E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 16-Mar-2022
Day Change Summary
Previous Current
15-Mar-2022 16-Mar-2022 Change Change % Previous Week
Open 4,180.25 4,257.50 77.25 1.8% 4,308.75
High 4,271.50 4,376.00 104.50 2.4% 4,335.50
Low 4,138.00 4,246.25 108.25 2.6% 4,138.75
Close 4,262.00 4,358.00 96.00 2.3% 4,201.50
Range 133.50 129.75 -3.75 -2.8% 196.75
ATR 114.21 115.32 1.11 1.0% 0.00
Volume 1,085,846 722,600 -363,246 -33.5% 9,284,687
Daily Pivots for day following 16-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,716.00 4,666.75 4,429.25
R3 4,586.25 4,537.00 4,393.75
R2 4,456.50 4,456.50 4,381.75
R1 4,407.25 4,407.25 4,370.00 4,432.00
PP 4,326.75 4,326.75 4,326.75 4,339.00
S1 4,277.50 4,277.50 4,346.00 4,302.00
S2 4,197.00 4,197.00 4,334.25
S3 4,067.25 4,147.75 4,322.25
S4 3,937.50 4,018.00 4,286.75
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,815.50 4,705.25 4,309.75
R3 4,618.75 4,508.50 4,255.50
R2 4,422.00 4,422.00 4,237.50
R1 4,311.75 4,311.75 4,219.50 4,268.50
PP 4,225.25 4,225.25 4,225.25 4,203.50
S1 4,115.00 4,115.00 4,183.50 4,071.75
S2 4,028.50 4,028.50 4,165.50
S3 3,831.75 3,918.25 4,147.50
S4 3,635.00 3,721.50 4,093.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,376.00 4,138.00 238.00 5.5% 114.00 2.6% 92% True False 1,327,448
10 4,418.75 4,138.00 280.75 6.4% 116.25 2.7% 78% False False 1,592,218
20 4,484.50 4,101.75 382.75 8.8% 121.00 2.8% 67% False False 1,798,726
40 4,603.00 4,101.75 501.25 11.5% 114.75 2.6% 51% False False 1,950,450
60 4,808.25 4,101.75 706.50 16.2% 97.75 2.2% 36% False False 1,797,167
80 4,808.25 4,101.75 706.50 16.2% 93.75 2.2% 36% False False 1,525,352
100 4,808.25 4,101.75 706.50 16.2% 82.25 1.9% 36% False False 1,221,275
120 4,808.25 4,101.75 706.50 16.2% 78.50 1.8% 36% False False 1,018,088
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 26.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,927.50
2.618 4,715.75
1.618 4,586.00
1.000 4,505.75
0.618 4,456.25
HIGH 4,376.00
0.618 4,326.50
0.500 4,311.00
0.382 4,295.75
LOW 4,246.25
0.618 4,166.00
1.000 4,116.50
1.618 4,036.25
2.618 3,906.50
4.250 3,694.75
Fisher Pivots for day following 16-Mar-2022
Pivot 1 day 3 day
R1 4,342.50 4,324.25
PP 4,326.75 4,290.75
S1 4,311.00 4,257.00

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

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