E-mini S&P 500 Future June 2022

Trading Metrics calculated at close of trading on 25-Feb-2022

Day Change Summary
	Previous	Current
	24-Feb-2022	25-Feb-2022	Change	Change %	Previous Week
Open	4,209.75	4,259.00	49.25	1.2%	4,319.25
High	4,282.00	4,376.25	94.25	2.2%	4,383.25
Low	4,094.25	4,219.50	125.25	3.1%	4,094.25
Close	4,276.00	4,372.50	96.50	2.3%	4,372.50
Range	187.75	156.75	-31.00	-16.5%	289.00
ATR	104.49	108.22	3.73	3.6%	0.00
Volume	17,536	21,218	3,682	21.0%	56,376

Daily Pivots for day following 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,793.00	4,739.50	4,458.75
R3	4,636.25	4,582.75	4,415.50
R2	4,479.50	4,479.50	4,401.25
R1	4,426.00	4,426.00	4,386.75	4,452.75
PP	4,322.75	4,322.75	4,322.75	4,336.00
S1	4,269.25	4,269.25	4,358.25	4,296.00
S2	4,166.00	4,166.00	4,343.75
S3	4,009.25	4,112.50	4,329.50
S4	3,852.50	3,955.75	4,286.25

Weekly Pivots for week ending 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	5,150.25	5,050.50	4,531.50
R3	4,861.25	4,761.50	4,452.00
R2	4,572.25	4,572.25	4,425.50
R1	4,472.50	4,472.50	4,399.00	4,522.50
PP	4,283.25	4,283.25	4,283.25	4,308.25
S1	4,183.50	4,183.50	4,346.00	4,233.50
S2	3,994.25	3,994.25	4,319.50
S3	3,705.25	3,894.50	4,293.00
S4	3,416.25	3,605.50	4,213.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,404.50	4,094.25	310.25	7.1%	141.50	3.2%	90%	False	False	12,218
10	4,514.50	4,094.25	420.25	9.6%	116.00	2.7%	66%	False	False	8,348
20	4,578.50	4,094.25	484.25	11.1%	101.50	2.3%	57%	False	False	5,488
40	4,800.00	4,094.25	705.75	16.1%	96.75	2.2%	39%	False	False	3,656
60	4,800.00	4,094.25	705.75	16.1%	89.50	2.0%	39%	False	False	2,662
80	4,800.00	4,094.25	705.75	16.1%	78.50	1.8%	39%	False	False	2,016
100	4,800.00	4,094.25	705.75	16.1%	71.00	1.6%	39%	False	False	1,630

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	34.98
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,042.50
2.618	4,786.50
1.618	4,629.75
1.000	4,533.00
0.618	4,473.00
HIGH	4,376.25
0.618	4,316.25
0.500	4,298.00
0.382	4,279.50
LOW	4,219.50
0.618	4,122.75
1.000	4,062.75
1.618	3,966.00
2.618	3,809.25
4.250	3,553.25

Fisher Pivots for day following 25-Feb-2022
Pivot	1 day	3 day
R1	4,347.50	4,326.75
PP	4,322.75	4,281.00
S1	4,298.00	4,235.25

Download as Excel Spreadsheet

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

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