E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 22-Mar-2022
Day Change Summary
Previous Current
21-Mar-2022 22-Mar-2022 Change Change % Previous Week
Open 4,460.00 4,456.75 -3.25 -0.1% 4,206.75
High 4,473.00 4,514.75 41.75 0.9% 4,465.75
Low 4,415.00 4,433.00 18.00 0.4% 4,129.50
Close 4,452.25 4,505.00 52.75 1.2% 4,453.50
Range 58.00 81.75 23.75 40.9% 336.25
ATR 107.91 106.04 -1.87 -1.7% 0.00
Volume 1,375,090 1,205,860 -169,230 -12.3% 8,945,195
Daily Pivots for day following 22-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,729.50 4,699.00 4,550.00
R3 4,647.75 4,617.25 4,527.50
R2 4,566.00 4,566.00 4,520.00
R1 4,535.50 4,535.50 4,512.50 4,550.75
PP 4,484.25 4,484.25 4,484.25 4,492.00
S1 4,453.75 4,453.75 4,497.50 4,469.00
S2 4,402.50 4,402.50 4,490.00
S3 4,320.75 4,372.00 4,482.50
S4 4,239.00 4,290.25 4,460.00
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 4,514.75 4,239.00 275.75 6.1% 91.25 2.0% 96% True False 1,481,908
10 4,514.75 4,129.50 385.25 8.6% 104.00 2.3% 97% True False 1,382,199
20 4,514.75 4,094.25 420.50 9.3% 116.75 2.6% 98% True False 708,235
40 4,578.50 4,094.25 484.25 10.7% 108.00 2.4% 85% False False 356,015
60 4,800.00 4,094.25 705.75 15.7% 97.50 2.2% 58% False False 237,817
80 4,800.00 4,094.25 705.75 15.7% 94.50 2.1% 58% False False 178,520
100 4,800.00 4,094.25 705.75 15.7% 82.50 1.8% 58% False False 142,825
120 4,800.00 4,094.25 705.75 15.7% 77.00 1.7% 58% False False 119,036
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,862.25
2.618 4,728.75
1.618 4,647.00
1.000 4,596.50
0.618 4,565.25
HIGH 4,514.75
0.618 4,483.50
0.500 4,474.00
0.382 4,464.25
LOW 4,433.00
0.618 4,382.50
1.000 4,351.25
1.618 4,300.75
2.618 4,219.00
4.250 4,085.50
Fisher Pivots for day following 22-Mar-2022
Pivot 1 day 3 day
R1 4,494.50 4,483.25
PP 4,484.25 4,461.50
S1 4,474.00 4,439.50

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

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