E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 4,698.75 4,696.25 -2.50 -0.1% 4,680.00
High 4,716.75 4,735.00 18.25 0.4% 4,716.75
Low 4,678.25 4,668.50 -9.75 -0.2% 4,661.00
Close 4,688.50 4,673.75 -14.75 -0.3% 4,688.50
Range 38.50 66.50 28.00 72.7% 55.75
ATR 39.74 41.65 1.91 4.8% 0.00
Volume 8,354 9,508 1,154 13.8% 23,897
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,892.00 4,849.25 4,710.25
R3 4,825.50 4,782.75 4,692.00
R2 4,759.00 4,759.00 4,686.00
R1 4,716.25 4,716.25 4,679.75 4,704.50
PP 4,692.50 4,692.50 4,692.50 4,686.50
S1 4,649.75 4,649.75 4,667.75 4,638.00
S2 4,626.00 4,626.00 4,661.50
S3 4,559.50 4,583.25 4,655.50
S4 4,493.00 4,516.75 4,637.25
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,856.00 4,828.00 4,719.25
R3 4,800.25 4,772.25 4,703.75
R2 4,744.50 4,744.50 4,698.75
R1 4,716.50 4,716.50 4,693.50 4,730.50
PP 4,688.75 4,688.75 4,688.75 4,695.75
S1 4,660.75 4,660.75 4,683.50 4,674.75
S2 4,633.00 4,633.00 4,678.25
S3 4,577.25 4,605.00 4,673.25
S4 4,521.50 4,549.25 4,657.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,735.00 4,662.00 73.00 1.6% 40.50 0.9% 16% True False 5,925
10 4,735.00 4,619.00 116.00 2.5% 39.00 0.8% 47% True False 4,603
20 4,735.00 4,537.50 197.50 4.2% 37.25 0.8% 69% True False 5,485
40 4,735.00 4,252.75 482.25 10.3% 48.50 1.0% 87% True False 3,901
60 4,735.00 4,252.75 482.25 10.3% 49.00 1.0% 87% True False 3,067
80 4,735.00 4,252.75 482.25 10.3% 45.50 1.0% 87% True False 2,341
100 4,735.00 4,206.75 528.25 11.3% 45.25 1.0% 88% True False 1,883
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.35
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 5,017.50
2.618 4,909.00
1.618 4,842.50
1.000 4,801.50
0.618 4,776.00
HIGH 4,735.00
0.618 4,709.50
0.500 4,701.75
0.382 4,694.00
LOW 4,668.50
0.618 4,627.50
1.000 4,602.00
1.618 4,561.00
2.618 4,494.50
4.250 4,386.00
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 4,701.75 4,698.50
PP 4,692.50 4,690.25
S1 4,683.00 4,682.00

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

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