E-mini S&P 500 Future March 2022

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

Day Change Summary
	Previous	Current
	17-Feb-2022	18-Feb-2022	Change	Change %	Previous Week
Open	4,464.25	4,374.75	-89.50	-2.0%	4,411.75
High	4,474.75	4,411.50	-63.25	-1.4%	4,484.50
Low	4,367.25	4,321.00	-46.25	-1.1%	4,321.00
Close	4,374.50	4,343.50	-31.00	-0.7%	4,343.50
Range	107.50	90.50	-17.00	-15.8%	163.50
ATR	92.96	92.79	-0.18	-0.2%	0.00
Volume	1,629,730	1,824,590	194,860	12.0%	8,503,090

Daily Pivots for day following 18-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,630.25	4,577.25	4,393.25
R3	4,539.75	4,486.75	4,368.50
R2	4,449.25	4,449.25	4,360.00
R1	4,396.25	4,396.25	4,351.75	4,377.50
PP	4,358.75	4,358.75	4,358.75	4,349.25
S1	4,305.75	4,305.75	4,335.25	4,287.00
S2	4,268.25	4,268.25	4,327.00
S3	4,177.75	4,215.25	4,318.50
S4	4,087.25	4,124.75	4,293.75

Weekly Pivots for week ending 18-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,873.50	4,772.00	4,433.50
R3	4,710.00	4,608.50	4,388.50
R2	4,546.50	4,546.50	4,373.50
R1	4,445.00	4,445.00	4,358.50	4,414.00
PP	4,383.00	4,383.00	4,383.00	4,367.50
S1	4,281.50	4,281.50	4,328.50	4,250.50
S2	4,219.50	4,219.50	4,313.50
S3	4,056.00	4,118.00	4,298.50
S4	3,892.50	3,954.50	4,253.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,484.50	4,321.00	163.50	3.8%	84.00	1.9%	14%	False	True	1,700,618
10	4,585.00	4,321.00	264.00	6.1%	84.25	1.9%	9%	False	True	1,772,336
20	4,586.00	4,212.75	373.25	8.6%	104.00	2.4%	35%	False	False	1,993,524
40	4,808.25	4,212.75	595.50	13.7%	86.25	2.0%	22%	False	False	1,801,012
60	4,808.25	4,212.75	595.50	13.7%	86.50	2.0%	22%	False	False	1,515,114
80	4,808.25	4,212.75	595.50	13.7%	74.25	1.7%	22%	False	False	1,137,783
100	4,808.25	4,212.75	595.50	13.7%	70.75	1.6%	22%	False	False	910,707
120	4,808.25	4,212.75	595.50	13.7%	67.75	1.6%	22%	False	False	759,173

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	17.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,796.00
2.618	4,648.50
1.618	4,558.00
1.000	4,502.00
0.618	4,467.50
HIGH	4,411.50
0.618	4,377.00
0.500	4,366.25
0.382	4,355.50
LOW	4,321.00
0.618	4,265.00
1.000	4,230.50
1.618	4,174.50
2.618	4,084.00
4.250	3,936.50

Fisher Pivots for day following 18-Feb-2022
Pivot	1 day	3 day
R1	4,366.25	4,402.75
PP	4,358.75	4,383.00
S1	4,351.00	4,363.25

Download as Excel Spreadsheet

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

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