E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 18-Jan-2022

Day Change Summary
	Previous	Current
	14-Jan-2022	18-Jan-2022	Change	Change %	Previous Week
Open	4,655.00	4,666.00	11.00	0.2%	4,671.25
High	4,667.00	4,671.75	4.75	0.1%	4,739.50
Low	4,606.00	4,560.00	-46.00	-1.0%	4,572.75
Close	4,654.75	4,571.25	-83.50	-1.8%	4,654.75
Range	61.00	111.75	50.75	83.2%	166.75
ATR	65.53	68.83	3.30	5.0%	0.00
Volume	2,010,610	2,268,240	257,630	12.8%	9,379,422

Daily Pivots for day following 18-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,936.25	4,865.50	4,632.75
R3	4,824.50	4,753.75	4,602.00
R2	4,712.75	4,712.75	4,591.75
R1	4,642.00	4,642.00	4,581.50	4,621.50
PP	4,601.00	4,601.00	4,601.00	4,590.75
S1	4,530.25	4,530.25	4,561.00	4,509.75
S2	4,489.25	4,489.25	4,550.75
S3	4,377.50	4,418.50	4,540.50
S4	4,265.75	4,306.75	4,509.75

Weekly Pivots for week ending 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	5,156.00	5,072.00	4,746.50
R3	4,989.25	4,905.25	4,700.50
R2	4,822.50	4,822.50	4,685.25
R1	4,738.50	4,738.50	4,670.00	4,697.00
PP	4,655.75	4,655.75	4,655.75	4,635.00
S1	4,571.75	4,571.75	4,639.50	4,530.50
S2	4,489.00	4,489.00	4,624.25
S3	4,322.25	4,405.00	4,609.00
S4	4,155.50	4,238.25	4,563.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,739.50	4,560.00	179.50	3.9%	78.25	1.7%	6%	False	True	1,883,136
10	4,808.25	4,560.00	248.25	5.4%	74.75	1.6%	5%	False	True	1,837,820
20	4,808.25	4,520.25	288.00	6.3%	63.50	1.4%	18%	False	False	1,490,602
40	4,808.25	4,485.75	322.50	7.1%	72.75	1.6%	27%	False	False	1,100,253
60	4,808.25	4,485.75	322.50	7.1%	60.50	1.3%	27%	False	False	735,159
80	4,808.25	4,252.75	555.50	12.2%	60.50	1.3%	57%	False	False	551,907
100	4,808.25	4,252.75	555.50	12.2%	58.25	1.3%	57%	False	False	441,767
120	4,808.25	4,252.75	555.50	12.2%	54.25	1.2%	57%	False	False	368,163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.05
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	5,146.75
2.618	4,964.25
1.618	4,852.50
1.000	4,783.50
0.618	4,740.75
HIGH	4,671.75
0.618	4,629.00
0.500	4,616.00
0.382	4,602.75
LOW	4,560.00
0.618	4,491.00
1.000	4,448.25
1.618	4,379.25
2.618	4,267.50
4.250	4,085.00

Fisher Pivots for day following 18-Jan-2022
Pivot	1 day	3 day
R1	4,616.00	4,648.00
PP	4,601.00	4,622.50
S1	4,586.00	4,597.00

Download as Excel Spreadsheet

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

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