E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 24-Mar-2022
Day Change Summary
Previous Current
23-Mar-2022 24-Mar-2022 Change Change % Previous Week
Open 4,505.50 4,449.75 -55.75 -1.2% 4,196.75
High 4,515.75 4,520.25 4.50 0.1% 4,466.00
Low 4,447.50 4,448.25 0.75 0.0% 4,131.25
Close 4,449.75 4,515.00 65.25 1.5% 4,454.75
Range 68.25 72.00 3.75 5.5% 334.75
ATR 101.76 99.64 -2.13 -2.1% 0.00
Volume 2,210 2,905 695 31.4% 6,324
Daily Pivots for day following 24-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,710.50 4,684.75 4,554.50
R3 4,638.50 4,612.75 4,534.75
R2 4,566.50 4,566.50 4,528.25
R1 4,540.75 4,540.75 4,521.50 4,553.50
PP 4,494.50 4,494.50 4,494.50 4,501.00
S1 4,468.75 4,468.75 4,508.50 4,481.50
S2 4,422.50 4,422.50 4,501.75
S3 4,350.50 4,396.75 4,495.25
S4 4,278.50 4,324.75 4,475.50
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 4,520.25 4,365.75 154.50 3.4% 75.75 1.7% 97% True False 2,275
10 4,520.25 4,131.25 389.00 8.6% 94.75 2.1% 99% True False 1,511
20 4,520.25 4,128.00 392.25 8.7% 106.50 2.4% 99% True False 1,089
40 4,576.75 4,095.25 481.50 10.7% 102.50 2.3% 87% False False 647
60 4,792.00 4,095.25 696.75 15.4% 93.00 2.1% 60% False False 445
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,826.25
2.618 4,708.75
1.618 4,636.75
1.000 4,592.25
0.618 4,564.75
HIGH 4,520.25
0.618 4,492.75
0.500 4,484.25
0.382 4,475.75
LOW 4,448.25
0.618 4,403.75
1.000 4,376.25
1.618 4,331.75
2.618 4,259.75
4.250 4,142.25
Fisher Pivots for day following 24-Mar-2022
Pivot 1 day 3 day
R1 4,504.75 4,502.50
PP 4,494.50 4,490.25
S1 4,484.25 4,478.00

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

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