E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 31-Aug-2021
Day Change Summary
Previous Current
30-Aug-2021 31-Aug-2021 Change Change % Previous Week
Open 4,498.50 4,518.75 20.25 0.5% 4,426.00
High 4,524.50 4,532.25 7.75 0.2% 4,500.00
Low 4,491.50 4,501.75 10.25 0.2% 4,424.50
Close 4,515.50 4,510.75 -4.75 -0.1% 4,495.75
Range 33.00 30.50 -2.50 -7.6% 75.50
ATR 39.16 38.54 -0.62 -1.6% 0.00
Volume 6,923 14,553 7,630 110.2% 48,368
Daily Pivots for day following 31-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,606.50 4,589.00 4,527.50
R3 4,576.00 4,558.50 4,519.25
R2 4,545.50 4,545.50 4,516.25
R1 4,528.00 4,528.00 4,513.50 4,521.50
PP 4,515.00 4,515.00 4,515.00 4,511.50
S1 4,497.50 4,497.50 4,508.00 4,491.00
S2 4,484.50 4,484.50 4,505.25
S3 4,454.00 4,467.00 4,502.25
S4 4,423.50 4,436.50 4,494.00
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,700.00 4,673.25 4,537.25
R3 4,624.50 4,597.75 4,516.50
R2 4,549.00 4,549.00 4,509.50
R1 4,522.25 4,522.25 4,502.75 4,535.50
PP 4,473.50 4,473.50 4,473.50 4,480.00
S1 4,446.75 4,446.75 4,488.75 4,460.00
S2 4,398.00 4,398.00 4,482.00
S3 4,322.50 4,371.25 4,475.00
S4 4,247.00 4,295.75 4,454.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,532.25 4,452.50 79.75 1.8% 32.25 0.7% 73% True False 9,607
10 4,532.25 4,338.50 193.75 4.3% 43.00 1.0% 89% True False 8,822
20 4,532.25 4,338.50 193.75 4.3% 35.00 0.8% 89% True False 6,419
40 4,532.25 4,214.25 318.00 7.0% 40.75 0.9% 93% True False 4,050
60 4,532.25 4,117.00 415.25 9.2% 38.75 0.9% 95% True False 3,019
80 4,532.25 4,011.25 521.00 11.6% 42.00 0.9% 96% True False 2,326
100 4,532.25 4,011.25 521.00 11.6% 41.00 0.9% 96% True False 2,013
120 4,532.25 3,824.00 708.25 15.7% 40.50 0.9% 97% True False 1,936
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 10.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,662.00
2.618 4,612.00
1.618 4,581.50
1.000 4,562.75
0.618 4,551.00
HIGH 4,532.25
0.618 4,520.50
0.500 4,517.00
0.382 4,513.50
LOW 4,501.75
0.618 4,483.00
1.000 4,471.25
1.618 4,452.50
2.618 4,422.00
4.250 4,372.00
Fisher Pivots for day following 31-Aug-2021
Pivot 1 day 3 day
R1 4,517.00 4,504.50
PP 4,515.00 4,498.50
S1 4,512.75 4,492.50

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

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