E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 25-Mar-2022
Day Change Summary
Previous Current
24-Mar-2022 25-Mar-2022 Change Change % Previous Week
Open 4,449.25 4,516.25 67.00 1.5% 4,460.00
High 4,517.50 4,539.00 21.50 0.5% 4,539.00
Low 4,445.75 4,493.25 47.50 1.1% 4,415.00
Close 4,512.50 4,536.50 24.00 0.5% 4,536.50
Range 71.75 45.75 -26.00 -36.2% 124.00
ATR 101.15 97.19 -3.96 -3.9% 0.00
Volume 1,221,569 1,251,078 29,509 2.4% 6,390,564
Daily Pivots for day following 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,660.25 4,644.00 4,561.75
R3 4,614.50 4,598.25 4,549.00
R2 4,568.75 4,568.75 4,545.00
R1 4,552.50 4,552.50 4,540.75 4,560.50
PP 4,523.00 4,523.00 4,523.00 4,527.00
S1 4,506.75 4,506.75 4,532.25 4,515.00
S2 4,477.25 4,477.25 4,528.00
S3 4,431.50 4,461.00 4,524.00
S4 4,385.75 4,415.25 4,511.25
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,868.75 4,826.75 4,604.75
R3 4,744.75 4,702.75 4,570.50
R2 4,620.75 4,620.75 4,559.25
R1 4,578.75 4,578.75 4,547.75 4,599.75
PP 4,496.75 4,496.75 4,496.75 4,507.50
S1 4,454.75 4,454.75 4,525.25 4,475.75
S2 4,372.75 4,372.75 4,513.75
S3 4,248.75 4,330.75 4,502.50
S4 4,124.75 4,206.75 4,468.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,539.00 4,415.00 124.00 2.7% 65.25 1.4% 98% True False 1,278,112
10 4,539.00 4,129.50 409.50 9.0% 87.00 1.9% 99% True False 1,533,575
20 4,539.00 4,129.50 409.50 9.0% 102.25 2.3% 99% True False 896,530
40 4,578.50 4,094.25 484.25 10.7% 101.75 2.2% 91% False False 451,009
60 4,800.00 4,094.25 705.75 15.6% 98.50 2.2% 63% False False 301,280
80 4,800.00 4,094.25 705.75 15.6% 92.75 2.0% 63% False False 226,129
100 4,800.00 4,094.25 705.75 15.6% 83.25 1.8% 63% False False 180,919
120 4,800.00 4,094.25 705.75 15.6% 76.25 1.7% 63% False False 150,780
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.40
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 4,733.50
2.618 4,658.75
1.618 4,613.00
1.000 4,584.75
0.618 4,567.25
HIGH 4,539.00
0.618 4,521.50
0.500 4,516.00
0.382 4,510.75
LOW 4,493.25
0.618 4,465.00
1.000 4,447.50
1.618 4,419.25
2.618 4,373.50
4.250 4,298.75
Fisher Pivots for day following 25-Mar-2022
Pivot 1 day 3 day
R1 4,529.75 4,521.50
PP 4,523.00 4,506.75
S1 4,516.00 4,492.00

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

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