E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 28-Oct-2021

Day Change Summary
	Previous	Current
	27-Oct-2021	28-Oct-2021	Change	Change %	Previous Week
Open	4,561.00	4,543.25	-17.75	-0.4%	4,460.00
High	4,570.00	4,583.75	13.75	0.3%	4,544.25
Low	4,537.50	4,539.00	1.50	0.0%	4,429.50
Close	4,538.00	4,581.25	43.25	1.0%	4,529.75
Range	32.50	44.75	12.25	37.7%	114.75
ATR	49.60	49.33	-0.28	-0.6%	0.00
Volume	6,808	5,948	-860	-12.6%	17,101

Daily Pivots for day following 28-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,702.25	4,686.50	4,605.75
R3	4,657.50	4,641.75	4,593.50
R2	4,612.75	4,612.75	4,589.50
R1	4,597.00	4,597.00	4,585.25	4,605.00
PP	4,568.00	4,568.00	4,568.00	4,572.00
S1	4,552.25	4,552.25	4,577.25	4,560.00
S2	4,523.25	4,523.25	4,573.00
S3	4,478.50	4,507.50	4,569.00
S4	4,433.75	4,462.75	4,556.75

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,845.50	4,802.25	4,592.75
R3	4,730.75	4,687.50	4,561.25
R2	4,616.00	4,616.00	4,550.75
R1	4,572.75	4,572.75	4,540.25	4,594.50
PP	4,501.25	4,501.25	4,501.25	4,512.00
S1	4,458.00	4,458.00	4,519.25	4,479.50
S2	4,386.50	4,386.50	4,508.75
S3	4,271.75	4,343.25	4,498.25
S4	4,157.00	4,228.50	4,466.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,583.75	4,509.00	74.75	1.6%	36.75	0.8%	97%	True	False	4,860
10	4,583.75	4,419.50	164.25	3.6%	37.25	0.8%	98%	True	False	3,760
20	4,583.75	4,252.75	331.00	7.2%	53.50	1.2%	99%	True	False	2,724
40	4,583.75	4,252.75	331.00	7.2%	55.50	1.2%	99%	True	False	2,262
60	4,583.75	4,252.75	331.00	7.2%	48.00	1.0%	99%	True	False	1,567
80	4,583.75	4,206.75	377.00	8.2%	47.25	1.0%	99%	True	False	1,191

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.20
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,774.00
2.618	4,701.00
1.618	4,656.25
1.000	4,628.50
0.618	4,611.50
HIGH	4,583.75
0.618	4,566.75
0.500	4,561.50
0.382	4,556.00
LOW	4,539.00
0.618	4,511.25
1.000	4,494.25
1.618	4,466.50
2.618	4,421.75
4.250	4,348.75

Fisher Pivots for day following 28-Oct-2021
Pivot	1 day	3 day
R1	4,574.50	4,574.50
PP	4,568.00	4,567.50
S1	4,561.50	4,560.50

Download as Excel Spreadsheet

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

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