E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 17-Dec-2021

Day Change Summary
	Previous	Current
	16-Dec-2021	17-Dec-2021	Change	Change %	Previous Week
Open	4,702.75	4,664.00	-38.75	-0.8%	4,704.50
High	4,743.25	4,668.00	-75.25	-1.6%	4,743.25
Low	4,642.00	4,590.00	-52.00	-1.1%	4,590.00
Close	4,659.25	4,610.00	-49.25	-1.1%	4,610.00
Range	101.25	78.00	-23.25	-23.0%	153.25
ATR	72.26	72.67	0.41	0.6%	0.00
Volume	2,151,049	2,472,118	321,069	14.9%	11,367,428

Daily Pivots for day following 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,856.75	4,811.25	4,653.00
R3	4,778.75	4,733.25	4,631.50
R2	4,700.75	4,700.75	4,624.25
R1	4,655.25	4,655.25	4,617.25	4,639.00
PP	4,622.75	4,622.75	4,622.75	4,614.50
S1	4,577.25	4,577.25	4,602.75	4,561.00
S2	4,544.75	4,544.75	4,595.75
S3	4,466.75	4,499.25	4,588.50
S4	4,388.75	4,421.25	4,567.00

Weekly Pivots for week ending 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	5,107.50	5,012.00	4,694.25
R3	4,954.25	4,858.75	4,652.25
R2	4,801.00	4,801.00	4,638.00
R1	4,705.50	4,705.50	4,624.00	4,676.50
PP	4,647.75	4,647.75	4,647.75	4,633.25
S1	4,552.25	4,552.25	4,596.00	4,523.50
S2	4,494.50	4,494.50	4,582.00
S3	4,341.25	4,399.00	4,567.75
S4	4,188.00	4,245.75	4,525.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,743.25	4,590.00	153.25	3.3%	86.25	1.9%	13%	False	True	2,273,485
10	4,743.25	4,524.75	218.50	4.7%	75.25	1.6%	39%	False	False	1,395,234
20	4,743.25	4,485.75	257.50	5.6%	81.75	1.8%	48%	False	False	709,904
40	4,743.25	4,485.75	257.50	5.6%	58.75	1.3%	48%	False	False	357,437
60	4,743.25	4,252.75	490.50	10.6%	59.25	1.3%	73%	False	False	239,009
80	4,743.25	4,252.75	490.50	10.6%	56.75	1.2%	73%	False	False	179,559
100	4,743.25	4,252.75	490.50	10.6%	52.50	1.1%	73%	False	False	143,676
120	4,743.25	4,206.75	536.50	11.6%	51.00	1.1%	75%	False	False	119,738

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	15.15
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,999.50
2.618	4,872.25
1.618	4,794.25
1.000	4,746.00
0.618	4,716.25
HIGH	4,668.00
0.618	4,638.25
0.500	4,629.00
0.382	4,619.75
LOW	4,590.00
0.618	4,541.75
1.000	4,512.00
1.618	4,463.75
2.618	4,385.75
4.250	4,258.50

Fisher Pivots for day following 17-Dec-2021
Pivot	1 day	3 day
R1	4,629.00	4,666.50
PP	4,622.75	4,647.75
S1	4,616.25	4,629.00

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

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