E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 30-Dec-2021

Day Change Summary
	Previous	Current
	29-Dec-2021	30-Dec-2021	Change	Change %	Previous Week
Open	4,781.00	4,784.75	3.75	0.1%	4,612.00
High	4,796.00	4,799.75	3.75	0.1%	4,731.25
Low	4,770.00	4,767.25	-2.75	-0.1%	4,520.25
Close	4,784.50	4,772.25	-12.25	-0.3%	4,715.75
Range	26.00	32.50	6.50	25.0%	211.00
ATR	66.43	64.00	-2.42	-3.6%	0.00
Volume	876,030	753,935	-122,095	-13.9%	5,674,214

Daily Pivots for day following 30-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,877.25	4,857.25	4,790.00
R3	4,844.75	4,824.75	4,781.25
R2	4,812.25	4,812.25	4,778.25
R1	4,792.25	4,792.25	4,775.25	4,786.00
PP	4,779.75	4,779.75	4,779.75	4,776.50
S1	4,759.75	4,759.75	4,769.25	4,753.50
S2	4,747.25	4,747.25	4,766.25
S3	4,714.75	4,727.25	4,763.25
S4	4,682.25	4,694.75	4,754.50

Weekly Pivots for week ending 24-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	5,288.75	5,213.25	4,831.75
R3	5,077.75	5,002.25	4,773.75
R2	4,866.75	4,866.75	4,754.50
R1	4,791.25	4,791.25	4,735.00	4,829.00
PP	4,655.75	4,655.75	4,655.75	4,674.50
S1	4,580.25	4,580.25	4,696.50	4,618.00
S2	4,444.75	4,444.75	4,677.00
S3	4,233.75	4,369.25	4,657.75
S4	4,022.75	4,158.25	4,599.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,799.75	4,684.25	115.50	2.4%	40.75	0.9%	76%	True	False	892,241
10	4,799.75	4,520.25	279.50	5.9%	63.00	1.3%	90%	True	False	1,378,056
20	4,799.75	4,485.75	314.00	6.6%	70.25	1.5%	91%	True	False	1,161,209
40	4,799.75	4,485.75	314.00	6.6%	62.75	1.3%	91%	True	False	585,204
60	4,799.75	4,266.00	533.75	11.2%	56.75	1.2%	95%	True	False	391,337
80	4,799.75	4,252.75	547.00	11.5%	59.25	1.2%	95%	True	False	293,998
100	4,799.75	4,252.75	547.00	11.5%	54.50	1.1%	95%	True	False	235,246
120	4,799.75	4,206.75	593.00	12.4%	52.00	1.1%	95%	True	False	196,048

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.00
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,938.00
2.618	4,884.75
1.618	4,852.25
1.000	4,832.25
0.618	4,819.75
HIGH	4,799.75
0.618	4,787.25
0.500	4,783.50
0.382	4,779.75
LOW	4,767.25
0.618	4,747.25
1.000	4,734.75
1.618	4,714.75
2.618	4,682.25
4.250	4,629.00

Fisher Pivots for day following 30-Dec-2021
Pivot	1 day	3 day
R1	4,783.50	4,783.50
PP	4,779.75	4,779.75
S1	4,776.00	4,776.00

Download as Excel Spreadsheet

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

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