E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 03-Dec-2021
Day Change Summary
Previous Current
02-Dec-2021 03-Dec-2021 Change Change % Previous Week
Open 4,514.75 4,587.25 72.50 1.6% 4,589.00
High 4,593.75 4,606.50 12.75 0.3% 4,669.75
Low 4,505.50 4,492.00 -13.50 -0.3% 4,492.00
Close 4,575.75 4,537.50 -38.25 -0.8% 4,537.50
Range 88.25 114.50 26.25 29.7% 177.75
ATR 64.85 68.39 3.55 5.5% 0.00
Volume 2,587,324 2,747,667 160,343 6.2% 12,865,862
Daily Pivots for day following 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,888.75 4,827.75 4,600.50
R3 4,774.25 4,713.25 4,569.00
R2 4,659.75 4,659.75 4,558.50
R1 4,598.75 4,598.75 4,548.00 4,572.00
PP 4,545.25 4,545.25 4,545.25 4,532.00
S1 4,484.25 4,484.25 4,527.00 4,457.50
S2 4,430.75 4,430.75 4,516.50
S3 4,316.25 4,369.75 4,506.00
S4 4,201.75 4,255.25 4,474.50
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,099.75 4,996.25 4,635.25
R3 4,922.00 4,818.50 4,586.50
R2 4,744.25 4,744.25 4,570.00
R1 4,640.75 4,640.75 4,553.75 4,603.50
PP 4,566.50 4,566.50 4,566.50 4,547.75
S1 4,463.00 4,463.00 4,521.25 4,426.00
S2 4,388.75 4,388.75 4,505.00
S3 4,211.00 4,285.25 4,488.50
S4 4,033.25 4,107.50 4,439.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,669.75 4,492.00 177.75 3.9% 109.50 2.4% 26% False True 2,573,172
10 4,740.50 4,492.00 248.50 5.5% 88.50 2.0% 18% False True 2,124,537
20 4,740.50 4,492.00 248.50 5.5% 62.25 1.4% 18% False True 1,652,096
40 4,740.50 4,317.25 423.25 9.3% 52.00 1.1% 52% False False 1,416,762
60 4,740.50 4,260.00 480.50 10.6% 58.50 1.3% 58% False False 1,578,683
80 4,740.50 4,260.00 480.50 10.6% 53.50 1.2% 58% False False 1,195,155
100 4,740.50 4,214.25 526.25 11.6% 50.75 1.1% 61% False False 956,658
120 4,740.50 4,117.00 623.50 13.7% 49.00 1.1% 67% False False 797,431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,093.00
2.618 4,906.25
1.618 4,791.75
1.000 4,721.00
0.618 4,677.25
HIGH 4,606.50
0.618 4,562.75
0.500 4,549.25
0.382 4,535.75
LOW 4,492.00
0.618 4,421.25
1.000 4,377.50
1.618 4,306.75
2.618 4,192.25
4.250 4,005.50
Fisher Pivots for day following 03-Dec-2021
Pivot 1 day 3 day
R1 4,549.25 4,571.50
PP 4,545.25 4,560.00
S1 4,541.50 4,548.75

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

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