E-mini S&P 500 Future June 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 4,147.50 4,270.50 123.00 3.0% 4,329.75
High 4,289.50 4,273.25 -16.25 -0.4% 4,410.50
Low 4,144.00 4,198.00 54.00 1.3% 4,251.25
Close 4,266.75 4,248.00 -18.75 -0.4% 4,319.25
Range 145.50 75.25 -70.25 -48.3% 159.25
ATR 114.34 111.55 -2.79 -2.4% 0.00
Volume 92,191 516,031 423,840 459.7% 133,649
Daily Pivots for day following 10-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,465.50 4,432.00 4,289.50
R3 4,390.25 4,356.75 4,268.75
R2 4,315.00 4,315.00 4,261.75
R1 4,281.50 4,281.50 4,255.00 4,260.50
PP 4,239.75 4,239.75 4,239.75 4,229.25
S1 4,206.25 4,206.25 4,241.00 4,185.50
S2 4,164.50 4,164.50 4,234.25
S3 4,089.25 4,131.00 4,227.25
S4 4,014.00 4,055.75 4,206.50
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 4,366.25 4,130.25 236.00 5.6% 117.75 2.8% 50% False False 160,361
10 4,410.50 4,130.25 280.25 6.6% 119.25 2.8% 42% False False 92,845
20 4,576.25 4,094.25 482.00 11.3% 115.00 2.7% 32% False False 49,839
40 4,731.50 4,094.25 637.25 15.0% 109.25 2.6% 24% False False 26,083
60 4,800.00 4,094.25 705.75 16.6% 94.50 2.2% 22% False False 17,739
80 4,800.00 4,094.25 705.75 16.6% 88.00 2.1% 22% False False 13,353
100 4,800.00 4,094.25 705.75 16.6% 77.25 1.8% 22% False False 10,693
120 4,800.00 4,094.25 705.75 16.6% 74.50 1.8% 22% False False 8,932
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 26.13
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4,593.00
2.618 4,470.25
1.618 4,395.00
1.000 4,348.50
0.618 4,319.75
HIGH 4,273.25
0.618 4,244.50
0.500 4,235.50
0.382 4,226.75
LOW 4,198.00
0.618 4,151.50
1.000 4,122.75
1.618 4,076.25
2.618 4,001.00
4.250 3,878.25
Fisher Pivots for day following 10-Mar-2022
Pivot 1 day 3 day
R1 4,244.00 4,235.25
PP 4,239.75 4,222.50
S1 4,235.50 4,210.00

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

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