E-mini S&P 500 Future March 2022


Trading Metrics calculated at close of trading on 18-Mar-2022
Day Change Summary
Previous Current
17-Mar-2022 18-Mar-2022 Change Change % Previous Week
Open 4,370.50 4,393.00 22.50 0.5% 4,216.00
High 4,415.25 4,409.35 -5.90 -0.1% 4,415.25
Low 4,329.00 4,373.75 44.75 1.0% 4,138.00
Close 4,410.25 4,409.35 -0.90 0.0% 4,409.35
Range 86.25 35.60 -50.65 -58.7% 277.25
ATR 113.24 107.76 -5.48 -4.8% 0.00
Volume 434,642 33,544 -401,098 -92.3% 3,715,283
Daily Pivots for day following 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 4,504.25 4,492.50 4,429.00
R3 4,468.75 4,456.75 4,419.25
R2 4,433.00 4,433.00 4,416.00
R1 4,421.25 4,421.25 4,412.50 4,427.25
PP 4,397.50 4,397.50 4,397.50 4,400.50
S1 4,385.50 4,385.50 4,406.00 4,391.50
S2 4,362.00 4,362.00 4,402.75
S3 4,326.25 4,350.00 4,399.50
S4 4,290.75 4,314.50 4,389.75
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 5,152.50 5,058.25 4,561.75
R3 4,875.25 4,781.00 4,485.50
R2 4,598.00 4,598.00 4,460.25
R1 4,503.75 4,503.75 4,434.75 4,551.00
PP 4,320.75 4,320.75 4,320.75 4,344.50
S1 4,226.50 4,226.50 4,384.00 4,273.75
S2 4,043.50 4,043.50 4,358.50
S3 3,766.25 3,949.25 4,333.00
S4 3,489.00 3,672.00 4,256.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,415.25 4,138.00 277.25 6.3% 95.75 2.2% 98% False False 743,056
10 4,415.25 4,138.00 277.25 6.3% 111.50 2.5% 98% False False 1,299,997
20 4,418.75 4,101.75 317.00 7.2% 118.75 2.7% 97% False False 1,669,306
40 4,586.00 4,101.75 484.25 11.0% 111.75 2.5% 64% False False 1,861,103
60 4,808.25 4,101.75 706.50 16.0% 96.75 2.2% 44% False False 1,745,112
80 4,808.25 4,101.75 706.50 16.0% 94.00 2.1% 44% False False 1,530,981
100 4,808.25 4,101.75 706.50 16.0% 82.50 1.9% 44% False False 1,225,882
120 4,808.25 4,101.75 706.50 16.0% 78.75 1.8% 44% False False 1,021,954
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.89
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 4,560.75
2.618 4,502.50
1.618 4,467.00
1.000 4,445.00
0.618 4,431.25
HIGH 4,409.25
0.618 4,395.75
0.500 4,391.50
0.382 4,387.25
LOW 4,373.75
0.618 4,351.75
1.000 4,338.25
1.618 4,316.25
2.618 4,280.50
4.250 4,222.50
Fisher Pivots for day following 18-Mar-2022
Pivot 1 day 3 day
R1 4,403.50 4,383.25
PP 4,397.50 4,357.00
S1 4,391.50 4,330.75

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

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