E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 09-Mar-2022
Day Change Summary
Previous Current
08-Mar-2022 09-Mar-2022 Change Change % Previous Week
Open 4,186.50 4,153.00 -33.50 -0.8% 4,299.50
High 4,275.00 4,298.25 23.25 0.5% 4,418.75
Low 4,138.75 4,152.00 13.25 0.3% 4,251.50
Close 4,168.75 4,275.25 106.50 2.6% 4,327.25
Range 136.25 146.25 10.00 7.3% 167.25
ATR 112.86 115.25 2.38 2.1% 0.00
Volume 2,333,021 1,659,520 -673,501 -28.9% 9,162,465
Daily Pivots for day following 09-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,680.50 4,624.25 4,355.75
R3 4,534.25 4,478.00 4,315.50
R2 4,388.00 4,388.00 4,302.00
R1 4,331.75 4,331.75 4,288.75 4,360.00
PP 4,241.75 4,241.75 4,241.75 4,256.00
S1 4,185.50 4,185.50 4,261.75 4,213.50
S2 4,095.50 4,095.50 4,248.50
S3 3,949.25 4,039.25 4,235.00
S4 3,803.00 3,893.00 4,194.75
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,834.25 4,748.00 4,419.25
R3 4,667.00 4,580.75 4,373.25
R2 4,499.75 4,499.75 4,358.00
R1 4,413.50 4,413.50 4,342.50 4,456.50
PP 4,332.50 4,332.50 4,332.50 4,354.00
S1 4,246.25 4,246.25 4,312.00 4,289.50
S2 4,165.25 4,165.25 4,296.50
S3 3,998.00 4,079.00 4,281.25
S4 3,830.75 3,911.75 4,235.25
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 4,138.75 280.00 6.5% 118.75 2.8% 49% False False 1,856,988
10 4,418.75 4,101.75 317.00 7.4% 131.75 3.1% 55% False False 1,995,273
20 4,585.00 4,101.75 483.25 11.3% 115.75 2.7% 36% False False 1,961,228
40 4,739.50 4,101.75 637.75 14.9% 110.25 2.6% 27% False False 2,019,911
60 4,808.25 4,101.75 706.50 16.5% 95.50 2.2% 25% False False 1,876,004
80 4,808.25 4,101.75 706.50 16.5% 88.75 2.1% 25% False False 1,442,618
100 4,808.25 4,101.75 706.50 16.5% 78.25 1.8% 25% False False 1,155,036
120 4,808.25 4,101.75 706.50 16.5% 77.25 1.8% 25% False False 962,916
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.98
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,919.75
2.618 4,681.25
1.618 4,535.00
1.000 4,444.50
0.618 4,388.75
HIGH 4,298.25
0.618 4,242.50
0.500 4,225.00
0.382 4,207.75
LOW 4,152.00
0.618 4,061.50
1.000 4,005.75
1.618 3,915.25
2.618 3,769.00
4.250 3,530.50
Fisher Pivots for day following 09-Mar-2022
Pivot 1 day 3 day
R1 4,258.50 4,260.75
PP 4,241.75 4,246.50
S1 4,225.00 4,232.00

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

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