E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	4,564.75	4,563.75	-1.00	0.0%	4,465.50
High	4,590.00	4,576.75	-13.25	-0.3%	4,551.50
Low	4,560.75	4,543.75	-17.00	-0.4%	4,436.25
Close	4,565.25	4,544.50	-20.75	-0.5%	4,536.50
Range	29.25	33.00	3.75	12.8%	115.25
ATR	51.91	50.56	-1.35	-2.6%	0.00
Volume	1,257,346	1,263,181	5,835	0.5%	5,374,483

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,654.00	4,632.25	4,562.75
R3	4,621.00	4,599.25	4,553.50
R2	4,588.00	4,588.00	4,550.50
R1	4,566.25	4,566.25	4,547.50	4,560.50
PP	4,555.00	4,555.00	4,555.00	4,552.25
S1	4,533.25	4,533.25	4,541.50	4,527.50
S2	4,522.00	4,522.00	4,538.50
S3	4,489.00	4,500.25	4,535.50
S4	4,456.00	4,467.25	4,526.25

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,853.75	4,810.50	4,600.00
R3	4,738.50	4,695.25	4,568.25
R2	4,623.25	4,623.25	4,557.75
R1	4,580.00	4,580.00	4,547.00	4,601.50
PP	4,508.00	4,508.00	4,508.00	4,519.00
S1	4,464.75	4,464.75	4,526.00	4,486.50
S2	4,392.75	4,392.75	4,515.25
S3	4,277.50	4,349.50	4,504.75
S4	4,162.25	4,234.25	4,473.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,590.00	4,510.25	79.75	1.8%	35.00	0.8%	43%	False	False	1,161,238
10	4,590.00	4,354.00	236.00	5.2%	41.75	0.9%	81%	False	False	1,137,600
20	4,590.00	4,260.00	330.00	7.3%	57.00	1.3%	86%	False	False	1,437,816
40	4,590.00	4,260.00	330.00	7.3%	56.00	1.2%	86%	False	False	1,389,002
60	4,590.00	4,260.00	330.00	7.3%	49.00	1.1%	86%	False	False	928,141
80	4,590.00	4,214.25	375.75	8.3%	48.25	1.1%	88%	False	False	696,526
100	4,590.00	4,117.00	473.00	10.4%	45.50	1.0%	90%	False	False	557,412
120	4,590.00	4,011.25	578.75	12.7%	46.75	1.0%	92%	False	False	464,551

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	9.05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,717.00
2.618	4,663.25
1.618	4,630.25
1.000	4,609.75
0.618	4,597.25
HIGH	4,576.75
0.618	4,564.25
0.500	4,560.25
0.382	4,556.25
LOW	4,543.75
0.618	4,523.25
1.000	4,510.75
1.618	4,490.25
2.618	4,457.25
4.250	4,403.50

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	4,560.25	4,556.25
PP	4,555.00	4,552.25
S1	4,549.75	4,548.50

Download as Excel Spreadsheet

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

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