E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 02-Dec-2021

Day Change Summary
	Previous	Current
	01-Dec-2021	02-Dec-2021	Change	Change %	Previous Week
Open	4,587.50	4,514.75	-72.75	-1.6%	4,701.00
High	4,650.75	4,593.75	-57.00	-1.2%	4,740.50
Low	4,497.75	4,505.50	7.75	0.2%	4,577.25
Close	4,508.50	4,575.75	67.25	1.5%	4,595.75
Range	153.00	88.25	-64.75	-42.3%	163.25
ATR	63.05	64.85	1.80	2.9%	0.00
Volume	2,670,344	2,587,324	-83,020	-3.1%	7,034,616

Daily Pivots for day following 02-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,823.00	4,787.75	4,624.25
R3	4,734.75	4,699.50	4,600.00
R2	4,646.50	4,646.50	4,592.00
R1	4,611.25	4,611.25	4,583.75	4,629.00
PP	4,558.25	4,558.25	4,558.25	4,567.25
S1	4,523.00	4,523.00	4,567.75	4,540.50
S2	4,470.00	4,470.00	4,559.50
S3	4,381.75	4,434.75	4,551.50
S4	4,293.50	4,346.50	4,527.25

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	4,717.00	4,497.75	219.25	4.8%	114.50	2.5%	36%	False	False	2,437,272
10	4,740.50	4,497.75	242.75	5.3%	81.00	1.8%	32%	False	False	1,966,589
20	4,740.50	4,497.75	242.75	5.3%	58.00	1.3%	32%	False	False	1,573,207
40	4,740.50	4,317.25	423.25	9.2%	50.75	1.1%	61%	False	False	1,383,241
60	4,740.50	4,260.00	480.50	10.5%	57.50	1.3%	66%	False	False	1,541,194
80	4,740.50	4,260.00	480.50	10.5%	52.25	1.1%	66%	False	False	1,160,864
100	4,740.50	4,214.25	526.25	11.5%	50.00	1.1%	69%	False	False	929,207
120	4,740.50	4,117.00	623.50	13.6%	48.25	1.1%	74%	False	False	774,540

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.73
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,968.75
2.618	4,824.75
1.618	4,736.50
1.000	4,682.00
0.618	4,648.25
HIGH	4,593.75
0.618	4,560.00
0.500	4,549.50
0.382	4,539.25
LOW	4,505.50
0.618	4,451.00
1.000	4,417.25
1.618	4,362.75
2.618	4,274.50
4.250	4,130.50

Fisher Pivots for day following 02-Dec-2021
Pivot	1 day	3 day
R1	4,567.00	4,582.50
PP	4,558.25	4,580.25
S1	4,549.50	4,578.00

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