E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 01-Sep-2021
Day Change Summary
Previous Current
31-Aug-2021 01-Sep-2021 Change Change % Previous Week
Open 4,518.75 4,518.25 -0.50 0.0% 4,426.00
High 4,532.25 4,530.00 -2.25 0.0% 4,500.00
Low 4,501.75 4,509.75 8.00 0.2% 4,424.50
Close 4,510.75 4,511.50 0.75 0.0% 4,495.75
Range 30.50 20.25 -10.25 -33.6% 75.50
ATR 38.54 37.24 -1.31 -3.4% 0.00
Volume 14,553 19,992 5,439 37.4% 48,368
Daily Pivots for day following 01-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,577.75 4,565.00 4,522.75
R3 4,557.50 4,544.75 4,517.00
R2 4,537.25 4,537.25 4,515.25
R1 4,524.50 4,524.50 4,513.25 4,520.75
PP 4,517.00 4,517.00 4,517.00 4,515.25
S1 4,504.25 4,504.25 4,509.75 4,500.50
S2 4,496.75 4,496.75 4,507.75
S3 4,476.50 4,484.00 4,506.00
S4 4,456.25 4,463.75 4,500.25
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% 32.00 0.7% 74% False False 12,198
10 4,532.25 4,338.50 193.75 4.3% 38.25 0.8% 89% False False 10,197
20 4,532.25 4,338.50 193.75 4.3% 34.75 0.8% 89% False False 7,334
40 4,532.25 4,214.25 318.00 7.0% 40.50 0.9% 93% False False 4,521
60 4,532.25 4,117.00 415.25 9.2% 38.50 0.9% 95% False False 3,350
80 4,532.25 4,011.25 521.00 11.5% 41.50 0.9% 96% False False 2,556
100 4,532.25 4,011.25 521.00 11.5% 41.00 0.9% 96% False False 2,213
120 4,532.25 3,824.00 708.25 15.7% 40.50 0.9% 97% False False 2,102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.40
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,616.00
2.618 4,583.00
1.618 4,562.75
1.000 4,550.25
0.618 4,542.50
HIGH 4,530.00
0.618 4,522.25
0.500 4,520.00
0.382 4,517.50
LOW 4,509.75
0.618 4,497.25
1.000 4,489.50
1.618 4,477.00
2.618 4,456.75
4.250 4,423.75
Fisher Pivots for day following 01-Sep-2021
Pivot 1 day 3 day
R1 4,520.00 4,512.00
PP 4,517.00 4,511.75
S1 4,514.25 4,511.50

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

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