E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 03-Mar-2022
Day Change Summary
Previous Current
02-Mar-2022 03-Mar-2022 Change Change % Previous Week
Open 4,300.00 4,365.75 65.75 1.5% 4,319.25
High 4,391.00 4,410.50 19.50 0.4% 4,383.25
Low 4,269.75 4,333.50 63.75 1.5% 4,094.25
Close 4,374.00 4,351.50 -22.50 -0.5% 4,372.50
Range 121.25 77.00 -44.25 -36.5% 289.00
ATR 111.23 108.78 -2.44 -2.2% 0.00
Volume 32,254 27,782 -4,472 -13.9% 56,376
Daily Pivots for day following 03-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,596.25 4,550.75 4,393.75
R3 4,519.25 4,473.75 4,372.75
R2 4,442.25 4,442.25 4,365.50
R1 4,396.75 4,396.75 4,358.50 4,381.00
PP 4,365.25 4,365.25 4,365.25 4,357.25
S1 4,319.75 4,319.75 4,344.50 4,304.00
S2 4,288.25 4,288.25 4,337.50
S3 4,211.25 4,242.75 4,330.25
S4 4,134.25 4,165.75 4,309.25
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 5,150.25 5,050.50 4,531.50
R3 4,861.25 4,761.50 4,452.00
R2 4,572.25 4,572.25 4,425.50
R1 4,472.50 4,472.50 4,399.00 4,522.50
PP 4,283.25 4,283.25 4,283.25 4,308.25
S1 4,183.50 4,183.50 4,346.00 4,233.50
S2 3,994.25 3,994.25 4,319.50
S3 3,705.25 3,894.50 4,293.00
S4 3,416.25 3,605.50 4,213.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,410.50 4,219.50 191.00 4.4% 120.75 2.8% 69% True False 25,329
10 4,468.00 4,094.25 373.75 8.6% 126.00 2.9% 69% False False 17,167
20 4,578.50 4,094.25 484.25 11.1% 103.75 2.4% 53% False False 10,286
40 4,779.75 4,094.25 685.50 15.8% 104.25 2.4% 38% False False 6,221
60 4,800.00 4,094.25 705.75 16.2% 89.75 2.1% 36% False False 4,410
80 4,800.00 4,094.25 705.75 16.2% 82.50 1.9% 36% False False 3,331
100 4,800.00 4,094.25 705.75 16.2% 73.00 1.7% 36% False False 2,682
120 4,800.00 4,094.25 705.75 16.2% 70.75 1.6% 36% False False 2,250
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 41.05
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,737.75
2.618 4,612.00
1.618 4,535.00
1.000 4,487.50
0.618 4,458.00
HIGH 4,410.50
0.618 4,381.00
0.500 4,372.00
0.382 4,363.00
LOW 4,333.50
0.618 4,286.00
1.000 4,256.50
1.618 4,209.00
2.618 4,132.00
4.250 4,006.25
Fisher Pivots for day following 03-Mar-2022
Pivot 1 day 3 day
R1 4,372.00 4,347.25
PP 4,365.25 4,343.00
S1 4,358.25 4,338.50

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

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