E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 23-Mar-2022
Day Change Summary
Previous Current
22-Mar-2022 23-Mar-2022 Change Change % Previous Week
Open 4,456.75 4,504.00 47.25 1.1% 4,206.75
High 4,514.75 4,514.00 -0.75 0.0% 4,465.75
Low 4,433.00 4,444.75 11.75 0.3% 4,129.50
Close 4,505.00 4,447.50 -57.50 -1.3% 4,453.50
Range 81.75 69.25 -12.50 -15.3% 336.25
ATR 106.04 103.41 -2.63 -2.5% 0.00
Volume 1,205,860 1,336,967 131,107 10.9% 8,945,195
Daily Pivots for day following 23-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,676.50 4,631.25 4,485.50
R3 4,607.25 4,562.00 4,466.50
R2 4,538.00 4,538.00 4,460.25
R1 4,492.75 4,492.75 4,453.75 4,480.75
PP 4,468.75 4,468.75 4,468.75 4,462.75
S1 4,423.50 4,423.50 4,441.25 4,411.50
S2 4,399.50 4,399.50 4,434.75
S3 4,330.25 4,354.25 4,428.50
S4 4,261.00 4,285.00 4,409.50
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 4,320.25 194.50 4.4% 79.25 1.8% 65% False False 1,353,172
10 4,514.75 4,129.50 385.25 8.7% 96.50 2.2% 83% False False 1,506,676
20 4,514.75 4,094.25 420.50 9.5% 113.50 2.6% 84% False False 774,836
40 4,578.50 4,094.25 484.25 10.9% 106.50 2.4% 73% False False 389,341
60 4,800.00 4,094.25 705.75 15.9% 97.50 2.2% 50% False False 260,087
80 4,800.00 4,094.25 705.75 15.9% 93.50 2.1% 50% False False 195,227
100 4,800.00 4,094.25 705.75 15.9% 82.75 1.9% 50% False False 156,194
120 4,800.00 4,094.25 705.75 15.9% 76.75 1.7% 50% False False 130,176
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,808.25
2.618 4,695.25
1.618 4,626.00
1.000 4,583.25
0.618 4,556.75
HIGH 4,514.00
0.618 4,487.50
0.500 4,479.50
0.382 4,471.25
LOW 4,444.75
0.618 4,402.00
1.000 4,375.50
1.618 4,332.75
2.618 4,263.50
4.250 4,150.50
Fisher Pivots for day following 23-Mar-2022
Pivot 1 day 3 day
R1 4,479.50 4,465.00
PP 4,468.75 4,459.00
S1 4,458.00 4,453.25

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

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