E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 4,161.00 4,122.00 -39.00 -0.9% 4,170.00
High 4,166.00 4,130.75 -35.25 -0.8% 4,212.25
Low 4,085.25 4,032.25 -53.00 -1.3% 4,102.00
Close 4,127.00 4,039.25 -87.75 -2.1% 4,206.00
Range 80.75 98.50 17.75 22.0% 110.25
ATR 43.30 47.24 3.94 9.1% 0.00
Volume 377 247 -130 -34.5% 1,028
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 4,363.00 4,299.50 4,093.50
R3 4,264.50 4,201.00 4,066.25
R2 4,166.00 4,166.00 4,057.25
R1 4,102.50 4,102.50 4,048.25 4,085.00
PP 4,067.50 4,067.50 4,067.50 4,058.50
S1 4,004.00 4,004.00 4,030.25 3,986.50
S2 3,969.00 3,969.00 4,021.25
S3 3,870.50 3,905.50 4,012.25
S4 3,772.00 3,807.00 3,985.00
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 4,504.25 4,465.25 4,266.75
R3 4,394.00 4,355.00 4,236.25
R2 4,283.75 4,283.75 4,226.25
R1 4,244.75 4,244.75 4,216.00 4,264.25
PP 4,173.50 4,173.50 4,173.50 4,183.00
S1 4,134.50 4,134.50 4,196.00 4,154.00
S2 4,063.25 4,063.25 4,185.75
S3 3,953.00 4,024.25 4,175.75
S4 3,842.75 3,914.00 4,145.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,218.50 4,032.25 186.25 4.6% 67.75 1.7% 4% False True 606
10 4,218.50 4,032.25 186.25 4.6% 51.00 1.3% 4% False True 322
20 4,218.50 4,032.25 186.25 4.6% 44.75 1.1% 4% False True 335
40 4,218.50 3,824.00 394.50 9.8% 41.75 1.0% 55% False False 1,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.00
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 4,549.50
2.618 4,388.50
1.618 4,290.00
1.000 4,229.25
0.618 4,191.50
HIGH 4,130.75
0.618 4,093.00
0.500 4,081.50
0.382 4,070.00
LOW 4,032.25
0.618 3,971.50
1.000 3,933.75
1.618 3,873.00
2.618 3,774.50
4.250 3,613.50
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 4,081.50 4,125.50
PP 4,067.50 4,096.75
S1 4,053.25 4,068.00

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

View Archives - Comment on this page... - Back to Index of Symbols