E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 22-Nov-2021

Day Change Summary
	Previous	Current
	19-Nov-2021	22-Nov-2021	Change	Change %	Previous Week
Open	4,705.25	4,701.00	-4.25	-0.1%	4,684.75
High	4,723.50	4,740.50	17.00	0.4%	4,723.50
Low	4,684.25	4,674.25	-10.00	-0.2%	4,667.00
Close	4,694.50	4,679.75	-14.75	-0.3%	4,694.50
Range	39.25	66.25	27.00	68.8%	56.50
ATR	40.38	42.23	1.85	4.6%	0.00
Volume	1,344,893	1,685,386	340,493	25.3%	5,660,494

Daily Pivots for day following 22-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,897.00	4,854.50	4,716.25
R3	4,830.75	4,788.25	4,698.00
R2	4,764.50	4,764.50	4,692.00
R1	4,722.00	4,722.00	4,685.75	4,710.00
PP	4,698.25	4,698.25	4,698.25	4,692.25
S1	4,655.75	4,655.75	4,673.75	4,644.00
S2	4,632.00	4,632.00	4,667.50
S3	4,565.75	4,589.50	4,661.50
S4	4,499.50	4,523.25	4,643.25

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,864.50	4,836.00	4,725.50
R3	4,808.00	4,779.50	4,710.00
R2	4,751.50	4,751.50	4,704.75
R1	4,723.00	4,723.00	4,699.75	4,737.25
PP	4,695.00	4,695.00	4,695.00	4,702.00
S1	4,666.50	4,666.50	4,689.25	4,680.75
S2	4,638.50	4,638.50	4,684.25
S3	4,582.00	4,610.00	4,679.00
S4	4,525.50	4,553.50	4,663.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,740.50	4,668.00	72.50	1.5%	41.00	0.9%	16%	True	False	1,259,751
10	4,740.50	4,625.25	115.25	2.5%	39.25	0.8%	47%	True	False	1,236,728
20	4,740.50	4,543.75	196.75	4.2%	37.75	0.8%	69%	True	False	1,212,895
40	4,740.50	4,260.00	480.50	10.3%	49.50	1.1%	87%	True	False	1,365,411
60	4,740.50	4,260.00	480.50	10.3%	49.75	1.1%	87%	True	False	1,288,649
80	4,740.50	4,260.00	480.50	10.3%	46.50	1.0%	87%	True	False	967,862
100	4,740.50	4,214.25	526.25	11.2%	46.50	1.0%	88%	True	False	774,641
120	4,740.50	4,117.00	623.50	13.3%	44.25	0.9%	90%	True	False	645,657

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.50
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	5,022.00
2.618	4,914.00
1.618	4,847.75
1.000	4,806.75
0.618	4,781.50
HIGH	4,740.50
0.618	4,715.25
0.500	4,707.50
0.382	4,699.50
LOW	4,674.25
0.618	4,633.25
1.000	4,608.00
1.618	4,567.00
2.618	4,500.75
4.250	4,392.75

Fisher Pivots for day following 22-Nov-2021
Pivot	1 day	3 day
R1	4,707.50	4,704.25
PP	4,698.25	4,696.00
S1	4,689.00	4,688.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols