E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 15-Mar-2022
Day Change Summary
Previous Current
14-Mar-2022 15-Mar-2022 Change Change % Previous Week
Open 4,206.75 4,171.25 -35.50 -0.8% 4,301.00
High 4,244.75 4,263.25 18.50 0.4% 4,326.75
Low 4,152.25 4,129.50 -22.75 -0.5% 4,130.25
Close 4,163.50 4,253.75 90.25 2.2% 4,192.50
Range 92.50 133.75 41.25 44.6% 196.50
ATR 111.93 113.48 1.56 1.4% 0.00
Volume 2,062,269 2,054,335 -7,934 -0.4% 2,461,210
Daily Pivots for day following 15-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,616.75 4,569.00 4,327.25
R3 4,483.00 4,435.25 4,290.50
R2 4,349.25 4,349.25 4,278.25
R1 4,301.50 4,301.50 4,266.00 4,325.50
PP 4,215.50 4,215.50 4,215.50 4,227.50
S1 4,167.75 4,167.75 4,241.50 4,191.50
S2 4,081.75 4,081.75 4,229.25
S3 3,948.00 4,034.00 4,217.00
S4 3,814.25 3,900.25 4,180.25
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,806.00 4,695.75 4,300.50
R3 4,609.50 4,499.25 4,246.50
R2 4,413.00 4,413.00 4,228.50
R1 4,302.75 4,302.75 4,210.50 4,259.50
PP 4,216.50 4,216.50 4,216.50 4,195.00
S1 4,106.25 4,106.25 4,174.50 4,063.00
S2 4,020.00 4,020.00 4,156.50
S3 3,823.50 3,909.75 4,138.50
S4 3,627.00 3,713.25 4,084.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,326.75 4,129.50 197.25 4.6% 117.00 2.7% 63% False True 1,282,489
10 4,410.50 4,129.50 281.00 6.6% 115.25 2.7% 44% False True 666,606
20 4,478.00 4,094.25 383.75 9.0% 118.00 2.8% 42% False False 339,369
40 4,663.50 4,094.25 569.25 13.4% 113.50 2.7% 28% False False 171,123
60 4,800.00 4,094.25 705.75 16.6% 96.00 2.3% 23% False False 114,419
80 4,800.00 4,094.25 705.75 16.6% 91.50 2.2% 23% False False 85,906
100 4,800.00 4,094.25 705.75 16.6% 79.75 1.9% 23% False False 68,735
120 4,800.00 4,094.25 705.75 16.6% 75.50 1.8% 23% False False 57,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,831.75
2.618 4,613.50
1.618 4,479.75
1.000 4,397.00
0.618 4,346.00
HIGH 4,263.25
0.618 4,212.25
0.500 4,196.50
0.382 4,180.50
LOW 4,129.50
0.618 4,046.75
1.000 3,995.75
1.618 3,913.00
2.618 3,779.25
4.250 3,561.00
Fisher Pivots for day following 15-Mar-2022
Pivot 1 day 3 day
R1 4,234.50 4,245.25
PP 4,215.50 4,236.75
S1 4,196.50 4,228.00

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

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