E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 10-Dec-2021

Day Change Summary
	Previous	Current
	09-Dec-2021	10-Dec-2021	Change	Change %	Previous Week
Open	4,691.75	4,662.25	-29.50	-0.6%	4,536.00
High	4,699.25	4,705.25	6.00	0.1%	4,705.25
Low	4,655.25	4,657.00	1.75	0.0%	4,524.75
Close	4,659.75	4,703.50	43.75	0.9%	4,703.50
Range	44.00	48.25	4.25	9.7%	180.50
ATR	67.72	66.33	-1.39	-2.1%	0.00
Volume	597,488	1,667,872	1,070,384	179.1%	2,584,917

Daily Pivots for day following 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,833.25	4,816.75	4,730.00
R3	4,785.00	4,768.50	4,716.75
R2	4,736.75	4,736.75	4,712.25
R1	4,720.25	4,720.25	4,708.00	4,728.50
PP	4,688.50	4,688.50	4,688.50	4,692.75
S1	4,672.00	4,672.00	4,699.00	4,680.25
S2	4,640.25	4,640.25	4,694.75
S3	4,592.00	4,623.75	4,690.25
S4	4,543.75	4,575.50	4,677.00

Weekly Pivots for week ending 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	5,186.00	5,125.25	4,802.75
R3	5,005.50	4,944.75	4,753.25
R2	4,825.00	4,825.00	4,736.50
R1	4,764.25	4,764.25	4,720.00	4,794.50
PP	4,644.50	4,644.50	4,644.50	4,659.75
S1	4,583.75	4,583.75	4,687.00	4,614.00
S2	4,464.00	4,464.00	4,670.50
S3	4,283.50	4,403.25	4,653.75
S4	4,103.00	4,222.75	4,604.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,705.25	4,524.75	180.50	3.8%	64.50	1.4%	99%	True	False	516,983
10	4,705.25	4,485.75	219.50	4.7%	87.00	1.8%	99%	True	False	277,214
20	4,735.00	4,485.75	249.25	5.3%	68.75	1.5%	87%	False	False	142,460
40	4,735.00	4,419.50	315.50	6.7%	52.75	1.1%	90%	False	False	73,584
60	4,735.00	4,252.75	482.25	10.3%	59.00	1.3%	93%	False	False	49,828
80	4,735.00	4,252.75	482.25	10.3%	54.25	1.2%	93%	False	False	37,477
100	4,735.00	4,252.75	482.25	10.3%	50.00	1.1%	93%	False	False	30,003
120	4,735.00	4,206.75	528.25	11.2%	48.00	1.0%	94%	False	False	25,010

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.98
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,910.25
2.618	4,831.50
1.618	4,783.25
1.000	4,753.50
0.618	4,735.00
HIGH	4,705.25
0.618	4,686.75
0.500	4,681.00
0.382	4,675.50
LOW	4,657.00
0.618	4,627.25
1.000	4,608.75
1.618	4,579.00
2.618	4,530.75
4.250	4,452.00

Fisher Pivots for day following 10-Dec-2021
Pivot	1 day	3 day
R1	4,696.00	4,695.75
PP	4,688.50	4,688.00
S1	4,681.00	4,680.25

Download as Excel Spreadsheet

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

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