E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	4,686.25	4,700.50	14.25	0.3%	4,701.00
High	4,702.25	4,717.00	14.75	0.3%	4,740.50
Low	4,656.25	4,577.25	-79.00	-1.7%	4,577.25
Close	4,699.00	4,595.75	-103.25	-2.2%	4,595.75
Range	46.00	139.75	93.75	203.8%	163.25
ATR	42.78	49.71	6.93	16.2%	0.00
Volume	1,408,571	2,068,167	659,596	46.8%	7,034,616

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	5,049.25	4,962.25	4,672.50
R3	4,909.50	4,822.50	4,634.25
R2	4,769.75	4,769.75	4,621.25
R1	4,682.75	4,682.75	4,608.50	4,656.50
PP	4,630.00	4,630.00	4,630.00	4,616.75
S1	4,543.00	4,543.00	4,583.00	4,516.50
S2	4,490.25	4,490.25	4,570.25
S3	4,350.50	4,403.25	4,557.25
S4	4,210.75	4,263.50	4,519.00

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	5,127.50	5,025.00	4,685.50
R3	4,964.25	4,861.75	4,640.75
R2	4,801.00	4,801.00	4,625.75
R1	4,698.50	4,698.50	4,610.75	4,668.00
PP	4,637.75	4,637.75	4,637.75	4,622.75
S1	4,535.25	4,535.25	4,580.75	4,505.00
S2	4,474.50	4,474.50	4,565.75
S3	4,311.25	4,372.00	4,550.75
S4	4,148.00	4,208.75	4,506.00

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	4,577.25	163.25	3.6%	67.50	1.5%	11%	False	True	1,675,901
10	4,740.50	4,577.25	163.25	3.6%	51.00	1.1%	11%	False	True	1,385,070
20	4,740.50	4,559.25	181.25	3.9%	44.00	1.0%	20%	False	False	1,294,541
40	4,740.50	4,260.00	480.50	10.5%	49.25	1.1%	70%	False	False	1,336,737
60	4,740.50	4,260.00	480.50	10.5%	52.25	1.1%	70%	False	False	1,377,112
80	4,740.50	4,260.00	480.50	10.5%	48.00	1.0%	70%	False	False	1,034,667
100	4,740.50	4,214.25	526.25	11.5%	47.50	1.0%	72%	False	False	828,075
120	4,740.50	4,117.00	623.50	13.6%	45.50	1.0%	77%	False	False	690,231

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	13.48
Widest range in 182 trading days

Fibonacci Retracements and Extensions
4.250	5,311.00
2.618	5,082.75
1.618	4,943.00
1.000	4,856.75
0.618	4,803.25
HIGH	4,717.00
0.618	4,663.50
0.500	4,647.00
0.382	4,630.75
LOW	4,577.25
0.618	4,491.00
1.000	4,437.50
1.618	4,351.25
2.618	4,211.50
4.250	3,983.25

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	4,647.00	4,647.00
PP	4,630.00	4,630.00
S1	4,613.00	4,613.00

Download as Excel Spreadsheet

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

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