E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 05-Jan-2022

Day Change Summary
	Previous	Current
	04-Jan-2022	05-Jan-2022	Change	Change %	Previous Week
Open	4,785.25	4,783.50	-1.75	0.0%	4,717.00
High	4,808.25	4,788.25	-20.00	-0.4%	4,799.75
Low	4,764.50	4,689.50	-75.00	-1.6%	4,713.25
Close	4,784.25	4,692.50	-91.75	-1.9%	4,758.50
Range	43.75	98.75	55.00	125.7%	86.50
ATR	59.00	61.84	2.84	4.8%	0.00
Volume	1,392,809	1,856,376	463,567	33.3%	4,437,266

Daily Pivots for day following 05-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	5,019.75	4,954.75	4,746.75
R3	4,921.00	4,856.00	4,719.75
R2	4,822.25	4,822.25	4,710.50
R1	4,757.25	4,757.25	4,701.50	4,740.50
PP	4,723.50	4,723.50	4,723.50	4,715.00
S1	4,658.50	4,658.50	4,683.50	4,641.50
S2	4,624.75	4,624.75	4,674.50
S3	4,526.00	4,559.75	4,665.25
S4	4,427.25	4,461.00	4,638.25

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	4,689.50	118.75	2.5%	49.25	1.1%	3%	False	True	1,255,913
10	4,808.25	4,622.25	186.00	4.0%	48.75	1.0%	38%	False	False	1,109,152
20	4,808.25	4,520.25	288.00	6.1%	61.50	1.3%	60%	False	False	1,424,425
40	4,808.25	4,485.75	322.50	6.9%	64.75	1.4%	64%	False	False	722,732
60	4,808.25	4,311.00	497.25	10.6%	56.25	1.2%	77%	False	False	483,321
80	4,808.25	4,252.75	555.50	11.8%	59.75	1.3%	79%	False	False	363,040
100	4,808.25	4,252.75	555.50	11.8%	55.75	1.2%	79%	False	False	290,497
120	4,808.25	4,206.75	601.50	12.8%	52.50	1.1%	81%	False	False	242,092

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.45
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	5,208.00
2.618	5,046.75
1.618	4,948.00
1.000	4,887.00
0.618	4,849.25
HIGH	4,788.25
0.618	4,750.50
0.500	4,739.00
0.382	4,727.25
LOW	4,689.50
0.618	4,628.50
1.000	4,590.75
1.618	4,529.75
2.618	4,431.00
4.250	4,269.75

Fisher Pivots for day following 05-Jan-2022
Pivot	1 day	3 day
R1	4,739.00	4,749.00
PP	4,723.50	4,730.00
S1	4,708.00	4,711.25

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

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