E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 14-Sep-2021

Day Change Summary
	Previous	Current
	13-Sep-2021	14-Sep-2021	Change	Change %	Previous Week
Open	4,451.75	4,465.75	14.00	0.3%	4,523.25
High	4,483.50	4,479.50	-4.00	-0.1%	4,538.50
Low	4,434.50	4,425.25	-9.25	-0.2%	4,447.25
Close	4,459.50	4,434.75	-24.75	-0.6%	4,449.00
Range	49.00	54.25	5.25	10.7%	91.25
ATR	39.03	40.12	1.09	2.8%	0.00
Volume	2,427,929	2,152,610	-275,319	-11.3%	2,586,994

Daily Pivots for day following 14-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,609.25	4,576.25	4,464.50
R3	4,555.00	4,522.00	4,449.75
R2	4,500.75	4,500.75	4,444.75
R1	4,467.75	4,467.75	4,439.75	4,457.00
PP	4,446.50	4,446.50	4,446.50	4,441.25
S1	4,413.50	4,413.50	4,429.75	4,403.00
S2	4,392.25	4,392.25	4,424.75
S3	4,338.00	4,359.25	4,419.75
S4	4,283.75	4,305.00	4,405.00

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,752.00	4,691.75	4,499.25
R3	4,660.75	4,600.50	4,474.00
R2	4,569.50	4,569.50	4,465.75
R1	4,509.25	4,509.25	4,457.25	4,493.75
PP	4,478.25	4,478.25	4,478.25	4,470.50
S1	4,418.00	4,418.00	4,440.75	4,402.50
S2	4,387.00	4,387.00	4,432.25
S3	4,295.75	4,326.75	4,424.00
S4	4,204.50	4,235.50	4,398.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,519.75	4,425.25	94.50	2.1%	48.25	1.1%	10%	False	True	1,419,886
10	4,539.50	4,425.25	114.25	2.6%	38.75	0.9%	8%	False	True	724,184
20	4,539.50	4,338.50	201.00	4.5%	42.25	1.0%	48%	False	False	365,906
40	4,539.50	4,243.00	296.50	6.7%	38.25	0.9%	65%	False	False	184,419
60	4,539.50	4,117.00	422.50	9.5%	39.25	0.9%	75%	False	False	123,379
80	4,539.50	4,117.00	422.50	9.5%	38.25	0.9%	75%	False	False	92,631
100	4,539.50	4,011.25	528.25	11.9%	41.00	0.9%	80%	False	False	74,145
120	4,539.50	3,824.00	715.50	16.1%	40.50	0.9%	85%	False	False	62,152

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	13.98
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,710.00
2.618	4,621.50
1.618	4,567.25
1.000	4,533.75
0.618	4,513.00
HIGH	4,479.50
0.618	4,458.75
0.500	4,452.50
0.382	4,446.00
LOW	4,425.25
0.618	4,391.75
1.000	4,371.00
1.618	4,337.50
2.618	4,283.25
4.250	4,194.75

Fisher Pivots for day following 14-Sep-2021
Pivot	1 day	3 day
R1	4,452.50	4,467.25
PP	4,446.50	4,456.50
S1	4,440.50	4,445.50

Download as Excel Spreadsheet

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

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