E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 20-Dec-2021
Day Change Summary
Previous Current
17-Dec-2021 20-Dec-2021 Change Change % Previous Week
Open 4,664.00 4,612.00 -52.00 -1.1% 4,704.50
High 4,668.00 4,621.50 -46.50 -1.0% 4,743.25
Low 4,590.00 4,520.25 -69.75 -1.5% 4,590.00
Close 4,610.00 4,558.50 -51.50 -1.1% 4,610.00
Range 78.00 101.25 23.25 29.8% 153.25
ATR 72.67 74.71 2.04 2.8% 0.00
Volume 2,472,118 2,097,624 -374,494 -15.1% 11,367,428
Daily Pivots for day following 20-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,870.50 4,815.75 4,614.25
R3 4,769.25 4,714.50 4,586.25
R2 4,668.00 4,668.00 4,577.00
R1 4,613.25 4,613.25 4,567.75 4,590.00
PP 4,566.75 4,566.75 4,566.75 4,555.00
S1 4,512.00 4,512.00 4,549.25 4,488.75
S2 4,465.50 4,465.50 4,540.00
S3 4,364.25 4,410.75 4,530.75
S4 4,263.00 4,309.50 4,502.75
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 4,520.25 223.00 4.9% 93.00 2.0% 17% False True 2,222,813
10 4,743.25 4,520.25 223.00 4.9% 77.50 1.7% 17% False True 1,596,911
20 4,743.25 4,485.75 257.50 5.6% 85.00 1.9% 28% False False 814,368
40 4,743.25 4,485.75 257.50 5.6% 60.50 1.3% 28% False False 409,731
60 4,743.25 4,252.75 490.50 10.8% 60.25 1.3% 62% False False 273,931
80 4,743.25 4,252.75 490.50 10.8% 57.75 1.3% 62% False False 205,774
100 4,743.25 4,252.75 490.50 10.8% 53.00 1.2% 62% False False 164,652
120 4,743.25 4,206.75 536.50 11.8% 51.50 1.1% 66% False False 137,218
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5,051.75
2.618 4,886.50
1.618 4,785.25
1.000 4,722.75
0.618 4,684.00
HIGH 4,621.50
0.618 4,582.75
0.500 4,571.00
0.382 4,559.00
LOW 4,520.25
0.618 4,457.75
1.000 4,419.00
1.618 4,356.50
2.618 4,255.25
4.250 4,090.00
Fisher Pivots for day following 20-Dec-2021
Pivot 1 day 3 day
R1 4,571.00 4,631.75
PP 4,566.75 4,607.25
S1 4,562.50 4,583.00

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

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