E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 04-Mar-2022
Day Change Summary
Previous Current
03-Mar-2022 04-Mar-2022 Change Change % Previous Week
Open 4,364.50 4,353.00 -11.50 -0.3% 4,320.00
High 4,408.75 4,364.00 -44.75 -1.0% 4,408.75
Low 4,333.75 4,274.00 -59.75 -1.4% 4,251.75
Close 4,351.50 4,319.25 -32.25 -0.7% 4,319.25
Range 75.00 90.00 15.00 20.0% 157.00
ATR 106.41 105.24 -1.17 -1.1% 0.00
Volume 294 515 221 75.2% 2,087
Daily Pivots for day following 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,589.00 4,544.25 4,368.75
R3 4,499.00 4,454.25 4,344.00
R2 4,409.00 4,409.00 4,335.75
R1 4,364.25 4,364.25 4,327.50 4,341.50
PP 4,319.00 4,319.00 4,319.00 4,307.75
S1 4,274.25 4,274.25 4,311.00 4,251.50
S2 4,229.00 4,229.00 4,302.75
S3 4,139.00 4,184.25 4,294.50
S4 4,049.00 4,094.25 4,269.75
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,797.50 4,715.50 4,405.50
R3 4,640.50 4,558.50 4,362.50
R2 4,483.50 4,483.50 4,348.00
R1 4,401.50 4,401.50 4,333.75 4,364.00
PP 4,326.50 4,326.50 4,326.50 4,308.00
S1 4,244.50 4,244.50 4,304.75 4,207.00
S2 4,169.50 4,169.50 4,290.50
S3 4,012.50 4,087.50 4,276.00
S4 3,855.50 3,930.50 4,233.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,408.75 4,251.75 157.00 3.6% 106.25 2.5% 43% False False 417
10 4,408.75 4,095.25 313.50 7.3% 123.25 2.9% 71% False False 373
20 4,576.50 4,095.25 481.25 11.1% 101.75 2.4% 47% False False 286
40 4,726.00 4,095.25 630.75 14.6% 100.50 2.3% 36% False False 180
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 39.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,746.50
2.618 4,599.50
1.618 4,509.50
1.000 4,454.00
0.618 4,419.50
HIGH 4,364.00
0.618 4,329.50
0.500 4,319.00
0.382 4,308.50
LOW 4,274.00
0.618 4,218.50
1.000 4,184.00
1.618 4,128.50
2.618 4,038.50
4.250 3,891.50
Fisher Pivots for day following 04-Mar-2022
Pivot 1 day 3 day
R1 4,319.25 4,338.50
PP 4,319.00 4,332.25
S1 4,319.00 4,325.75

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

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