E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 12-Nov-2021

Day Change Summary
	Previous	Current
	11-Nov-2021	12-Nov-2021	Change	Change %	Previous Week
Open	4,645.00	4,647.00	2.00	0.0%	4,678.50
High	4,661.50	4,685.50	24.00	0.5%	4,707.00
Low	4,638.00	4,643.75	5.75	0.1%	4,625.25
Close	4,643.00	4,678.25	35.25	0.8%	4,678.25
Range	23.50	41.75	18.25	77.7%	81.75
ATR	43.28	43.22	-0.06	-0.1%	0.00
Volume	936,857	1,155,591	218,734	23.3%	6,021,807

Daily Pivots for day following 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,794.50	4,778.00	4,701.25
R3	4,752.75	4,736.25	4,689.75
R2	4,711.00	4,711.00	4,686.00
R1	4,694.50	4,694.50	4,682.00	4,702.75
PP	4,669.25	4,669.25	4,669.25	4,673.25
S1	4,652.75	4,652.75	4,674.50	4,661.00
S2	4,627.50	4,627.50	4,670.50
S3	4,585.75	4,611.00	4,666.75
S4	4,544.00	4,569.25	4,655.25

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,915.50	4,878.50	4,723.25
R3	4,833.75	4,796.75	4,700.75
R2	4,752.00	4,752.00	4,693.25
R1	4,715.00	4,715.00	4,685.75	4,692.50
PP	4,670.25	4,670.25	4,670.25	4,659.00
S1	4,633.25	4,633.25	4,670.75	4,611.00
S2	4,588.50	4,588.50	4,663.25
S3	4,506.75	4,551.50	4,655.75
S4	4,425.00	4,469.75	4,633.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,707.00	4,625.25	81.75	1.7%	37.75	0.8%	65%	False	False	1,204,361
10	4,711.75	4,586.50	125.25	2.7%	37.00	0.8%	73%	False	False	1,177,743
20	4,711.75	4,436.25	275.50	5.9%	37.50	0.8%	88%	False	False	1,165,897
40	4,711.75	4,260.00	451.75	9.7%	54.50	1.2%	93%	False	False	1,440,660
60	4,711.75	4,260.00	451.75	9.7%	49.75	1.1%	93%	False	False	1,167,099
80	4,711.75	4,260.00	451.75	9.7%	46.50	1.0%	93%	False	False	876,212
100	4,711.75	4,214.25	497.50	10.6%	45.50	1.0%	93%	False	False	701,232
120	4,711.75	4,117.00	594.75	12.7%	43.75	0.9%	94%	False	False	584,455

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	True
Bear Hook	False
Bull Hook	False
Stretch	6.50
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,863.00
2.618	4,794.75
1.618	4,753.00
1.000	4,727.25
0.618	4,711.25
HIGH	4,685.50
0.618	4,669.50
0.500	4,664.50
0.382	4,659.75
LOW	4,643.75
0.618	4,618.00
1.000	4,602.00
1.618	4,576.25
2.618	4,534.50
4.250	4,466.25

Fisher Pivots for day following 12-Nov-2021
Pivot	1 day	3 day
R1	4,673.75	4,670.50
PP	4,669.25	4,663.00
S1	4,664.50	4,655.50

Download as Excel Spreadsheet

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

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