E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	4,678.25	4,696.75	18.50	0.4%	4,696.25
High	4,696.75	4,711.50	14.75	0.3%	4,735.00
Low	4,650.50	4,572.00	-78.50	-1.7%	4,572.00
Close	4,693.25	4,589.50	-103.75	-2.2%	4,589.50
Range	46.25	139.50	93.25	201.6%	163.00
ATR	42.25	49.20	6.95	16.4%	0.00
Volume	10,580	20,041	9,461	89.4%	50,172

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	5,042.75	4,955.75	4,666.25
R3	4,903.25	4,816.25	4,627.75
R2	4,763.75	4,763.75	4,615.00
R1	4,676.75	4,676.75	4,602.25	4,650.50
PP	4,624.25	4,624.25	4,624.25	4,611.25
S1	4,537.25	4,537.25	4,576.75	4,511.00
S2	4,484.75	4,484.75	4,564.00
S3	4,345.25	4,397.75	4,551.25
S4	4,205.75	4,258.25	4,512.75

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	5,121.25	5,018.25	4,679.25
R3	4,958.25	4,855.25	4,634.25
R2	4,795.25	4,795.25	4,619.50
R1	4,692.25	4,692.25	4,604.50	4,662.25
PP	4,632.25	4,632.25	4,632.25	4,617.00
S1	4,529.25	4,529.25	4,574.50	4,499.25
S2	4,469.25	4,469.25	4,559.50
S3	4,306.25	4,366.25	4,544.75
S4	4,143.25	4,203.25	4,499.75

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	4,572.00	163.00	3.6%	67.25	1.5%	11%	False	True	11,705
10	4,735.00	4,572.00	163.00	3.6%	50.50	1.1%	11%	False	True	7,706
20	4,735.00	4,553.75	181.25	3.9%	43.50	0.9%	20%	False	False	6,681
40	4,735.00	4,252.75	482.25	10.5%	48.50	1.1%	70%	False	False	4,703
60	4,735.00	4,252.75	482.25	10.5%	51.50	1.1%	70%	False	False	3,735
80	4,735.00	4,252.75	482.25	10.5%	47.00	1.0%	70%	False	False	2,846
100	4,735.00	4,206.75	528.25	11.5%	46.50	1.0%	72%	False	False	2,289

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	13.40
Widest range in 117 trading days

Fibonacci Retracements and Extensions
4.250	5,304.50
2.618	5,076.75
1.618	4,937.25
1.000	4,851.00
0.618	4,797.75
HIGH	4,711.50
0.618	4,658.25
0.500	4,641.75
0.382	4,625.25
LOW	4,572.00
0.618	4,485.75
1.000	4,432.50
1.618	4,346.25
2.618	4,206.75
4.250	3,979.00

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	4,641.75	4,641.75
PP	4,624.25	4,624.25
S1	4,607.00	4,607.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols