E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 10-Mar-2022
Day Change Summary
Previous Current
09-Mar-2022 10-Mar-2022 Change Change % Previous Week
Open 4,153.00 4,279.00 126.00 3.0% 4,299.50
High 4,298.25 4,282.25 -16.00 -0.4% 4,418.75
Low 4,152.00 4,207.00 55.00 1.3% 4,251.50
Close 4,275.25 4,257.25 -18.00 -0.4% 4,327.25
Range 146.25 75.25 -71.00 -48.5% 167.25
ATR 115.25 112.39 -2.86 -2.5% 0.00
Volume 1,659,520 1,745,090 85,570 5.2% 9,162,465
Daily Pivots for day following 10-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,474.50 4,441.25 4,298.75
R3 4,399.25 4,366.00 4,278.00
R2 4,324.00 4,324.00 4,271.00
R1 4,290.75 4,290.75 4,264.25 4,269.75
PP 4,248.75 4,248.75 4,248.75 4,238.50
S1 4,215.50 4,215.50 4,250.25 4,194.50
S2 4,173.50 4,173.50 4,243.50
S3 4,098.25 4,140.25 4,236.50
S4 4,023.00 4,065.00 4,215.75
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 4,374.50 4,138.75 235.75 5.5% 118.25 2.8% 50% False False 1,896,470
10 4,418.75 4,138.75 280.00 6.6% 120.50 2.8% 42% False False 1,875,249
20 4,583.75 4,101.75 482.00 11.3% 116.00 2.7% 32% False False 1,979,317
40 4,739.50 4,101.75 637.75 15.0% 110.25 2.6% 24% False False 2,020,313
60 4,808.25 4,101.75 706.50 16.6% 95.50 2.2% 22% False False 1,865,905
80 4,808.25 4,101.75 706.50 16.6% 89.25 2.1% 22% False False 1,464,394
100 4,808.25 4,101.75 706.50 16.6% 78.75 1.8% 22% False False 1,172,466
120 4,808.25 4,101.75 706.50 16.6% 77.25 1.8% 22% False False 977,434
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.85
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4,602.00
2.618 4,479.25
1.618 4,404.00
1.000 4,357.50
0.618 4,328.75
HIGH 4,282.25
0.618 4,253.50
0.500 4,244.50
0.382 4,235.75
LOW 4,207.00
0.618 4,160.50
1.000 4,131.75
1.618 4,085.25
2.618 4,010.00
4.250 3,887.25
Fisher Pivots for day following 10-Mar-2022
Pivot 1 day 3 day
R1 4,253.00 4,244.25
PP 4,248.75 4,231.50
S1 4,244.50 4,218.50

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

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