E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 4,651.50 4,671.75 20.25 0.4% 4,608.00
High 4,676.25 4,711.75 35.50 0.8% 4,711.75
Low 4,650.75 4,667.50 16.75 0.4% 4,586.50
Close 4,673.25 4,690.25 17.00 0.4% 4,690.25
Range 25.50 44.25 18.75 73.5% 125.25
ATR 45.70 45.59 -0.10 -0.2% 0.00
Volume 1,169,886 1,459,142 289,256 24.7% 5,755,629
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,822.50 4,800.75 4,714.50
R3 4,778.25 4,756.50 4,702.50
R2 4,734.00 4,734.00 4,698.25
R1 4,712.25 4,712.25 4,694.25 4,723.00
PP 4,689.75 4,689.75 4,689.75 4,695.25
S1 4,668.00 4,668.00 4,686.25 4,679.00
S2 4,645.50 4,645.50 4,682.25
S3 4,601.25 4,623.75 4,678.00
S4 4,557.00 4,579.50 4,666.00
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 5,038.50 4,989.75 4,759.25
R3 4,913.25 4,864.50 4,724.75
R2 4,788.00 4,788.00 4,713.25
R1 4,739.25 4,739.25 4,701.75 4,763.50
PP 4,662.75 4,662.75 4,662.75 4,675.00
S1 4,614.00 4,614.00 4,678.75 4,638.50
S2 4,537.50 4,537.50 4,667.25
S3 4,412.25 4,488.75 4,655.75
S4 4,287.00 4,363.50 4,621.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,711.75 4,586.50 125.25 2.7% 36.00 0.8% 83% True False 1,151,125
10 4,711.75 4,522.50 189.25 4.0% 37.50 0.8% 89% True False 1,192,165
20 4,711.75 4,317.25 394.50 8.4% 42.25 0.9% 95% True False 1,182,978
40 4,711.75 4,260.00 451.75 9.6% 56.25 1.2% 95% True False 1,532,076
60 4,711.75 4,260.00 451.75 9.6% 50.75 1.1% 95% True False 1,067,083
80 4,711.75 4,214.25 497.50 10.6% 48.00 1.0% 96% True False 801,027
100 4,711.75 4,117.00 594.75 12.7% 46.25 1.0% 96% True False 641,075
120 4,711.75 4,036.75 675.00 14.4% 44.50 1.0% 97% True False 534,276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,899.75
2.618 4,827.50
1.618 4,783.25
1.000 4,756.00
0.618 4,739.00
HIGH 4,711.75
0.618 4,694.75
0.500 4,689.50
0.382 4,684.50
LOW 4,667.50
0.618 4,640.25
1.000 4,623.25
1.618 4,596.00
2.618 4,551.75
4.250 4,479.50
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 4,690.00 4,681.00
PP 4,689.75 4,671.75
S1 4,689.50 4,662.50

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

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