E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 06-Aug-2021

Day Change Summary
	Previous	Current
	05-Aug-2021	06-Aug-2021	Change	Change %	Previous Week
Open	4,381.00	4,405.00	24.00	0.5%	4,380.00
High	4,404.50	4,415.00	10.50	0.2%	4,415.00
Low	4,377.00	4,399.25	22.25	0.5%	4,348.25
Close	4,404.25	4,412.00	7.75	0.2%	4,412.00
Range	27.50	15.75	-11.75	-42.7%	66.75
ATR	40.44	38.68	-1.76	-4.4%	0.00
Volume	18	13	-5	-27.8%	329

Daily Pivots for day following 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,456.00	4,449.75	4,420.75
R3	4,440.25	4,434.00	4,416.25
R2	4,424.50	4,424.50	4,415.00
R1	4,418.25	4,418.25	4,413.50	4,421.50
PP	4,408.75	4,408.75	4,408.75	4,410.25
S1	4,402.50	4,402.50	4,410.50	4,405.50
S2	4,393.00	4,393.00	4,409.00
S3	4,377.25	4,386.75	4,407.75
S4	4,361.50	4,371.00	4,403.25

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,592.00	4,568.75	4,448.75
R3	4,525.25	4,502.00	4,430.25
R2	4,458.50	4,458.50	4,424.25
R1	4,435.25	4,435.25	4,418.00	4,447.00
PP	4,391.75	4,391.75	4,391.75	4,397.50
S1	4,368.50	4,368.50	4,406.00	4,380.00
S2	4,325.00	4,325.00	4,399.75
S3	4,258.25	4,301.75	4,393.75
S4	4,191.50	4,235.00	4,375.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,415.00	4,348.25	66.75	1.5%	31.75	0.7%	96%	True	False	65
10	4,415.00	4,347.25	67.75	1.5%	35.00	0.8%	96%	True	False	46
20	4,415.00	4,206.75	208.25	4.7%	40.50	0.9%	99%	True	False	60

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.75
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	4,482.00
2.618	4,456.25
1.618	4,440.50
1.000	4,430.75
0.618	4,424.75
HIGH	4,415.00
0.618	4,409.00
0.500	4,407.00
0.382	4,405.25
LOW	4,399.25
0.618	4,389.50
1.000	4,383.50
1.618	4,373.75
2.618	4,358.00
4.250	4,332.25

Fisher Pivots for day following 06-Aug-2021
Pivot	1 day	3 day
R1	4,410.50	4,406.25
PP	4,408.75	4,400.50
S1	4,407.00	4,394.75

Download as Excel Spreadsheet

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

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