E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 08-Oct-2021

Day Change Summary
	Previous	Current
	07-Oct-2021	08-Oct-2021	Change	Change %	Previous Week
Open	4,355.25	4,390.50	35.25	0.8%	4,349.00
High	4,421.50	4,407.75	-13.75	-0.3%	4,421.50
Low	4,355.00	4,376.25	21.25	0.5%	4,267.50
Close	4,390.00	4,382.25	-7.75	-0.2%	4,382.25
Range	66.50	31.50	-35.00	-52.6%	154.00
ATR	67.00	64.47	-2.54	-3.8%	0.00
Volume	1,406,808	1,428,160	21,352	1.5%	8,823,328

Daily Pivots for day following 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,483.25	4,464.25	4,399.50
R3	4,451.75	4,432.75	4,391.00
R2	4,420.25	4,420.25	4,388.00
R1	4,401.25	4,401.25	4,385.25	4,395.00
PP	4,388.75	4,388.75	4,388.75	4,385.50
S1	4,369.75	4,369.75	4,379.25	4,363.50
S2	4,357.25	4,357.25	4,376.50
S3	4,325.75	4,338.25	4,373.50
S4	4,294.25	4,306.75	4,365.00

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,819.00	4,754.75	4,467.00
R3	4,665.00	4,600.75	4,424.50
R2	4,511.00	4,511.00	4,410.50
R1	4,446.75	4,446.75	4,396.25	4,479.00
PP	4,357.00	4,357.00	4,357.00	4,373.25
S1	4,292.75	4,292.75	4,368.25	4,325.00
S2	4,203.00	4,203.00	4,354.00
S3	4,049.00	4,138.75	4,340.00
S4	3,895.00	3,984.75	4,297.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,421.50	4,267.50	154.00	3.5%	73.50	1.7%	75%	False	False	1,764,665
10	4,472.00	4,260.00	212.00	4.8%	75.50	1.7%	58%	False	False	1,889,539
20	4,483.50	4,260.00	223.50	5.1%	70.50	1.6%	55%	False	False	1,881,174
40	4,539.50	4,260.00	279.50	6.4%	55.25	1.3%	44%	False	False	1,009,136
60	4,539.50	4,214.25	325.25	7.4%	49.75	1.1%	52%	False	False	673,709
80	4,539.50	4,117.00	422.50	9.6%	47.25	1.1%	63%	False	False	505,599
100	4,539.50	4,036.75	502.75	11.5%	45.00	1.0%	69%	False	False	404,536
120	4,539.50	4,011.25	528.25	12.1%	46.00	1.0%	70%	False	False	337,147

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	18.43
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	4,541.50
2.618	4,490.25
1.618	4,458.75
1.000	4,439.25
0.618	4,427.25
HIGH	4,407.75
0.618	4,395.75
0.500	4,392.00
0.382	4,388.25
LOW	4,376.25
0.618	4,356.75
1.000	4,344.75
1.618	4,325.25
2.618	4,293.75
4.250	4,242.50

Fisher Pivots for day following 08-Oct-2021
Pivot	1 day	3 day
R1	4,392.00	4,370.75
PP	4,388.75	4,359.25
S1	4,385.50	4,347.50

Download as Excel Spreadsheet

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

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