E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 20-Sep-2021

Day Change Summary
	Previous	Current
	17-Sep-2021	20-Sep-2021	Change	Change %	Previous Week
Open	4,459.25	4,411.75	-47.50	-1.1%	4,451.75
High	4,472.50	4,418.00	-54.50	-1.2%	4,483.50
Low	4,406.50	4,293.75	-112.75	-2.6%	4,406.50
Close	4,421.75	4,348.25	-73.50	-1.7%	4,421.75
Range	66.00	124.25	58.25	88.3%	77.00
ATR	42.93	49.01	6.08	14.2%	0.00
Volume	1,968,041	2,711,340	743,299	37.8%	9,678,453

Daily Pivots for day following 20-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,726.00	4,661.50	4,416.50
R3	4,601.75	4,537.25	4,382.50
R2	4,477.50	4,477.50	4,371.00
R1	4,413.00	4,413.00	4,359.75	4,383.00
PP	4,353.25	4,353.25	4,353.25	4,338.50
S1	4,288.75	4,288.75	4,336.75	4,259.00
S2	4,229.00	4,229.00	4,325.50
S3	4,104.75	4,164.50	4,314.00
S4	3,980.50	4,040.25	4,280.00

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,668.25	4,622.00	4,464.00
R3	4,591.25	4,545.00	4,443.00
R2	4,514.25	4,514.25	4,435.75
R1	4,468.00	4,468.00	4,428.75	4,452.50
PP	4,437.25	4,437.25	4,437.25	4,429.50
S1	4,391.00	4,391.00	4,414.75	4,375.50
S2	4,360.25	4,360.25	4,407.75
S3	4,283.25	4,314.00	4,400.50
S4	4,206.25	4,237.00	4,379.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,479.50	4,293.75	185.75	4.3%	68.00	1.6%	29%	False	True	1,992,372
10	4,538.50	4,293.75	244.75	5.6%	56.50	1.3%	22%	False	True	1,497,678
20	4,539.50	4,293.75	245.75	5.7%	43.50	1.0%	22%	False	True	755,319
40	4,539.50	4,293.75	245.75	5.7%	40.75	0.9%	22%	False	True	379,507
60	4,539.50	4,214.25	325.25	7.5%	41.00	0.9%	41%	False	False	253,456
80	4,539.50	4,117.00	422.50	9.7%	39.75	0.9%	55%	False	False	190,241
100	4,539.50	4,011.25	528.25	12.1%	42.75	1.0%	64%	False	False	152,236
120	4,539.50	3,923.00	616.50	14.2%	41.25	0.9%	69%	False	False	127,229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.98
Widest range in 134 trading days

Fibonacci Retracements and Extensions
4.250	4,946.00
2.618	4,743.25
1.618	4,619.00
1.000	4,542.25
0.618	4,494.75
HIGH	4,418.00
0.618	4,370.50
0.500	4,356.00
0.382	4,341.25
LOW	4,293.75
0.618	4,217.00
1.000	4,169.50
1.618	4,092.75
2.618	3,968.50
4.250	3,765.75

Fisher Pivots for day following 20-Sep-2021
Pivot	1 day	3 day
R1	4,356.00	4,386.00
PP	4,353.25	4,373.50
S1	4,350.75	4,361.00

Download as Excel Spreadsheet

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

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