E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary
Previous Current
20-Oct-2021 21-Oct-2021 Change Change % Previous Week
Open 4,516.00 4,525.00 9.00 0.2% 4,381.00
High 4,532.25 4,543.25 11.00 0.2% 4,467.50
Low 4,504.00 4,510.25 6.25 0.1% 4,317.25
Close 4,528.00 4,541.75 13.75 0.3% 4,462.50
Range 28.25 33.00 4.75 16.8% 150.25
ATR 57.30 55.56 -1.74 -3.0% 0.00
Volume 1,006,857 938,565 -68,292 -6.8% 6,363,439
Daily Pivots for day following 21-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,630.75 4,619.25 4,560.00
R3 4,597.75 4,586.25 4,550.75
R2 4,564.75 4,564.75 4,547.75
R1 4,553.25 4,553.25 4,544.75 4,559.00
PP 4,531.75 4,531.75 4,531.75 4,534.50
S1 4,520.25 4,520.25 4,538.75 4,526.00
S2 4,498.75 4,498.75 4,535.75
S3 4,465.75 4,487.25 4,532.75
S4 4,432.75 4,454.25 4,523.50
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 4,543.25 4,426.25 117.00 2.6% 38.25 0.8% 99% True False 1,048,784
10 4,543.25 4,317.25 226.00 5.0% 46.50 1.0% 99% True False 1,185,041
20 4,543.25 4,260.00 283.25 6.2% 61.50 1.4% 99% True False 1,524,984
40 4,543.25 4,260.00 283.25 6.2% 55.75 1.2% 99% True False 1,268,337
60 4,543.25 4,260.00 283.25 6.2% 49.25 1.1% 99% True False 847,161
80 4,543.25 4,214.25 329.00 7.2% 48.25 1.1% 100% True False 635,772
100 4,543.25 4,117.00 426.25 9.4% 45.50 1.0% 100% True False 508,750
120 4,543.25 4,011.25 532.00 11.7% 47.00 1.0% 100% True False 423,996
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,683.50
2.618 4,629.75
1.618 4,596.75
1.000 4,576.25
0.618 4,563.75
HIGH 4,543.25
0.618 4,530.75
0.500 4,526.75
0.382 4,522.75
LOW 4,510.25
0.618 4,489.75
1.000 4,477.25
1.618 4,456.75
2.618 4,423.75
4.250 4,370.00
Fisher Pivots for day following 21-Oct-2021
Pivot 1 day 3 day
R1 4,536.75 4,530.25
PP 4,531.75 4,519.00
S1 4,526.75 4,507.50

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

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