E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 01-Nov-2021
Day Change Summary
Previous Current
29-Oct-2021 01-Nov-2021 Change Change % Previous Week
Open 4,577.00 4,608.00 31.00 0.7% 4,528.75
High 4,603.50 4,619.50 16.00 0.3% 4,603.50
Low 4,559.25 4,586.50 27.25 0.6% 4,522.50
Close 4,597.00 4,605.75 8.75 0.2% 4,597.00
Range 44.25 33.00 -11.25 -25.4% 81.00
ATR 49.75 48.56 -1.20 -2.4% 0.00
Volume 1,418,280 1,071,118 -347,162 -24.5% 6,166,023
Daily Pivots for day following 01-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,703.00 4,687.25 4,624.00
R3 4,670.00 4,654.25 4,614.75
R2 4,637.00 4,637.00 4,611.75
R1 4,621.25 4,621.25 4,608.75 4,612.50
PP 4,604.00 4,604.00 4,604.00 4,599.50
S1 4,588.25 4,588.25 4,602.75 4,579.50
S2 4,571.00 4,571.00 4,599.75
S3 4,538.00 4,555.25 4,596.75
S4 4,505.00 4,522.25 4,587.50
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,817.25 4,788.25 4,641.50
R3 4,736.25 4,707.25 4,619.25
R2 4,655.25 4,655.25 4,611.75
R1 4,626.25 4,626.25 4,604.50 4,640.75
PP 4,574.25 4,574.25 4,574.25 4,581.50
S1 4,545.25 4,545.25 4,589.50 4,559.75
S2 4,493.25 4,493.25 4,582.25
S3 4,412.25 4,464.25 4,574.75
S4 4,331.25 4,383.25 4,552.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,619.50 4,543.75 75.75 1.6% 36.75 0.8% 82% True False 1,241,142
10 4,619.50 4,471.75 147.75 3.2% 37.00 0.8% 91% True False 1,151,640
20 4,619.50 4,269.00 350.50 7.6% 48.50 1.1% 96% True False 1,283,152
40 4,619.50 4,260.00 359.50 7.8% 57.00 1.2% 96% True False 1,479,638
60 4,619.50 4,260.00 359.50 7.8% 49.75 1.1% 96% True False 989,291
80 4,619.50 4,214.25 405.25 8.8% 47.75 1.0% 97% True False 742,546
100 4,619.50 4,117.00 502.50 10.9% 46.00 1.0% 97% True False 594,259
120 4,619.50 4,011.25 608.25 13.2% 45.75 1.0% 98% True False 495,243
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 10.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,759.75
2.618 4,706.00
1.618 4,673.00
1.000 4,652.50
0.618 4,640.00
HIGH 4,619.50
0.618 4,607.00
0.500 4,603.00
0.382 4,599.00
LOW 4,586.50
0.618 4,566.00
1.000 4,553.50
1.618 4,533.00
2.618 4,500.00
4.250 4,446.25
Fisher Pivots for day following 01-Nov-2021
Pivot 1 day 3 day
R1 4,604.75 4,598.00
PP 4,604.00 4,590.25
S1 4,603.00 4,582.50

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

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