E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 4,390.50 4,381.00 -9.50 -0.2% 4,349.00
High 4,407.75 4,407.50 -0.25 0.0% 4,421.50
Low 4,376.25 4,344.00 -32.25 -0.7% 4,267.50
Close 4,382.25 4,351.00 -31.25 -0.7% 4,382.25
Range 31.50 63.50 32.00 101.6% 154.00
ATR 64.47 64.40 -0.07 -0.1% 0.00
Volume 1,428,160 1,245,705 -182,455 -12.8% 8,823,328
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,558.00 4,518.00 4,386.00
R3 4,494.50 4,454.50 4,368.50
R2 4,431.00 4,431.00 4,362.75
R1 4,391.00 4,391.00 4,356.75 4,379.25
PP 4,367.50 4,367.50 4,367.50 4,361.50
S1 4,327.50 4,327.50 4,345.25 4,315.75
S2 4,304.00 4,304.00 4,339.25
S3 4,240.50 4,264.00 4,333.50
S4 4,177.00 4,200.50 4,316.00
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 4,269.00 152.50 3.5% 67.25 1.5% 54% False False 1,586,739
10 4,442.00 4,260.00 182.00 4.2% 77.25 1.8% 50% False False 1,883,491
20 4,479.50 4,260.00 219.50 5.0% 71.25 1.6% 41% False False 1,822,062
40 4,539.50 4,260.00 279.50 6.4% 56.50 1.3% 33% False False 1,040,226
60 4,539.50 4,214.25 325.25 7.5% 50.00 1.1% 42% False False 694,457
80 4,539.50 4,117.00 422.50 9.7% 47.50 1.1% 55% False False 521,154
100 4,539.50 4,065.00 474.50 10.9% 45.00 1.0% 60% False False 416,992
120 4,539.50 4,011.25 528.25 12.1% 46.00 1.1% 64% False False 347,527
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 18.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,677.50
2.618 4,573.75
1.618 4,510.25
1.000 4,471.00
0.618 4,446.75
HIGH 4,407.50
0.618 4,383.25
0.500 4,375.75
0.382 4,368.25
LOW 4,344.00
0.618 4,304.75
1.000 4,280.50
1.618 4,241.25
2.618 4,177.75
4.250 4,074.00
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 4,375.75 4,382.75
PP 4,367.50 4,372.25
S1 4,359.25 4,361.50

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

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