E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 17-Mar-2022
Day Change Summary
Previous Current
16-Mar-2022 17-Mar-2022 Change Change % Previous Week
Open 4,249.75 4,361.00 111.25 2.6% 4,301.00
High 4,367.50 4,406.75 39.25 0.9% 4,326.75
Low 4,239.00 4,320.25 81.25 1.9% 4,130.25
Close 4,349.50 4,402.00 52.50 1.2% 4,192.50
Range 128.50 86.50 -42.00 -32.7% 196.50
ATR 114.56 112.55 -2.00 -1.7% 0.00
Volume 1,980,647 1,442,645 -538,002 -27.2% 2,461,210
Daily Pivots for day following 17-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,635.75 4,605.50 4,449.50
R3 4,549.25 4,519.00 4,425.75
R2 4,462.75 4,462.75 4,417.75
R1 4,432.50 4,432.50 4,410.00 4,447.50
PP 4,376.25 4,376.25 4,376.25 4,384.00
S1 4,346.00 4,346.00 4,394.00 4,361.00
S2 4,289.75 4,289.75 4,386.25
S3 4,203.25 4,259.50 4,378.25
S4 4,116.75 4,173.00 4,354.50
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 4,406.75 4,129.50 277.25 6.3% 115.75 2.6% 98% True False 1,845,503
10 4,406.75 4,129.50 277.25 6.3% 116.75 2.7% 98% True False 1,002,932
20 4,468.00 4,094.25 373.75 8.5% 121.50 2.8% 82% False False 510,050
40 4,586.25 4,094.25 492.00 11.2% 113.75 2.6% 63% False False 256,572
60 4,800.00 4,094.25 705.75 16.0% 96.75 2.2% 44% False False 171,432
80 4,800.00 4,094.25 705.75 16.0% 93.25 2.1% 44% False False 128,695
100 4,800.00 4,094.25 705.75 16.0% 81.25 1.8% 44% False False 102,967
120 4,800.00 4,094.25 705.75 16.0% 76.50 1.7% 44% False False 85,824
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 26.80
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,774.50
2.618 4,633.25
1.618 4,546.75
1.000 4,493.25
0.618 4,460.25
HIGH 4,406.75
0.618 4,373.75
0.500 4,363.50
0.382 4,353.25
LOW 4,320.25
0.618 4,266.75
1.000 4,233.75
1.618 4,180.25
2.618 4,093.75
4.250 3,952.50
Fisher Pivots for day following 17-Mar-2022
Pivot 1 day 3 day
R1 4,389.25 4,357.50
PP 4,376.25 4,312.75
S1 4,363.50 4,268.00

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

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