E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 03-Jan-2022

Day Change Summary
	Previous	Current
	31-Dec-2021	03-Jan-2022	Change	Change %	Previous Week
Open	4,773.75	4,771.00	-2.75	-0.1%	4,717.00
High	4,778.50	4,791.25	12.75	0.3%	4,799.75
Low	4,750.50	4,747.50	-3.00	-0.1%	4,713.25
Close	4,758.50	4,786.00	27.50	0.6%	4,758.50
Range	28.00	43.75	15.75	56.3%	86.50
ATR	61.43	60.17	-1.26	-2.1%	0.00
Volume	954,083	1,322,362	368,279	38.6%	4,437,266

Daily Pivots for day following 03-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,906.25	4,889.75	4,810.00
R3	4,862.50	4,846.00	4,798.00
R2	4,818.75	4,818.75	4,794.00
R1	4,802.25	4,802.25	4,790.00	4,810.50
PP	4,775.00	4,775.00	4,775.00	4,779.00
S1	4,758.50	4,758.50	4,782.00	4,766.75
S2	4,731.25	4,731.25	4,778.00
S3	4,687.50	4,714.75	4,774.00
S4	4,643.75	4,671.00	4,762.00

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	5,016.75	4,974.00	4,806.00
R3	4,930.25	4,887.50	4,782.25
R2	4,843.75	4,843.75	4,774.25
R1	4,801.00	4,801.00	4,766.50	4,822.50
PP	4,757.25	4,757.25	4,757.25	4,767.75
S1	4,714.50	4,714.50	4,750.50	4,736.00
S2	4,670.75	4,670.75	4,742.75
S3	4,584.25	4,628.00	4,734.75
S4	4,497.75	4,541.50	4,711.00

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	4,747.50	52.25	1.1%	31.50	0.7%	74%	False	True	972,186
10	4,799.75	4,520.25	279.50	5.8%	52.25	1.1%	95%	False	False	1,143,384
20	4,799.75	4,520.25	279.50	5.8%	63.75	1.3%	95%	False	False	1,269,309
40	4,799.75	4,485.75	314.00	6.6%	63.00	1.3%	96%	False	False	641,696
60	4,799.75	4,311.00	488.75	10.2%	55.50	1.2%	97%	False	False	429,200
80	4,799.75	4,252.75	547.00	11.4%	59.25	1.2%	97%	False	False	322,448
100	4,799.75	4,252.75	547.00	11.4%	54.75	1.1%	97%	False	False	258,009
120	4,799.75	4,206.75	593.00	12.4%	52.00	1.1%	98%	False	False	215,017

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.05
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,977.25
2.618	4,905.75
1.618	4,862.00
1.000	4,835.00
0.618	4,818.25
HIGH	4,791.25
0.618	4,774.50
0.500	4,769.50
0.382	4,764.25
LOW	4,747.50
0.618	4,720.50
1.000	4,703.75
1.618	4,676.75
2.618	4,633.00
4.250	4,561.50

Fisher Pivots for day following 03-Jan-2022
Pivot	1 day	3 day
R1	4,780.50	4,782.00
PP	4,775.00	4,777.75
S1	4,769.50	4,773.50

Download as Excel Spreadsheet

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

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