E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 06-Oct-2021

Day Change Summary
	Previous	Current
	05-Oct-2021	06-Oct-2021	Change	Change %	Previous Week
Open	4,295.75	4,334.00	38.25	0.9%	4,446.00
High	4,359.75	4,357.50	-2.25	-0.1%	4,472.00
Low	4,269.00	4,273.75	4.75	0.1%	4,260.00
Close	4,334.00	4,354.00	20.00	0.5%	4,343.75
Range	90.75	83.75	-7.00	-7.7%	212.00
ATR	65.67	66.96	1.29	2.0%	0.00
Volume	1,650,217	2,202,805	552,588	33.5%	10,072,069

Daily Pivots for day following 06-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,579.75	4,550.50	4,400.00
R3	4,496.00	4,466.75	4,377.00
R2	4,412.25	4,412.25	4,369.25
R1	4,383.00	4,383.00	4,361.75	4,397.50
PP	4,328.50	4,328.50	4,328.50	4,335.75
S1	4,299.25	4,299.25	4,346.25	4,314.00
S2	4,244.75	4,244.75	4,338.75
S3	4,161.00	4,215.50	4,331.00
S4	4,077.25	4,131.75	4,308.00

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,994.50	4,881.25	4,460.25
R3	4,782.50	4,669.25	4,402.00
R2	4,570.50	4,570.50	4,382.50
R1	4,457.25	4,457.25	4,363.25	4,408.00
PP	4,358.50	4,358.50	4,358.50	4,334.00
S1	4,245.25	4,245.25	4,324.25	4,196.00
S2	4,146.50	4,146.50	4,305.00
S3	3,934.50	4,033.25	4,285.50
S4	3,722.50	3,821.25	4,227.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,389.00	4,260.00	129.00	3.0%	94.00	2.2%	73%	False	False	2,126,295
10	4,472.00	4,260.00	212.00	4.9%	77.00	1.8%	44%	False	False	1,868,986
20	4,519.75	4,260.00	259.75	6.0%	70.75	1.6%	36%	False	False	1,857,100
40	4,539.50	4,260.00	279.50	6.4%	54.00	1.2%	34%	False	False	938,486
60	4,539.50	4,214.25	325.25	7.5%	49.25	1.1%	43%	False	False	626,518
80	4,539.50	4,117.00	422.50	9.7%	47.00	1.1%	56%	False	False	470,190
100	4,539.50	4,036.75	502.75	11.5%	45.25	1.0%	63%	False	False	376,189
120	4,539.50	4,011.25	528.25	12.1%	45.75	1.1%	65%	False	False	313,523

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	18.40
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,713.50
2.618	4,576.75
1.618	4,493.00
1.000	4,441.25
0.618	4,409.25
HIGH	4,357.50
0.618	4,325.50
0.500	4,315.50
0.382	4,305.75
LOW	4,273.75
0.618	4,222.00
1.000	4,190.00
1.618	4,138.25
2.618	4,054.50
4.250	3,917.75

Fisher Pivots for day following 06-Oct-2021
Pivot	1 day	3 day
R1	4,341.25	4,341.00
PP	4,328.50	4,327.75
S1	4,315.50	4,314.75

Download as Excel Spreadsheet

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

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