E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 21-Oct-2021

Day Change Summary
	Previous	Current
	20-Oct-2021	21-Oct-2021	Change	Change %	Previous Week
Open	4,506.00	4,513.00	7.00	0.2%	4,374.00
High	4,524.75	4,535.75	11.00	0.2%	4,459.50
Low	4,497.00	4,503.75	6.75	0.2%	4,311.00
Close	4,521.00	4,534.75	13.75	0.3%	4,455.00
Range	27.75	32.00	4.25	15.3%	148.50
ATR	56.26	54.53	-1.73	-3.1%	0.00
Volume	1,986	5,360	3,374	169.9%	8,406

Daily Pivots for day following 21-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,620.75	4,609.75	4,552.25
R3	4,588.75	4,577.75	4,543.50
R2	4,556.75	4,556.75	4,540.50
R1	4,545.75	4,545.75	4,537.75	4,551.25
PP	4,524.75	4,524.75	4,524.75	4,527.50
S1	4,513.75	4,513.75	4,531.75	4,519.25
S2	4,492.75	4,492.75	4,529.00
S3	4,460.75	4,481.75	4,526.00
S4	4,428.75	4,449.75	4,517.25

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,854.00	4,803.00	4,536.75
R3	4,705.50	4,654.50	4,495.75
R2	4,557.00	4,557.00	4,482.25
R1	4,506.00	4,506.00	4,468.50	4,531.50
PP	4,408.50	4,408.50	4,408.50	4,421.25
S1	4,357.50	4,357.50	4,441.50	4,383.00
S2	4,260.00	4,260.00	4,427.75
S3	4,111.50	4,209.00	4,414.25
S4	3,963.00	4,060.50	4,373.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,535.75	4,419.50	116.25	2.6%	37.75	0.8%	99%	True	False	2,660
10	4,535.75	4,311.00	224.75	5.0%	45.00	1.0%	100%	True	False	2,070
20	4,535.75	4,252.75	283.00	6.2%	60.25	1.3%	100%	True	False	2,154
40	4,535.75	4,252.75	283.00	6.2%	54.75	1.2%	100%	True	False	1,680
60	4,535.75	4,252.75	283.00	6.2%	48.00	1.1%	100%	True	False	1,168
80	4,535.75	4,206.75	329.00	7.3%	47.00	1.0%	100%	True	False	888

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,671.75
2.618	4,619.50
1.618	4,587.50
1.000	4,567.75
0.618	4,555.50
HIGH	4,535.75
0.618	4,523.50
0.500	4,519.75
0.382	4,516.00
LOW	4,503.75
0.618	4,484.00
1.000	4,471.75
1.618	4,452.00
2.618	4,420.00
4.250	4,367.75

Fisher Pivots for day following 21-Oct-2021
Pivot	1 day	3 day
R1	4,529.75	4,523.25
PP	4,524.75	4,511.75
S1	4,519.75	4,500.25

Download as Excel Spreadsheet

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

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