E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 23-Nov-2021
Day Change Summary
Previous Current
22-Nov-2021 23-Nov-2021 Change Change % Previous Week
Open 4,701.00 4,686.00 -15.00 -0.3% 4,684.75
High 4,740.50 4,695.50 -45.00 -0.9% 4,723.50
Low 4,674.25 4,649.00 -25.25 -0.5% 4,667.00
Close 4,679.75 4,688.50 8.75 0.2% 4,694.50
Range 66.25 46.50 -19.75 -29.8% 56.50
ATR 42.23 42.54 0.30 0.7% 0.00
Volume 1,685,386 1,872,492 187,106 11.1% 5,660,494
Daily Pivots for day following 23-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,817.25 4,799.25 4,714.00
R3 4,770.75 4,752.75 4,701.25
R2 4,724.25 4,724.25 4,697.00
R1 4,706.25 4,706.25 4,692.75 4,715.25
PP 4,677.75 4,677.75 4,677.75 4,682.00
S1 4,659.75 4,659.75 4,684.25 4,668.75
S2 4,631.25 4,631.25 4,680.00
S3 4,584.75 4,613.25 4,675.75
S4 4,538.25 4,566.75 4,663.00
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 4,649.00 91.50 2.0% 42.50 0.9% 43% False True 1,425,532
10 4,740.50 4,625.25 115.25 2.5% 40.25 0.9% 55% False False 1,294,991
20 4,740.50 4,543.75 196.75 4.2% 38.50 0.8% 74% False False 1,243,652
40 4,740.50 4,260.00 480.50 10.2% 48.00 1.0% 89% False False 1,354,548
60 4,740.50 4,260.00 480.50 10.2% 50.00 1.1% 89% False False 1,319,742
80 4,740.50 4,260.00 480.50 10.2% 46.50 1.0% 89% False False 991,245
100 4,740.50 4,214.25 526.25 11.2% 46.50 1.0% 90% False False 793,345
120 4,740.50 4,117.00 623.50 13.3% 44.25 0.9% 92% False False 661,260
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 11.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,893.00
2.618 4,817.25
1.618 4,770.75
1.000 4,742.00
0.618 4,724.25
HIGH 4,695.50
0.618 4,677.75
0.500 4,672.25
0.382 4,666.75
LOW 4,649.00
0.618 4,620.25
1.000 4,602.50
1.618 4,573.75
2.618 4,527.25
4.250 4,451.50
Fisher Pivots for day following 23-Nov-2021
Pivot 1 day 3 day
R1 4,683.00 4,694.75
PP 4,677.75 4,692.75
S1 4,672.25 4,690.50

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

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