E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 28-Mar-2022
Day Change Summary
Previous Current
25-Mar-2022 28-Mar-2022 Change Change % Previous Week
Open 4,516.25 4,535.25 19.00 0.4% 4,460.00
High 4,539.00 4,572.25 33.25 0.7% 4,539.00
Low 4,493.25 4,509.75 16.50 0.4% 4,415.00
Close 4,536.50 4,568.00 31.50 0.7% 4,536.50
Range 45.75 62.50 16.75 36.6% 124.00
ATR 97.19 94.71 -2.48 -2.5% 0.00
Volume 1,251,078 1,182,527 -68,551 -5.5% 6,390,564
Daily Pivots for day following 28-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,737.50 4,715.25 4,602.50
R3 4,675.00 4,652.75 4,585.25
R2 4,612.50 4,612.50 4,579.50
R1 4,590.25 4,590.25 4,573.75 4,601.50
PP 4,550.00 4,550.00 4,550.00 4,555.50
S1 4,527.75 4,527.75 4,562.25 4,539.00
S2 4,487.50 4,487.50 4,556.50
S3 4,425.00 4,465.25 4,550.75
S4 4,362.50 4,402.75 4,533.50
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 4,572.25 4,433.00 139.25 3.0% 66.25 1.4% 97% True False 1,239,600
10 4,572.25 4,129.50 442.75 9.7% 84.00 1.8% 99% True False 1,445,601
20 4,572.25 4,129.50 442.75 9.7% 99.00 2.2% 99% True False 954,918
40 4,578.50 4,094.25 484.25 10.6% 99.25 2.2% 98% False False 480,512
60 4,800.00 4,094.25 705.75 15.4% 99.00 2.2% 67% False False 320,978
80 4,800.00 4,094.25 705.75 15.4% 91.50 2.0% 67% False False 240,909
100 4,800.00 4,094.25 705.75 15.4% 83.50 1.8% 67% False False 192,744
120 4,800.00 4,094.25 705.75 15.4% 76.00 1.7% 67% False False 160,634
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,838.00
2.618 4,736.00
1.618 4,673.50
1.000 4,634.75
0.618 4,611.00
HIGH 4,572.25
0.618 4,548.50
0.500 4,541.00
0.382 4,533.50
LOW 4,509.75
0.618 4,471.00
1.000 4,447.25
1.618 4,408.50
2.618 4,346.00
4.250 4,244.00
Fisher Pivots for day following 28-Mar-2022
Pivot 1 day 3 day
R1 4,559.00 4,548.25
PP 4,550.00 4,528.75
S1 4,541.00 4,509.00

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

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