E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 07-Mar-2022
Day Change Summary
Previous Current
04-Mar-2022 07-Mar-2022 Change Change % Previous Week
Open 4,358.50 4,301.00 -57.50 -1.3% 4,329.75
High 4,366.25 4,317.00 -49.25 -1.1% 4,410.50
Low 4,273.75 4,177.25 -96.50 -2.3% 4,251.25
Close 4,319.25 4,190.25 -129.00 -3.0% 4,319.25
Range 92.50 139.75 47.25 51.1% 159.25
ATR 107.62 110.07 2.46 2.3% 0.00
Volume 28,219 68,199 39,980 141.7% 133,649
Daily Pivots for day following 07-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,647.50 4,558.50 4,267.00
R3 4,507.75 4,418.75 4,228.75
R2 4,368.00 4,368.00 4,215.75
R1 4,279.00 4,279.00 4,203.00 4,253.50
PP 4,228.25 4,228.25 4,228.25 4,215.50
S1 4,139.25 4,139.25 4,177.50 4,114.00
S2 4,088.50 4,088.50 4,164.75
S3 3,948.75 3,999.50 4,151.75
S4 3,809.00 3,859.75 4,113.50
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,804.75 4,721.25 4,406.75
R3 4,645.50 4,562.00 4,363.00
R2 4,486.25 4,486.25 4,348.50
R1 4,402.75 4,402.75 4,333.75 4,365.00
PP 4,327.00 4,327.00 4,327.00 4,308.00
S1 4,243.50 4,243.50 4,304.75 4,205.50
S2 4,167.75 4,167.75 4,290.00
S3 4,008.50 4,084.25 4,275.50
S4 3,849.25 3,925.00 4,231.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,410.50 4,177.25 233.25 5.6% 110.75 2.6% 6% False True 37,416
10 4,410.50 4,094.25 316.25 7.5% 129.75 3.1% 30% False False 25,822
20 4,578.50 4,094.25 484.25 11.6% 106.50 2.5% 20% False False 14,852
40 4,731.50 4,094.25 637.25 15.2% 106.25 2.5% 15% False False 8,554
60 4,800.00 4,094.25 705.75 16.8% 91.25 2.2% 14% False False 6,010
80 4,800.00 4,094.25 705.75 16.8% 84.50 2.0% 14% False False 4,536
100 4,800.00 4,094.25 705.75 16.8% 74.50 1.8% 14% False False 3,645
120 4,800.00 4,094.25 705.75 16.8% 72.25 1.7% 14% False False 3,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38.88
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,911.00
2.618 4,682.75
1.618 4,543.00
1.000 4,456.75
0.618 4,403.25
HIGH 4,317.00
0.618 4,263.50
0.500 4,247.00
0.382 4,230.75
LOW 4,177.25
0.618 4,091.00
1.000 4,037.50
1.618 3,951.25
2.618 3,811.50
4.250 3,583.25
Fisher Pivots for day following 07-Mar-2022
Pivot 1 day 3 day
R1 4,247.00 4,294.00
PP 4,228.25 4,259.25
S1 4,209.25 4,224.75

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

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