E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 4,475.75 4,516.00 40.25 0.9% 4,381.00
High 4,517.50 4,532.25 14.75 0.3% 4,467.50
Low 4,471.75 4,504.00 32.25 0.7% 4,317.25
Close 4,511.25 4,528.00 16.75 0.4% 4,462.50
Range 45.75 28.25 -17.50 -38.3% 150.25
ATR 59.53 57.30 -2.23 -3.8% 0.00
Volume 1,018,177 1,006,857 -11,320 -1.1% 6,363,439
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,606.25 4,595.25 4,543.50
R3 4,578.00 4,567.00 4,535.75
R2 4,549.75 4,549.75 4,533.25
R1 4,538.75 4,538.75 4,530.50 4,544.25
PP 4,521.50 4,521.50 4,521.50 4,524.00
S1 4,510.50 4,510.50 4,525.50 4,516.00
S2 4,493.25 4,493.25 4,522.75
S3 4,465.00 4,482.25 4,520.25
S4 4,436.75 4,454.00 4,512.50
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,866.50 4,814.75 4,545.25
R3 4,716.25 4,664.50 4,503.75
R2 4,566.00 4,566.00 4,490.00
R1 4,514.25 4,514.25 4,476.25 4,540.00
PP 4,415.75 4,415.75 4,415.75 4,428.75
S1 4,364.00 4,364.00 4,448.75 4,390.00
S2 4,265.50 4,265.50 4,435.00
S3 4,115.25 4,213.75 4,421.25
S4 3,965.00 4,063.50 4,379.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,532.25 4,354.00 178.25 3.9% 48.50 1.1% 98% True False 1,113,963
10 4,532.25 4,317.25 215.00 4.7% 49.75 1.1% 98% True False 1,231,865
20 4,532.25 4,260.00 272.25 6.0% 63.25 1.4% 98% True False 1,550,425
40 4,539.50 4,260.00 279.50 6.2% 55.50 1.2% 96% False False 1,245,048
60 4,539.50 4,260.00 279.50 6.2% 49.25 1.1% 96% False False 831,572
80 4,539.50 4,214.25 325.25 7.2% 48.00 1.1% 96% False False 624,048
100 4,539.50 4,117.00 422.50 9.3% 45.50 1.0% 97% False False 499,365
120 4,539.50 4,011.25 528.25 11.7% 47.00 1.0% 98% False False 416,175
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.48
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 4,652.25
2.618 4,606.25
1.618 4,578.00
1.000 4,560.50
0.618 4,549.75
HIGH 4,532.25
0.618 4,521.50
0.500 4,518.00
0.382 4,514.75
LOW 4,504.00
0.618 4,486.50
1.000 4,475.75
1.618 4,458.25
2.618 4,430.00
4.250 4,384.00
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 4,524.75 4,513.50
PP 4,521.50 4,498.75
S1 4,518.00 4,484.25

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

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