E-mini S&P 500 Future June 2022

Trading Metrics calculated at close of trading on 15-Mar-2022

Day Change Summary
	Previous	Current
	14-Mar-2022	15-Mar-2022	Change	Change %	Previous Week
Open	4,206.75	4,171.25	-35.50	-0.8%	4,301.00
High	4,244.75	4,263.25	18.50	0.4%	4,326.75
Low	4,152.25	4,129.50	-22.75	-0.5%	4,130.25
Close	4,163.50	4,253.75	90.25	2.2%	4,192.50
Range	92.50	133.75	41.25	44.6%	196.50
ATR	111.93	113.48	1.56	1.4%	0.00
Volume	2,062,269	2,054,335	-7,934	-0.4%	2,461,210

Daily Pivots for day following 15-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,616.75	4,569.00	4,327.25
R3	4,483.00	4,435.25	4,290.50
R2	4,349.25	4,349.25	4,278.25
R1	4,301.50	4,301.50	4,266.00	4,325.50
PP	4,215.50	4,215.50	4,215.50	4,227.50
S1	4,167.75	4,167.75	4,241.50	4,191.50
S2	4,081.75	4,081.75	4,229.25
S3	3,948.00	4,034.00	4,217.00
S4	3,814.25	3,900.25	4,180.25

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	4,129.50	197.25	4.6%	117.00	2.7%	63%	False	True	1,282,489
10	4,410.50	4,129.50	281.00	6.6%	115.25	2.7%	44%	False	True	666,606
20	4,478.00	4,094.25	383.75	9.0%	118.00	2.8%	42%	False	False	339,369
40	4,663.50	4,094.25	569.25	13.4%	113.50	2.7%	28%	False	False	171,123
60	4,800.00	4,094.25	705.75	16.6%	96.00	2.3%	23%	False	False	114,419
80	4,800.00	4,094.25	705.75	16.6%	91.50	2.2%	23%	False	False	85,906
100	4,800.00	4,094.25	705.75	16.6%	79.75	1.9%	23%	False	False	68,735
120	4,800.00	4,094.25	705.75	16.6%	75.50	1.8%	23%	False	False	57,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.90
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,831.75
2.618	4,613.50
1.618	4,479.75
1.000	4,397.00
0.618	4,346.00
HIGH	4,263.25
0.618	4,212.25
0.500	4,196.50
0.382	4,180.50
LOW	4,129.50
0.618	4,046.75
1.000	3,995.75
1.618	3,913.00
2.618	3,779.25
4.250	3,561.00

Fisher Pivots for day following 15-Mar-2022
Pivot	1 day	3 day
R1	4,234.50	4,245.25
PP	4,215.50	4,236.75
S1	4,196.50	4,228.00

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

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