E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 24-Sep-2021
Day Change Summary
Previous Current
23-Sep-2021 24-Sep-2021 Change Change % Previous Week
Open 4,380.00 4,432.00 52.00 1.2% 4,405.50
High 4,447.00 4,445.00 -2.00 0.0% 4,447.00
Low 4,378.50 4,403.75 25.25 0.6% 4,286.50
Close 4,430.50 4,438.25 7.75 0.2% 4,438.25
Range 68.50 41.25 -27.25 -39.8% 160.50
ATR 53.28 52.42 -0.86 -1.6% 0.00
Volume 4,062 2,335 -1,727 -42.5% 16,015
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,552.75 4,536.75 4,461.00
R3 4,511.50 4,495.50 4,449.50
R2 4,470.25 4,470.25 4,445.75
R1 4,454.25 4,454.25 4,442.00 4,462.25
PP 4,429.00 4,429.00 4,429.00 4,433.00
S1 4,413.00 4,413.00 4,434.50 4,421.00
S2 4,387.75 4,387.75 4,430.75
S3 4,346.50 4,371.75 4,427.00
S4 4,305.25 4,330.50 4,415.50
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,872.00 4,815.75 4,526.50
R3 4,711.50 4,655.25 4,482.50
R2 4,551.00 4,551.00 4,467.75
R1 4,494.75 4,494.75 4,453.00 4,523.00
PP 4,390.50 4,390.50 4,390.50 4,404.75
S1 4,334.25 4,334.25 4,423.50 4,362.50
S2 4,230.00 4,230.00 4,408.75
S3 4,069.50 4,173.75 4,394.00
S4 3,909.00 4,013.25 4,350.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,447.00 4,286.50 160.50 3.6% 76.75 1.7% 95% False False 3,203
10 4,475.50 4,286.50 189.00 4.3% 64.50 1.5% 80% False False 2,280
20 4,531.00 4,286.50 244.50 5.5% 50.00 1.1% 62% False False 1,305
40 4,531.00 4,286.50 244.50 5.5% 42.00 0.9% 62% False False 733
60 4,531.00 4,206.75 324.25 7.3% 42.75 1.0% 71% False False 505
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.40
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,620.25
2.618 4,553.00
1.618 4,511.75
1.000 4,486.25
0.618 4,470.50
HIGH 4,445.00
0.618 4,429.25
0.500 4,424.50
0.382 4,419.50
LOW 4,403.75
0.618 4,378.25
1.000 4,362.50
1.618 4,337.00
2.618 4,295.75
4.250 4,228.50
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 4,433.50 4,419.00
PP 4,429.00 4,399.75
S1 4,424.50 4,380.50

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

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