E-mini S&P 500 Future June 2022

Trading Metrics calculated at close of trading on 23-Mar-2022

Day Change Summary
	Previous	Current
	22-Mar-2022	23-Mar-2022	Change	Change %	Previous Week
Open	4,456.75	4,504.00	47.25	1.1%	4,206.75
High	4,514.75	4,514.00	-0.75	0.0%	4,465.75
Low	4,433.00	4,444.75	11.75	0.3%	4,129.50
Close	4,505.00	4,447.50	-57.50	-1.3%	4,453.50
Range	81.75	69.25	-12.50	-15.3%	336.25
ATR	106.04	103.41	-2.63	-2.5%	0.00
Volume	1,205,860	1,336,967	131,107	10.9%	8,945,195

Daily Pivots for day following 23-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,676.50	4,631.25	4,485.50
R3	4,607.25	4,562.00	4,466.50
R2	4,538.00	4,538.00	4,460.25
R1	4,492.75	4,492.75	4,453.75	4,480.75
PP	4,468.75	4,468.75	4,468.75	4,462.75
S1	4,423.50	4,423.50	4,441.25	4,411.50
S2	4,399.50	4,399.50	4,434.75
S3	4,330.25	4,354.25	4,428.50
S4	4,261.00	4,285.00	4,409.50

Weekly Pivots for week ending 18-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	5,358.25	5,242.25	4,638.50
R3	5,022.00	4,906.00	4,546.00
R2	4,685.75	4,685.75	4,515.25
R1	4,569.75	4,569.75	4,484.25	4,627.75
PP	4,349.50	4,349.50	4,349.50	4,378.50
S1	4,233.50	4,233.50	4,422.75	4,291.50
S2	4,013.25	4,013.25	4,391.75
S3	3,677.00	3,897.25	4,361.00
S4	3,340.75	3,561.00	4,268.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,514.75	4,320.25	194.50	4.4%	79.25	1.8%	65%	False	False	1,353,172
10	4,514.75	4,129.50	385.25	8.7%	96.50	2.2%	83%	False	False	1,506,676
20	4,514.75	4,094.25	420.50	9.5%	113.50	2.6%	84%	False	False	774,836
40	4,578.50	4,094.25	484.25	10.9%	106.50	2.4%	73%	False	False	389,341
60	4,800.00	4,094.25	705.75	15.9%	97.50	2.2%	50%	False	False	260,087
80	4,800.00	4,094.25	705.75	15.9%	93.50	2.1%	50%	False	False	195,227
100	4,800.00	4,094.25	705.75	15.9%	82.75	1.9%	50%	False	False	156,194
120	4,800.00	4,094.25	705.75	15.9%	76.75	1.7%	50%	False	False	130,176

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,808.25
2.618	4,695.25
1.618	4,626.00
1.000	4,583.25
0.618	4,556.75
HIGH	4,514.00
0.618	4,487.50
0.500	4,479.50
0.382	4,471.25
LOW	4,444.75
0.618	4,402.00
1.000	4,375.50
1.618	4,332.75
2.618	4,263.50
4.250	4,150.50

Fisher Pivots for day following 23-Mar-2022
Pivot	1 day	3 day
R1	4,479.50	4,465.00
PP	4,468.75	4,459.00
S1	4,458.00	4,453.25

Download as Excel Spreadsheet

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

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