E-mini S&P 500 Future June 2022

Trading Metrics calculated at close of trading on 29-Mar-2022

Day Change Summary
	Previous	Current
	28-Mar-2022	29-Mar-2022	Change	Change %	Previous Week
Open	4,535.25	4,570.25	35.00	0.8%	4,460.00
High	4,572.25	4,631.00	58.75	1.3%	4,539.00
Low	4,509.75	4,565.25	55.50	1.2%	4,415.00
Close	4,568.00	4,625.50	57.50	1.3%	4,536.50
Range	62.50	65.75	3.25	5.2%	124.00
ATR	94.71	92.65	-2.07	-2.2%	0.00
Volume	1,182,527	1,353,683	171,156	14.5%	6,390,564

Daily Pivots for day following 29-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,804.50	4,780.75	4,661.75
R3	4,738.75	4,715.00	4,643.50
R2	4,673.00	4,673.00	4,637.50
R1	4,649.25	4,649.25	4,631.50	4,661.00
PP	4,607.25	4,607.25	4,607.25	4,613.25
S1	4,583.50	4,583.50	4,619.50	4,595.50
S2	4,541.50	4,541.50	4,613.50
S3	4,475.75	4,517.75	4,607.50
S4	4,410.00	4,452.00	4,589.25

Weekly Pivots for week ending 25-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,868.75	4,826.75	4,604.75
R3	4,744.75	4,702.75	4,570.50
R2	4,620.75	4,620.75	4,559.25
R1	4,578.75	4,578.75	4,547.75	4,599.75
PP	4,496.75	4,496.75	4,496.75	4,507.50
S1	4,454.75	4,454.75	4,525.25	4,475.75
S2	4,372.75	4,372.75	4,513.75
S3	4,248.75	4,330.75	4,502.50
S4	4,124.75	4,206.75	4,468.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,631.00	4,444.75	186.25	4.0%	63.00	1.4%	97%	True	False	1,269,164
10	4,631.00	4,239.00	392.00	8.5%	77.00	1.7%	99%	True	False	1,375,536
20	4,631.00	4,129.50	501.50	10.8%	96.00	2.1%	99%	True	False	1,021,071
40	4,631.00	4,094.25	536.75	11.6%	98.25	2.1%	99%	True	False	514,313
60	4,800.00	4,094.25	705.75	15.3%	99.75	2.2%	75%	False	False	343,528
80	4,800.00	4,094.25	705.75	15.3%	91.25	2.0%	75%	False	False	257,827
100	4,800.00	4,094.25	705.75	15.3%	84.00	1.8%	75%	False	False	206,281
120	4,800.00	4,094.25	705.75	15.3%	76.00	1.6%	75%	False	False	171,914

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	17.48
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,910.50
2.618	4,803.25
1.618	4,737.50
1.000	4,696.75
0.618	4,671.75
HIGH	4,631.00
0.618	4,606.00
0.500	4,598.00
0.382	4,590.25
LOW	4,565.25
0.618	4,524.50
1.000	4,499.50
1.618	4,458.75
2.618	4,393.00
4.250	4,285.75

Fisher Pivots for day following 29-Mar-2022
Pivot	1 day	3 day
R1	4,616.50	4,604.50
PP	4,607.25	4,583.25
S1	4,598.00	4,562.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols