E-mini S&P 500 Future June 2022


Trading Metrics calculated at close of trading on 14-Mar-2022
Day Change Summary
Previous Current
11-Mar-2022 14-Mar-2022 Change Change % Previous Week
Open 4,248.75 4,206.75 -42.00 -1.0% 4,301.00
High 4,326.75 4,244.75 -82.00 -1.9% 4,326.75
Low 4,189.00 4,152.25 -36.75 -0.9% 4,130.25
Close 4,192.50 4,163.50 -29.00 -0.7% 4,192.50
Range 137.75 92.50 -45.25 -32.8% 196.50
ATR 113.42 111.93 -1.49 -1.3% 0.00
Volume 1,687,623 2,062,269 374,646 22.2% 2,461,210
Daily Pivots for day following 14-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,464.25 4,406.50 4,214.50
R3 4,371.75 4,314.00 4,189.00
R2 4,279.25 4,279.25 4,180.50
R1 4,221.50 4,221.50 4,172.00 4,204.00
PP 4,186.75 4,186.75 4,186.75 4,178.25
S1 4,129.00 4,129.00 4,155.00 4,111.50
S2 4,094.25 4,094.25 4,146.50
S3 4,001.75 4,036.50 4,138.00
S4 3,909.25 3,944.00 4,112.50
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,806.00 4,695.75 4,300.50
R3 4,609.50 4,499.25 4,246.50
R2 4,413.00 4,413.00 4,228.50
R1 4,302.75 4,302.75 4,210.50 4,259.50
PP 4,216.50 4,216.50 4,216.50 4,195.00
S1 4,106.25 4,106.25 4,174.50 4,063.00
S2 4,020.00 4,020.00 4,156.50
S3 3,823.50 3,909.75 4,138.50
S4 3,627.00 3,713.25 4,084.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,326.75 4,130.25 196.50 4.7% 117.50 2.8% 17% False False 891,056
10 4,410.50 4,130.25 280.25 6.7% 114.00 2.7% 12% False False 464,236
20 4,478.00 4,094.25 383.75 9.2% 115.00 2.8% 18% False False 236,832
40 4,663.50 4,094.25 569.25 13.7% 111.50 2.7% 12% False False 119,788
60 4,800.00 4,094.25 705.75 17.0% 95.50 2.3% 10% False False 80,202
80 4,800.00 4,094.25 705.75 17.0% 90.00 2.2% 10% False False 60,227
100 4,800.00 4,094.25 705.75 17.0% 78.50 1.9% 10% False False 48,191
120 4,800.00 4,094.25 705.75 17.0% 75.25 1.8% 10% False False 40,179
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 27.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,638.00
2.618 4,487.00
1.618 4,394.50
1.000 4,337.25
0.618 4,302.00
HIGH 4,244.75
0.618 4,209.50
0.500 4,198.50
0.382 4,187.50
LOW 4,152.25
0.618 4,095.00
1.000 4,059.75
1.618 4,002.50
2.618 3,910.00
4.250 3,759.00
Fisher Pivots for day following 14-Mar-2022
Pivot 1 day 3 day
R1 4,198.50 4,239.50
PP 4,186.75 4,214.25
S1 4,175.25 4,188.75

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

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