E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 04-Mar-2022
Day Change Summary
Previous Current
03-Mar-2022 04-Mar-2022 Change Change % Previous Week
Open 4,365.75 4,358.50 -7.25 -0.2% 4,329.75
High 4,410.50 4,366.25 -44.25 -1.0% 4,410.50
Low 4,333.50 4,273.75 -59.75 -1.4% 4,251.25
Close 4,351.50 4,319.25 -32.25 -0.7% 4,319.25
Range 77.00 92.50 15.50 20.1% 159.25
ATR 108.78 107.62 -1.16 -1.1% 0.00
Volume 27,782 28,219 437 1.6% 133,649
Daily Pivots for day following 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,597.25 4,550.75 4,370.00
R3 4,504.75 4,458.25 4,344.75
R2 4,412.25 4,412.25 4,336.25
R1 4,365.75 4,365.75 4,327.75 4,342.75
PP 4,319.75 4,319.75 4,319.75 4,308.25
S1 4,273.25 4,273.25 4,310.75 4,250.25
S2 4,227.25 4,227.25 4,302.25
S3 4,134.75 4,180.75 4,293.75
S4 4,042.25 4,088.25 4,268.50
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,804.75 4,721.25 4,406.75
R3 4,645.50 4,562.00 4,363.00
R2 4,486.25 4,486.25 4,348.50
R1 4,402.75 4,402.75 4,333.75 4,365.00
PP 4,327.00 4,327.00 4,327.00 4,308.00
S1 4,243.50 4,243.50 4,304.75 4,205.50
S2 4,167.75 4,167.75 4,290.00
S3 4,008.50 4,084.25 4,275.50
S4 3,849.25 3,925.00 4,231.75
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 4,251.25 159.25 3.7% 108.00 2.5% 43% False False 26,729
10 4,410.50 4,094.25 316.25 7.3% 124.75 2.9% 71% False False 19,474
20 4,578.50 4,094.25 484.25 11.2% 104.25 2.4% 46% False False 11,604
40 4,731.50 4,094.25 637.25 14.8% 104.00 2.4% 35% False False 6,895
60 4,800.00 4,094.25 705.75 16.3% 89.50 2.1% 32% False False 4,878
80 4,800.00 4,094.25 705.75 16.3% 83.25 1.9% 32% False False 3,684
100 4,800.00 4,094.25 705.75 16.3% 73.50 1.7% 32% False False 2,964
120 4,800.00 4,094.25 705.75 16.3% 71.25 1.6% 32% False False 2,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 41.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,759.50
2.618 4,608.50
1.618 4,516.00
1.000 4,458.75
0.618 4,423.50
HIGH 4,366.25
0.618 4,331.00
0.500 4,320.00
0.382 4,309.00
LOW 4,273.75
0.618 4,216.50
1.000 4,181.25
1.618 4,124.00
2.618 4,031.50
4.250 3,880.50
Fisher Pivots for day following 04-Mar-2022
Pivot 1 day 3 day
R1 4,320.00 4,340.00
PP 4,319.75 4,333.25
S1 4,319.50 4,326.25

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

View Archives - Comment on this page... - Back to Index of Symbols