E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 04-Jan-2022

Day Change Summary
	Previous	Current
	03-Jan-2022	04-Jan-2022	Change	Change %	Previous Week
Open	4,771.00	4,785.25	14.25	0.3%	4,717.00
High	4,791.25	4,808.25	17.00	0.4%	4,799.75
Low	4,747.50	4,764.50	17.00	0.4%	4,713.25
Close	4,786.00	4,784.25	-1.75	0.0%	4,758.50
Range	43.75	43.75	0.00	0.0%	86.50
ATR	60.17	59.00	-1.17	-1.9%	0.00
Volume	1,322,362	1,392,809	70,447	5.3%	4,437,266

Daily Pivots for day following 04-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,917.00	4,894.25	4,808.25
R3	4,873.25	4,850.50	4,796.25
R2	4,829.50	4,829.50	4,792.25
R1	4,806.75	4,806.75	4,788.25	4,796.25
PP	4,785.75	4,785.75	4,785.75	4,780.50
S1	4,763.00	4,763.00	4,780.25	4,752.50
S2	4,742.00	4,742.00	4,776.25
S3	4,698.25	4,719.25	4,772.25
S4	4,654.50	4,675.50	4,760.25

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	4,808.25	4,747.50	60.75	1.3%	34.75	0.7%	60%	True	False	1,059,843
10	4,808.25	4,565.75	242.50	5.1%	46.50	1.0%	90%	True	False	1,072,902
20	4,808.25	4,520.25	288.00	6.0%	62.00	1.3%	92%	True	False	1,334,906
40	4,808.25	4,485.75	322.50	6.7%	63.00	1.3%	93%	True	False	676,385
60	4,808.25	4,311.00	497.25	10.4%	55.75	1.2%	95%	True	False	452,396
80	4,808.25	4,252.75	555.50	11.6%	59.00	1.2%	96%	True	False	339,846
100	4,808.25	4,252.75	555.50	11.6%	55.00	1.1%	96%	True	False	271,934
120	4,808.25	4,206.75	601.50	12.6%	52.00	1.1%	96%	True	False	226,622

Crabel Price Patterns
NR	False
NR4	False
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	11.18

Fibonacci Retracements and Extensions
4.250	4,994.25
2.618	4,922.75
1.618	4,879.00
1.000	4,852.00
0.618	4,835.25
HIGH	4,808.25
0.618	4,791.50
0.500	4,786.50
0.382	4,781.25
LOW	4,764.50
0.618	4,737.50
1.000	4,720.75
1.618	4,693.75
2.618	4,650.00
4.250	4,578.50

Fisher Pivots for day following 04-Jan-2022
Pivot	1 day	3 day
R1	4,786.50	4,782.00
PP	4,785.75	4,780.00
S1	4,785.00	4,778.00

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

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