E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 28-Sep-2021

Day Change Summary
	Previous	Current
	27-Sep-2021	28-Sep-2021	Change	Change %	Previous Week
Open	4,446.00	4,429.75	-16.25	-0.4%	4,411.75
High	4,472.00	4,442.00	-30.00	-0.7%	4,455.00
Low	4,425.00	4,334.75	-90.25	-2.0%	4,293.75
Close	4,433.00	4,343.50	-89.50	-2.0%	4,445.75
Range	47.00	107.25	60.25	128.2%	161.25
ATR	52.77	56.66	3.89	7.4%	0.00
Volume	1,306,188	2,307,037	1,000,849	76.6%	9,049,631

Daily Pivots for day following 28-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,695.25	4,626.50	4,402.50
R3	4,588.00	4,519.25	4,373.00
R2	4,480.75	4,480.75	4,363.25
R1	4,412.00	4,412.00	4,353.25	4,392.75
PP	4,373.50	4,373.50	4,373.50	4,363.75
S1	4,304.75	4,304.75	4,333.75	4,285.50
S2	4,266.25	4,266.25	4,323.75
S3	4,159.00	4,197.50	4,314.00
S4	4,051.75	4,090.25	4,284.50

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,882.00	4,825.00	4,534.50
R3	4,720.75	4,663.75	4,490.00
R2	4,559.50	4,559.50	4,475.25
R1	4,502.50	4,502.50	4,460.50	4,531.00
PP	4,398.25	4,398.25	4,398.25	4,412.50
S1	4,341.25	4,341.25	4,431.00	4,369.75
S2	4,237.00	4,237.00	4,416.25
S3	4,075.75	4,180.00	4,401.50
S4	3,914.50	4,018.75	4,357.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,472.00	4,321.25	150.75	3.5%	70.25	1.6%	15%	False	False	1,602,102
10	4,478.50	4,293.75	184.75	4.3%	70.25	1.6%	27%	False	False	1,776,077
20	4,539.50	4,293.75	245.75	5.7%	54.50	1.3%	20%	False	False	1,250,130
40	4,539.50	4,293.75	245.75	5.7%	45.25	1.0%	20%	False	False	627,943
60	4,539.50	4,214.25	325.25	7.5%	45.50	1.0%	40%	False	False	419,209
80	4,539.50	4,117.00	422.50	9.7%	42.50	1.0%	54%	False	False	314,616
100	4,539.50	4,011.25	528.25	12.2%	44.50	1.0%	63%	False	False	251,749
120	4,539.50	4,011.25	528.25	12.2%	43.25	1.0%	63%	False	False	210,020

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.75
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,897.75
2.618	4,722.75
1.618	4,615.50
1.000	4,549.25
0.618	4,508.25
HIGH	4,442.00
0.618	4,401.00
0.500	4,388.50
0.382	4,375.75
LOW	4,334.75
0.618	4,268.50
1.000	4,227.50
1.618	4,161.25
2.618	4,054.00
4.250	3,879.00

Fisher Pivots for day following 28-Sep-2021
Pivot	1 day	3 day
R1	4,388.50	4,403.50
PP	4,373.50	4,383.50
S1	4,358.50	4,363.50

Download as Excel Spreadsheet

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

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