E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 16-Dec-2021
Day Change Summary
Previous Current
15-Dec-2021 16-Dec-2021 Change Change % Previous Week
Open 4,637.75 4,711.50 73.75 1.6% 4,542.25
High 4,715.00 4,752.50 37.50 0.8% 4,712.75
Low 4,611.25 4,651.25 40.00 0.9% 4,531.50
Close 4,709.50 4,668.75 -40.75 -0.9% 4,711.00
Range 103.75 101.25 -2.50 -2.4% 181.25
ATR 70.13 72.35 2.22 3.2% 0.00
Volume 673,190 435,986 -237,204 -35.2% 8,400,671
Daily Pivots for day following 16-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,994.50 4,933.00 4,724.50
R3 4,893.25 4,831.75 4,696.50
R2 4,792.00 4,792.00 4,687.25
R1 4,730.50 4,730.50 4,678.00 4,710.50
PP 4,690.75 4,690.75 4,690.75 4,681.00
S1 4,629.25 4,629.25 4,659.50 4,609.50
S2 4,589.50 4,589.50 4,650.25
S3 4,488.25 4,528.00 4,641.00
S4 4,387.00 4,426.75 4,613.00
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,195.50 5,134.50 4,810.75
R3 5,014.25 4,953.25 4,760.75
R2 4,833.00 4,833.00 4,744.25
R1 4,772.00 4,772.00 4,727.50 4,802.50
PP 4,651.75 4,651.75 4,651.75 4,667.00
S1 4,590.75 4,590.75 4,694.50 4,621.25
S2 4,470.50 4,470.50 4,677.75
S3 4,289.25 4,409.50 4,661.25
S4 4,108.00 4,228.25 4,611.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,752.50 4,606.00 146.50 3.1% 80.00 1.7% 43% True False 1,102,202
10 4,752.50 4,492.00 260.50 5.6% 78.75 1.7% 68% True False 1,507,430
20 4,752.50 4,492.00 260.50 5.6% 80.00 1.7% 68% True False 1,737,010
40 4,752.50 4,492.00 260.50 5.6% 58.00 1.2% 68% True False 1,452,132
60 4,752.50 4,260.00 492.50 10.5% 59.75 1.3% 83% True False 1,484,896
80 4,752.50 4,260.00 492.50 10.5% 56.75 1.2% 83% True False 1,348,590
100 4,752.50 4,260.00 492.50 10.5% 52.75 1.1% 83% True False 1,079,796
120 4,752.50 4,214.25 538.25 11.5% 51.25 1.1% 84% True False 900,076
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 16.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,182.75
2.618 5,017.50
1.618 4,916.25
1.000 4,853.75
0.618 4,815.00
HIGH 4,752.50
0.618 4,713.75
0.500 4,702.00
0.382 4,690.00
LOW 4,651.25
0.618 4,588.75
1.000 4,550.00
1.618 4,487.50
2.618 4,386.25
4.250 4,221.00
Fisher Pivots for day following 16-Dec-2021
Pivot 1 day 3 day
R1 4,702.00 4,679.25
PP 4,690.75 4,675.75
S1 4,679.75 4,672.25

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

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