E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 07-Feb-2022

Day Change Summary
	Previous	Current
	04-Feb-2022	07-Feb-2022	Change	Change %	Previous Week
Open	4,518.00	4,497.00	-21.00	-0.5%	4,423.50
High	4,532.50	4,514.50	-18.00	-0.4%	4,586.00
Low	4,438.50	4,462.75	24.25	0.5%	4,395.50
Close	4,492.50	4,475.75	-16.75	-0.4%	4,492.50
Range	94.00	51.75	-42.25	-44.9%	190.50
ATR	100.03	96.58	-3.45	-3.4%	0.00
Volume	1,957,881	1,495,143	-462,738	-23.6%	8,847,123

Daily Pivots for day following 07-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,639.50	4,609.50	4,504.25
R3	4,587.75	4,557.75	4,490.00
R2	4,536.00	4,536.00	4,485.25
R1	4,506.00	4,506.00	4,480.50	4,495.00
PP	4,484.25	4,484.25	4,484.25	4,479.00
S1	4,454.25	4,454.25	4,471.00	4,443.50
S2	4,432.50	4,432.50	4,466.25
S3	4,380.75	4,402.50	4,461.50
S4	4,329.00	4,350.75	4,447.25

Weekly Pivots for week ending 04-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	5,062.75	4,968.25	4,597.25
R3	4,872.25	4,777.75	4,545.00
R2	4,681.75	4,681.75	4,527.50
R1	4,587.25	4,587.25	4,510.00	4,634.50
PP	4,491.25	4,491.25	4,491.25	4,515.00
S1	4,396.75	4,396.75	4,475.00	4,444.00
S2	4,300.75	4,300.75	4,457.50
S3	4,110.25	4,206.25	4,440.00
S4	3,919.75	4,015.75	4,387.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,586.00	4,438.50	147.50	3.3%	72.75	1.6%	25%	False	False	1,699,224
10	4,586.00	4,263.25	322.75	7.2%	107.75	2.4%	66%	False	False	1,979,548
20	4,739.50	4,212.75	526.75	11.8%	107.00	2.4%	50%	False	False	2,117,204
40	4,808.25	4,212.75	595.50	13.3%	84.75	1.9%	44%	False	False	1,838,594
60	4,808.25	4,212.75	595.50	13.3%	79.00	1.8%	44%	False	False	1,245,483
80	4,808.25	4,212.75	595.50	13.3%	69.25	1.5%	44%	False	False	935,265
100	4,808.25	4,212.75	595.50	13.3%	69.25	1.5%	44%	False	False	748,663
120	4,808.25	4,212.75	595.50	13.3%	64.50	1.4%	44%	False	False	623,951

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,734.50
2.618	4,650.00
1.618	4,598.25
1.000	4,566.25
0.618	4,546.50
HIGH	4,514.50
0.618	4,494.75
0.500	4,488.50
0.382	4,482.50
LOW	4,462.75
0.618	4,430.75
1.000	4,411.00
1.618	4,379.00
2.618	4,327.25
4.250	4,242.75

Fisher Pivots for day following 07-Feb-2022
Pivot	1 day	3 day
R1	4,488.50	4,493.50
PP	4,484.25	4,487.50
S1	4,480.00	4,481.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols