E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 21-Mar-2022
Day Change Summary
Previous Current
18-Mar-2022 21-Mar-2022 Change Change % Previous Week
Open 4,384.25 4,460.00 75.75 1.7% 4,206.75
High 4,465.75 4,473.00 7.25 0.2% 4,465.75
Low 4,364.50 4,415.00 50.50 1.2% 4,129.50
Close 4,453.50 4,452.25 -1.25 0.0% 4,453.50
Range 101.25 58.00 -43.25 -42.7% 336.25
ATR 111.75 107.91 -3.84 -3.4% 0.00
Volume 1,405,299 1,375,090 -30,209 -2.1% 8,945,195
Daily Pivots for day following 21-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,620.75 4,594.50 4,484.25
R3 4,562.75 4,536.50 4,468.25
R2 4,504.75 4,504.75 4,463.00
R1 4,478.50 4,478.50 4,457.50 4,462.50
PP 4,446.75 4,446.75 4,446.75 4,438.75
S1 4,420.50 4,420.50 4,447.00 4,404.50
S2 4,388.75 4,388.75 4,441.50
S3 4,330.75 4,362.50 4,436.25
S4 4,272.75 4,304.50 4,420.25
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 5,358.25 5,242.25 4,638.50
R3 5,022.00 4,906.00 4,546.00
R2 4,685.75 4,685.75 4,515.25
R1 4,569.75 4,569.75 4,484.25 4,627.75
PP 4,349.50 4,349.50 4,349.50 4,378.50
S1 4,233.50 4,233.50 4,422.75 4,291.50
S2 4,013.25 4,013.25 4,391.75
S3 3,677.00 3,897.25 4,361.00
S4 3,340.75 3,561.00 4,268.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,473.00 4,129.50 343.50 7.7% 101.50 2.3% 94% True False 1,651,603
10 4,473.00 4,129.50 343.50 7.7% 109.50 2.5% 94% True False 1,271,329
20 4,473.00 4,094.25 378.75 8.5% 119.50 2.7% 95% True False 648,576
40 4,578.50 4,094.25 484.25 10.9% 111.25 2.5% 74% False False 325,974
60 4,800.00 4,094.25 705.75 15.9% 97.00 2.2% 51% False False 217,731
80 4,800.00 4,094.25 705.75 15.9% 94.00 2.1% 51% False False 163,448
100 4,800.00 4,094.25 705.75 15.9% 82.00 1.8% 51% False False 130,769
120 4,800.00 4,094.25 705.75 15.9% 76.50 1.7% 51% False False 108,988
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.70
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 4,719.50
2.618 4,624.75
1.618 4,566.75
1.000 4,531.00
0.618 4,508.75
HIGH 4,473.00
0.618 4,450.75
0.500 4,444.00
0.382 4,437.25
LOW 4,415.00
0.618 4,379.25
1.000 4,357.00
1.618 4,321.25
2.618 4,263.25
4.250 4,168.50
Fisher Pivots for day following 21-Mar-2022
Pivot 1 day 3 day
R1 4,449.50 4,433.75
PP 4,446.75 4,415.25
S1 4,444.00 4,396.50

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

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