E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 12-Oct-2021

Day Change Summary
	Previous	Current
	11-Oct-2021	12-Oct-2021	Change	Change %	Previous Week
Open	4,381.00	4,347.75	-33.25	-0.8%	4,349.00
High	4,407.50	4,365.00	-42.50	-1.0%	4,421.50
Low	4,344.00	4,317.25	-26.75	-0.6%	4,267.50
Close	4,351.00	4,340.75	-10.25	-0.2%	4,382.25
Range	63.50	47.75	-15.75	-24.8%	154.00
ATR	64.40	63.21	-1.19	-1.8%	0.00
Volume	1,245,705	1,295,686	49,981	4.0%	8,823,328

Daily Pivots for day following 12-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,484.25	4,460.25	4,367.00
R3	4,436.50	4,412.50	4,354.00
R2	4,388.75	4,388.75	4,349.50
R1	4,364.75	4,364.75	4,345.25	4,353.00
PP	4,341.00	4,341.00	4,341.00	4,335.00
S1	4,317.00	4,317.00	4,336.25	4,305.00
S2	4,293.25	4,293.25	4,332.00
S3	4,245.50	4,269.25	4,327.50
S4	4,197.75	4,221.50	4,314.50

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	4,273.75	147.75	3.4%	58.50	1.3%	45%	False	False	1,515,832
10	4,421.50	4,260.00	161.50	3.7%	71.25	1.6%	50%	False	False	1,782,356
20	4,478.50	4,260.00	218.50	5.0%	70.75	1.6%	37%	False	False	1,779,216
40	4,539.50	4,260.00	279.50	6.4%	56.50	1.3%	29%	False	False	1,072,561
60	4,539.50	4,243.00	296.50	6.8%	49.25	1.1%	33%	False	False	716,018
80	4,539.50	4,117.00	422.50	9.7%	47.00	1.1%	53%	False	False	537,338
100	4,539.50	4,117.00	422.50	9.7%	44.75	1.0%	53%	False	False	429,948
120	4,539.50	4,011.25	528.25	12.2%	46.00	1.1%	62%	False	False	358,323

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	19.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,568.00
2.618	4,490.00
1.618	4,442.25
1.000	4,412.75
0.618	4,394.50
HIGH	4,365.00
0.618	4,346.75
0.500	4,341.00
0.382	4,335.50
LOW	4,317.25
0.618	4,287.75
1.000	4,269.50
1.618	4,240.00
2.618	4,192.25
4.250	4,114.25

Fisher Pivots for day following 12-Oct-2021
Pivot	1 day	3 day
R1	4,341.00	4,362.50
PP	4,341.00	4,355.25
S1	4,341.00	4,348.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols