00 4,580.75 4,373.25
R2 4,499.75 4,499.75 4,358.00
R1 4,413.50 4,413.50 4,342.50 4,456.50
PP 4,332.50 4,332.50 4,332.50 4,354.00
S1 4,246.25 4,246.25 4,312.00 4,289.50
S2 4,165.25 4,165.25 4,296.50
S3 3,998.00 4,079.00 4,281.25
S4 3,830.75 3,911.75 4,235.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,418.75 4,138.75 280.00 6.7% 113.75 2.7% 11% False True 1,867,678
10 4,418.75 4,101.75 317.00 7.6% 130.50 3.1% 21% False False 2,020,744
20 4,585.00 4,101.75 483.25 11.6% 111.75 2.7% 14% False False 1,951,241
40 4,739.50 4,101.75 637.75 15.3% 109.50 2.6% 11% False False 2,034,222
60 4,808.25 4,101.75 706.50 16.9% 93.75 2.2% 9% False False 1,876,143
80 4,808.25 4,101.75 706.50 16.9% 87.25 2.1% 9% False False 1,421,922
100 4,808.25 4,101.75 706.50 16.9% 77.75 1.9% 9% False False 1,138,460
120 4,808.25 4,101.75 706.50 16.9% 76.25 1.8% 9% False False 949,093
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 36.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,854.00
2.618 4,631.75
1.618 4,495.50
1.000 4,411.25
0.618 4,359.25
HIGH 4,275.00
0.618 4,223.00
0.500 4,207.00
0.382 4,190.75
LOW 4,138.75
0.618 4,054.50
1.000 4,002.50
1.618 3,918.25
2.618 3,782.00
4.250 3,559.75
Fisher Pivots for day following 08-Mar-2022
Pivot 1 day 3 day
R1 4,207.00 4,256.50
PP 4,194.25 4,227.25
S1 4,181.50 4,198.00

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

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