E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 01-Feb-2022
Day Change Summary
Previous Current
31-Jan-2022 01-Feb-2022 Change Change % Previous Week
Open 4,423.50 4,493.25 69.75 1.6% 4,389.00
High 4,507.75 4,554.75 47.00 1.0% 4,446.25
Low 4,395.50 4,474.00 78.50 1.8% 4,212.75
Close 4,504.25 4,535.00 30.75 0.7% 4,423.25
Range 112.25 80.75 -31.50 -28.1% 233.50
ATR 104.80 103.08 -1.72 -1.6% 0.00
Volume 1,846,145 1,618,163 -227,982 -12.3% 13,300,006
Daily Pivots for day following 01-Feb-2022
Classic Woodie Camarilla DeMark
R4 4,763.50 4,730.00 4,579.50
R3 4,682.75 4,649.25 4,557.25
R2 4,602.00 4,602.00 4,549.75
R1 4,568.50 4,568.50 4,542.50 4,585.25
PP 4,521.25 4,521.25 4,521.25 4,529.50
S1 4,487.75 4,487.75 4,527.50 4,504.50
S2 4,440.50 4,440.50 4,520.25
S3 4,359.75 4,407.00 4,512.75
S4 4,279.00 4,326.25 4,490.50
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 4,554.75 4,263.25 291.50 6.4% 132.75 2.9% 93% True False 2,086,827
10 4,603.00 4,212.75 390.25 8.6% 135.75 3.0% 83% False False 2,381,847
20 4,808.25 4,212.75 595.50 13.1% 105.25 2.3% 54% False False 2,109,833
40 4,808.25 4,212.75 595.50 13.1% 84.50 1.9% 54% False False 1,689,571
60 4,808.25 4,212.75 595.50 13.1% 77.00 1.7% 54% False False 1,131,075
80 4,808.25 4,212.75 595.50 13.1% 68.00 1.5% 54% False False 849,359
100 4,808.25 4,212.75 595.50 13.1% 68.50 1.5% 54% False False 679,925
120 4,808.25 4,212.75 595.50 13.1% 63.25 1.4% 54% False False 566,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 38.53
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,898.00
2.618 4,766.25
1.618 4,685.50
1.000 4,635.50
0.618 4,604.75
HIGH 4,554.75
0.618 4,524.00
0.500 4,514.50
0.382 4,504.75
LOW 4,474.00
0.618 4,424.00
1.000 4,393.25
1.618 4,343.25
2.618 4,262.50
4.250 4,130.75
Fisher Pivots for day following 01-Feb-2022
Pivot 1 day 3 day
R1 4,528.00 4,493.50
PP 4,521.25 4,452.00
S1 4,514.50 4,410.50

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

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