E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 13-Oct-2021
Day Change Summary
Previous Current
12-Oct-2021 13-Oct-2021 Change Change % Previous Week
Open 4,347.75 4,327.50 -20.25 -0.5% 4,349.00
High 4,365.00 4,364.75 -0.25 0.0% 4,421.50
Low 4,317.25 4,318.75 1.50 0.0% 4,267.50
Close 4,340.75 4,355.00 14.25 0.3% 4,382.25
Range 47.75 46.00 -1.75 -3.7% 154.00
ATR 63.21 61.98 -1.23 -1.9% 0.00
Volume 1,295,686 1,372,482 76,796 5.9% 8,823,328
Daily Pivots for day following 13-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,484.25 4,465.50 4,380.25
R3 4,438.25 4,419.50 4,367.75
R2 4,392.25 4,392.25 4,363.50
R1 4,373.50 4,373.50 4,359.25 4,383.00
PP 4,346.25 4,346.25 4,346.25 4,350.75
S1 4,327.50 4,327.50 4,350.75 4,337.00
S2 4,300.25 4,300.25 4,346.50
S3 4,254.25 4,281.50 4,342.25
S4 4,208.25 4,235.50 4,329.75
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 4,317.25 104.25 2.4% 51.00 1.2% 36% False False 1,349,768
10 4,421.50 4,260.00 161.50 3.7% 72.50 1.7% 59% False False 1,738,031
20 4,478.50 4,260.00 218.50 5.0% 70.50 1.6% 43% False False 1,765,838
40 4,539.50 4,260.00 279.50 6.4% 56.25 1.3% 34% False False 1,106,808
60 4,539.50 4,260.00 279.50 6.4% 48.75 1.1% 34% False False 738,868
80 4,539.50 4,196.50 343.00 7.9% 46.50 1.1% 46% False False 554,485
100 4,539.50 4,117.00 422.50 9.7% 44.75 1.0% 56% False False 443,672
120 4,539.50 4,011.25 528.25 12.1% 46.00 1.1% 65% False False 369,760
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,560.25
2.618 4,485.25
1.618 4,439.25
1.000 4,410.75
0.618 4,393.25
HIGH 4,364.75
0.618 4,347.25
0.500 4,341.75
0.382 4,336.25
LOW 4,318.75
0.618 4,290.25
1.000 4,272.75
1.618 4,244.25
2.618 4,198.25
4.250 4,123.25
Fisher Pivots for day following 13-Oct-2021
Pivot 1 day 3 day
R1 4,350.50 4,362.50
PP 4,346.25 4,360.00
S1 4,341.75 4,357.50

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

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