E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 11-Nov-2021

Day Change Summary
	Previous	Current
	10-Nov-2021	11-Nov-2021	Change	Change %	Previous Week
Open	4,674.75	4,645.00	-29.75	-0.6%	4,608.00
High	4,680.25	4,661.50	-18.75	-0.4%	4,711.75
Low	4,625.25	4,638.00	12.75	0.3%	4,586.50
Close	4,642.00	4,643.00	1.00	0.0%	4,690.25
Range	55.00	23.50	-31.50	-57.3%	125.25
ATR	44.80	43.28	-1.52	-3.4%	0.00
Volume	1,639,098	936,857	-702,241	-42.8%	5,755,629

Daily Pivots for day following 11-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,718.00	4,704.00	4,656.00
R3	4,694.50	4,680.50	4,649.50
R2	4,671.00	4,671.00	4,647.25
R1	4,657.00	4,657.00	4,645.25	4,652.25
PP	4,647.50	4,647.50	4,647.50	4,645.00
S1	4,633.50	4,633.50	4,640.75	4,628.75
S2	4,624.00	4,624.00	4,638.75
S3	4,600.50	4,610.00	4,636.50
S4	4,577.00	4,586.50	4,630.00

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	4,625.25	86.50	1.9%	38.25	0.8%	21%	False	False	1,265,071
10	4,711.75	4,559.25	152.50	3.3%	37.00	0.8%	55%	False	False	1,204,012
20	4,711.75	4,426.25	285.50	6.1%	37.50	0.8%	76%	False	False	1,167,372
40	4,711.75	4,260.00	451.75	9.7%	55.00	1.2%	85%	False	False	1,460,971
60	4,711.75	4,260.00	451.75	9.7%	50.25	1.1%	85%	False	False	1,147,966
80	4,711.75	4,260.00	451.75	9.7%	46.25	1.0%	85%	False	False	861,785
100	4,711.75	4,214.25	497.50	10.7%	45.25	1.0%	86%	False	False	689,700
120	4,711.75	4,117.00	594.75	12.8%	43.75	0.9%	88%	False	False	574,826

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.95
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	4,761.50
2.618	4,723.00
1.618	4,699.50
1.000	4,685.00
0.618	4,676.00
HIGH	4,661.50
0.618	4,652.50
0.500	4,649.75
0.382	4,647.00
LOW	4,638.00
0.618	4,623.50
1.000	4,614.50
1.618	4,600.00
2.618	4,576.50
4.250	4,538.00

Fisher Pivots for day following 11-Nov-2021
Pivot	1 day	3 day
R1	4,649.75	4,663.00
PP	4,647.50	4,656.25
S1	4,645.25	4,649.50

Download as Excel Spreadsheet

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

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