E-mini S&P 500 Future June 2022

Trading Metrics calculated at close of trading on 10-Mar-2022

Day Change Summary
	Previous	Current
	09-Mar-2022	10-Mar-2022	Change	Change %	Previous Week
Open	4,147.50	4,270.50	123.00	3.0%	4,329.75
High	4,289.50	4,273.25	-16.25	-0.4%	4,410.50
Low	4,144.00	4,198.00	54.00	1.3%	4,251.25
Close	4,266.75	4,248.00	-18.75	-0.4%	4,319.25
Range	145.50	75.25	-70.25	-48.3%	159.25
ATR	114.34	111.55	-2.79	-2.4%	0.00
Volume	92,191	516,031	423,840	459.7%	133,649

Daily Pivots for day following 10-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,465.50	4,432.00	4,289.50
R3	4,390.25	4,356.75	4,268.75
R2	4,315.00	4,315.00	4,261.75
R1	4,281.50	4,281.50	4,255.00	4,260.50
PP	4,239.75	4,239.75	4,239.75	4,229.25
S1	4,206.25	4,206.25	4,241.00	4,185.50
S2	4,164.50	4,164.50	4,234.25
S3	4,089.25	4,131.00	4,227.25
S4	4,014.00	4,055.75	4,206.50

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	4,366.25	4,130.25	236.00	5.6%	117.75	2.8%	50%	False	False	160,361
10	4,410.50	4,130.25	280.25	6.6%	119.25	2.8%	42%	False	False	92,845
20	4,576.25	4,094.25	482.00	11.3%	115.00	2.7%	32%	False	False	49,839
40	4,731.50	4,094.25	637.25	15.0%	109.25	2.6%	24%	False	False	26,083
60	4,800.00	4,094.25	705.75	16.6%	94.50	2.2%	22%	False	False	17,739
80	4,800.00	4,094.25	705.75	16.6%	88.00	2.1%	22%	False	False	13,353
100	4,800.00	4,094.25	705.75	16.6%	77.25	1.8%	22%	False	False	10,693
120	4,800.00	4,094.25	705.75	16.6%	74.50	1.8%	22%	False	False	8,932

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26.13
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	4,593.00
2.618	4,470.25
1.618	4,395.00
1.000	4,348.50
0.618	4,319.75
HIGH	4,273.25
0.618	4,244.50
0.500	4,235.50
0.382	4,226.75
LOW	4,198.00
0.618	4,151.50
1.000	4,122.75
1.618	4,076.25
2.618	4,001.00
4.250	3,878.25

Fisher Pivots for day following 10-Mar-2022
Pivot	1 day	3 day
R1	4,244.00	4,235.25
PP	4,239.75	4,222.50
S1	4,235.50	4,210.00

Download as Excel Spreadsheet

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

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