E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 31-Jan-2022

Day Change Summary
	Previous	Current
	28-Jan-2022	31-Jan-2022	Change	Change %	Previous Week
Open	4,348.00	4,423.50	75.50	1.7%	4,389.00
High	4,426.00	4,507.75	81.75	1.8%	4,446.25
Low	4,266.25	4,395.50	129.25	3.0%	4,212.75
Close	4,423.25	4,504.25	81.00	1.8%	4,423.25
Range	159.75	112.25	-47.50	-29.7%	233.50
ATR	104.23	104.80	0.57	0.5%	0.00
Volume	2,251,268	1,846,145	-405,123	-18.0%	13,300,006

Daily Pivots for day following 31-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,806.00	4,767.25	4,566.00
R3	4,693.75	4,655.00	4,535.00
R2	4,581.50	4,581.50	4,524.75
R1	4,542.75	4,542.75	4,514.50	4,562.00
PP	4,469.25	4,469.25	4,469.25	4,478.75
S1	4,430.50	4,430.50	4,494.00	4,450.00
S2	4,357.00	4,357.00	4,483.75
S3	4,244.75	4,318.25	4,473.50
S4	4,132.50	4,206.00	4,442.50

Weekly Pivots for week ending 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	5,061.25	4,975.75	4,551.75
R3	4,827.75	4,742.25	4,487.50
R2	4,594.25	4,594.25	4,466.00
R1	4,508.75	4,508.75	4,444.75	4,551.50
PP	4,360.75	4,360.75	4,360.75	4,382.00
S1	4,275.25	4,275.25	4,401.75	4,318.00
S2	4,127.25	4,127.25	4,380.50
S3	3,893.75	4,041.75	4,359.00
S4	3,660.25	3,808.25	4,294.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,507.75	4,263.25	244.50	5.4%	142.50	3.2%	99%	True	False	2,259,873
10	4,671.75	4,212.75	459.00	10.2%	138.75	3.1%	64%	False	False	2,446,854
20	4,808.25	4,212.75	595.50	13.2%	103.50	2.3%	49%	False	False	2,095,043
40	4,808.25	4,212.75	595.50	13.2%	85.25	1.9%	49%	False	False	1,650,903
60	4,808.25	4,212.75	595.50	13.2%	76.00	1.7%	49%	False	False	1,104,304
80	4,808.25	4,212.75	595.50	13.2%	67.75	1.5%	49%	False	False	829,167
100	4,808.25	4,212.75	595.50	13.2%	68.25	1.5%	49%	False	False	663,745
120	4,808.25	4,212.75	595.50	13.2%	62.75	1.4%	49%	False	False	553,162

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	37.18
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,984.75
2.618	4,801.50
1.618	4,689.25
1.000	4,620.00
0.618	4,577.00
HIGH	4,507.75
0.618	4,464.75
0.500	4,451.50
0.382	4,438.50
LOW	4,395.50
0.618	4,326.25
1.000	4,283.25
1.618	4,214.00
2.618	4,101.75
4.250	3,918.50

Fisher Pivots for day following 31-Jan-2022
Pivot	1 day	3 day
R1	4,486.75	4,464.75
PP	4,469.25	4,425.00
S1	4,451.50	4,385.50

Download as Excel Spreadsheet

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

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