E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 29-Mar-2022
Day Change Summary
Previous Current
28-Mar-2022 29-Mar-2022 Change Change % Previous Week
Open 4,535.25 4,570.25 35.00 0.8% 4,460.00
High 4,572.25 4,631.00 58.75 1.3% 4,539.00
Low 4,509.75 4,565.25 55.50 1.2% 4,415.00
Close 4,568.00 4,625.50 57.50 1.3% 4,536.50
Range 62.50 65.75 3.25 5.2% 124.00
ATR 94.71 92.65 -2.07 -2.2% 0.00
Volume 1,182,527 1,353,683 171,156 14.5% 6,390,564
Daily Pivots for day following 29-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,804.50 4,780.75 4,661.75
R3 4,738.75 4,715.00 4,643.50
R2 4,673.00 4,673.00 4,637.50
R1 4,649.25 4,649.25 4,631.50 4,661.00
PP 4,607.25 4,607.25 4,607.25 4,613.25
S1 4,583.50 4,583.50 4,619.50 4,595.50
S2 4,541.50 4,541.50 4,613.50
S3 4,475.75 4,517.75 4,607.50
S4 4,410.00 4,452.00 4,589.25
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 4,631.00 4,444.75 186.25 4.0% 63.00 1.4% 97% True False 1,269,164
10 4,631.00 4,239.00 392.00 8.5% 77.00 1.7% 99% True False 1,375,536
20 4,631.00 4,129.50 501.50 10.8% 96.00 2.1% 99% True False 1,021,071
40 4,631.00 4,094.25 536.75 11.6% 98.25 2.1% 99% True False 514,313
60 4,800.00 4,094.25 705.75 15.3% 99.75 2.2% 75% False False 343,528
80 4,800.00 4,094.25 705.75 15.3% 91.25 2.0% 75% False False 257,827
100 4,800.00 4,094.25 705.75 15.3% 84.00 1.8% 75% False False 206,281
120 4,800.00 4,094.25 705.75 15.3% 76.00 1.6% 75% False False 171,914
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 17.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,910.50
2.618 4,803.25
1.618 4,737.50
1.000 4,696.75
0.618 4,671.75
HIGH 4,631.00
0.618 4,606.00
0.500 4,598.00
0.382 4,590.25
LOW 4,565.25
0.618 4,524.50
1.000 4,499.50
1.618 4,458.75
2.618 4,393.00
4.250 4,285.75
Fisher Pivots for day following 29-Mar-2022
Pivot 1 day 3 day
R1 4,616.50 4,604.50
PP 4,607.25 4,583.25
S1 4,598.00 4,562.00

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

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