E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 06-Jan-2022

Day Change Summary
	Previous	Current
	05-Jan-2022	06-Jan-2022	Change	Change %	Previous Week
Open	4,783.50	4,692.00	-91.50	-1.9%	4,717.00
High	4,788.25	4,715.75	-72.50	-1.5%	4,799.75
Low	4,689.50	4,662.00	-27.50	-0.6%	4,713.25
Close	4,692.50	4,687.50	-5.00	-0.1%	4,758.50
Range	98.75	53.75	-45.00	-45.6%	86.50
ATR	61.84	61.26	-0.58	-0.9%	0.00
Volume	1,856,376	1,862,918	6,542	0.4%	4,437,266

Daily Pivots for day following 06-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,849.75	4,822.25	4,717.00
R3	4,796.00	4,768.50	4,702.25
R2	4,742.25	4,742.25	4,697.25
R1	4,714.75	4,714.75	4,692.50	4,701.50
PP	4,688.50	4,688.50	4,688.50	4,681.75
S1	4,661.00	4,661.00	4,682.50	4,648.00
S2	4,634.75	4,634.75	4,677.75
S3	4,581.00	4,607.25	4,672.75
S4	4,527.25	4,553.50	4,658.00

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	4,808.25	4,662.00	146.25	3.1%	53.50	1.1%	17%	False	True	1,477,709
10	4,808.25	4,662.00	146.25	3.1%	47.25	1.0%	17%	False	True	1,184,975
20	4,808.25	4,520.25	288.00	6.1%	62.00	1.3%	58%	False	False	1,508,936
40	4,808.25	4,485.75	322.50	6.9%	65.00	1.4%	63%	False	False	769,223
60	4,808.25	4,313.00	495.25	10.6%	56.50	1.2%	76%	False	False	514,347
80	4,808.25	4,252.75	555.50	11.9%	59.75	1.3%	78%	False	False	386,314
100	4,808.25	4,252.75	555.50	11.9%	56.00	1.2%	78%	False	False	309,120
120	4,808.25	4,236.25	572.00	12.2%	52.25	1.1%	79%	False	False	257,615

Crabel Price Patterns
NR	True
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	11.88
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,944.25
2.618	4,856.50
1.618	4,802.75
1.000	4,769.50
0.618	4,749.00
HIGH	4,715.75
0.618	4,695.25
0.500	4,689.00
0.382	4,682.50
LOW	4,662.00
0.618	4,628.75
1.000	4,608.25
1.618	4,575.00
2.618	4,521.25
4.250	4,433.50

Fisher Pivots for day following 06-Jan-2022
Pivot	1 day	3 day
R1	4,689.00	4,735.00
PP	4,688.50	4,719.25
S1	4,688.00	4,703.50

Download as Excel Spreadsheet

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

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