E-mini S&P 500 Future March 2022

Trading Metrics calculated at close of trading on 03-Mar-2022

Day Change Summary
	Previous	Current
	02-Mar-2022	03-Mar-2022	Change	Change %	Previous Week
Open	4,308.75	4,373.75	65.00	1.5%	4,324.25
High	4,399.25	4,418.75	19.50	0.4%	4,391.25
Low	4,278.25	4,341.00	62.75	1.5%	4,101.75
Close	4,381.75	4,359.25	-22.50	-0.5%	4,380.00
Range	121.00	77.75	-43.25	-35.7%	289.50
ATR	112.34	109.87	-2.47	-2.2%	0.00
Volume	1,712,970	1,547,676	-165,294	-9.6%	9,399,113

Daily Pivots for day following 03-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,606.25	4,560.50	4,402.00
R3	4,528.50	4,482.75	4,380.75
R2	4,450.75	4,450.75	4,373.50
R1	4,405.00	4,405.00	4,366.50	4,389.00
PP	4,373.00	4,373.00	4,373.00	4,365.00
S1	4,327.25	4,327.25	4,352.00	4,311.25
S2	4,295.25	4,295.25	4,345.00
S3	4,217.50	4,249.50	4,337.75
S4	4,139.75	4,171.75	4,316.50

Weekly Pivots for week ending 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	5,159.50	5,059.25	4,539.25
R3	4,870.00	4,769.75	4,459.50
R2	4,580.50	4,580.50	4,433.00
R1	4,480.25	4,480.25	4,406.50	4,530.50
PP	4,291.00	4,291.00	4,291.00	4,316.00
S1	4,190.75	4,190.75	4,353.50	4,241.00
S2	4,001.50	4,001.50	4,327.00
S3	3,712.00	3,901.25	4,300.50
S4	3,422.50	3,611.75	4,220.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,418.75	4,227.50	191.25	4.4%	122.75	2.8%	69%	True	False	1,854,028
10	4,474.75	4,101.75	373.00	8.6%	127.50	2.9%	69%	False	False	2,017,317
20	4,585.00	4,101.75	483.25	11.1%	105.00	2.4%	53%	False	False	1,910,040
40	4,788.25	4,101.75	686.50	15.7%	105.25	2.4%	38%	False	False	2,015,722
60	4,808.25	4,101.75	706.50	16.2%	90.75	2.1%	36%	False	False	1,788,784
80	4,808.25	4,101.75	706.50	16.2%	84.00	1.9%	36%	False	False	1,346,053
100	4,808.25	4,101.75	706.50	16.2%	75.50	1.7%	36%	False	False	1,077,726
120	4,808.25	4,101.75	706.50	16.2%	74.50	1.7%	36%	False	False	898,471

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	40.55
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,749.25
2.618	4,622.25
1.618	4,544.50
1.000	4,496.50
0.618	4,466.75
HIGH	4,418.75
0.618	4,389.00
0.500	4,380.00
0.382	4,370.75
LOW	4,341.00
0.618	4,293.00
1.000	4,263.25
1.618	4,215.25
2.618	4,137.50
4.250	4,010.50

Fisher Pivots for day following 03-Mar-2022
Pivot	1 day	3 day
R1	4,380.00	4,355.00
PP	4,373.00	4,351.00
S1	4,366.00	4,347.00

Download as Excel Spreadsheet

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

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