E-mini S&P 500 Future September 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 4,458.75 4,505.50 46.75 1.0% 4,196.75
High 4,516.50 4,515.75 -0.75 0.0% 4,466.00
Low 4,435.50 4,447.50 12.00 0.3% 4,131.25
Close 4,507.25 4,449.75 -57.50 -1.3% 4,454.75
Range 81.00 68.25 -12.75 -15.7% 334.75
ATR 104.34 101.76 -2.58 -2.5% 0.00
Volume 1,481 2,210 729 49.2% 6,324
Daily Pivots for day following 23-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,675.75 4,631.00 4,487.25
R3 4,607.50 4,562.75 4,468.50
R2 4,539.25 4,539.25 4,462.25
R1 4,494.50 4,494.50 4,456.00 4,482.75
PP 4,471.00 4,471.00 4,471.00 4,465.00
S1 4,426.25 4,426.25 4,443.50 4,414.50
S2 4,402.75 4,402.75 4,437.25
S3 4,334.50 4,358.00 4,431.00
S4 4,266.25 4,289.75 4,412.25
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 5,355.00 5,239.50 4,638.75
R3 5,020.25 4,904.75 4,546.75
R2 4,685.50 4,685.50 4,516.00
R1 4,570.00 4,570.00 4,485.50 4,627.75
PP 4,350.75 4,350.75 4,350.75 4,379.50
S1 4,235.25 4,235.25 4,424.00 4,293.00
S2 4,016.00 4,016.00 4,393.50
S3 3,681.25 3,900.50 4,362.75
S4 3,346.50 3,565.75 4,270.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,516.50 4,322.00 194.50 4.4% 78.25 1.8% 66% False False 1,879
10 4,516.50 4,131.25 385.25 8.7% 95.00 2.1% 83% False False 1,257
20 4,516.50 4,095.25 421.25 9.5% 112.00 2.5% 84% False False 972
40 4,576.75 4,095.25 481.50 10.8% 104.25 2.3% 74% False False 576
60 4,792.00 4,095.25 696.75 15.7% 92.25 2.1% 51% False False 397
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 25.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,805.75
2.618 4,694.50
1.618 4,626.25
1.000 4,584.00
0.618 4,558.00
HIGH 4,515.75
0.618 4,489.75
0.500 4,481.50
0.382 4,473.50
LOW 4,447.50
0.618 4,405.25
1.000 4,379.25
1.618 4,337.00
2.618 4,268.75
4.250 4,157.50
Fisher Pivots for day following 23-Mar-2022
Pivot 1 day 3 day
R1 4,481.50 4,466.75
PP 4,471.00 4,461.00
S1 4,460.50 4,455.50

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

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