E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 10-Jan-2022
Day Change Summary
Previous Current
07-Jan-2022 10-Jan-2022 Change Change % Previous Week
Open 4,695.00 4,671.25 -23.75 -0.5% 4,771.00
High 4,705.75 4,681.75 -24.00 -0.5% 4,808.25
Low 4,653.75 4,572.75 -81.00 -1.7% 4,653.75
Close 4,667.75 4,662.25 -5.50 -0.1% 4,667.75
Range 52.00 109.00 57.00 109.6% 154.50
ATR 60.60 64.05 3.46 5.7% 0.00
Volume 1,618,440 2,231,980 613,540 37.9% 8,052,905
Daily Pivots for day following 10-Jan-2022
Classic Woodie Camarilla DeMark
R4 4,966.00 4,923.00 4,722.25
R3 4,857.00 4,814.00 4,692.25
R2 4,748.00 4,748.00 4,682.25
R1 4,705.00 4,705.00 4,672.25 4,672.00
PP 4,639.00 4,639.00 4,639.00 4,622.50
S1 4,596.00 4,596.00 4,652.25 4,563.00
S2 4,530.00 4,530.00 4,642.25
S3 4,421.00 4,487.00 4,632.25
S4 4,312.00 4,378.00 4,602.25
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 5,173.50 5,075.00 4,752.75
R3 5,019.00 4,920.50 4,710.25
R2 4,864.50 4,864.50 4,696.00
R1 4,766.00 4,766.00 4,682.00 4,738.00
PP 4,710.00 4,710.00 4,710.00 4,696.00
S1 4,611.50 4,611.50 4,653.50 4,583.50
S2 4,555.50 4,555.50 4,639.50
S3 4,401.00 4,457.00 4,625.25
S4 4,246.50 4,302.50 4,582.75
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 4,572.75 235.50 5.1% 71.50 1.5% 38% False True 1,792,504
10 4,808.25 4,572.75 235.50 5.1% 51.50 1.1% 38% False True 1,382,345
20 4,808.25 4,520.25 288.00 6.2% 65.50 1.4% 49% False False 1,588,189
40 4,808.25 4,485.75 322.50 6.9% 67.25 1.4% 55% False False 865,324
60 4,808.25 4,419.50 388.75 8.3% 57.00 1.2% 62% False False 578,452
80 4,808.25 4,252.75 555.50 11.9% 60.50 1.3% 74% False False 434,418
100 4,808.25 4,252.75 555.50 11.9% 56.50 1.2% 74% False False 347,619
120 4,808.25 4,252.75 555.50 11.9% 52.50 1.1% 74% False False 289,701
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 13.15
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 5,145.00
2.618 4,967.00
1.618 4,858.00
1.000 4,790.75
0.618 4,749.00
HIGH 4,681.75
0.618 4,640.00
0.500 4,627.25
0.382 4,614.50
LOW 4,572.75
0.618 4,505.50
1.000 4,463.75
1.618 4,396.50
2.618 4,287.50
4.250 4,109.50
Fisher Pivots for day following 10-Jan-2022
Pivot 1 day 3 day
R1 4,650.50 4,656.25
PP 4,639.00 4,650.25
S1 4,627.25 4,644.25

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

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