E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 28-May-2021
Day Change Summary
Previous Current
27-May-2021 28-May-2021 Change Change % Previous Week
Open 4,171.25 4,189.75 18.50 0.4% 4,126.75
High 4,191.25 4,197.25 6.00 0.1% 4,197.25
Low 4,158.50 4,181.50 23.00 0.6% 4,123.50
Close 4,179.25 4,182.50 3.25 0.1% 4,182.50
Range 32.75 15.75 -17.00 -51.9% 73.75
ATR 49.77 47.50 -2.27 -4.6% 0.00
Volume 43 72 29 67.4% 556
Daily Pivots for day following 28-May-2021
Classic Woodie Camarilla DeMark
R4 4,234.25 4,224.25 4,191.25
R3 4,218.50 4,208.50 4,186.75
R2 4,202.75 4,202.75 4,185.50
R1 4,192.75 4,192.75 4,184.00 4,190.00
PP 4,187.00 4,187.00 4,187.00 4,185.75
S1 4,177.00 4,177.00 4,181.00 4,174.00
S2 4,171.25 4,171.25 4,179.50
S3 4,155.50 4,161.25 4,178.25
S4 4,139.75 4,145.50 4,173.75
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 4,389.00 4,359.50 4,223.00
R3 4,315.25 4,285.75 4,202.75
R2 4,241.50 4,241.50 4,196.00
R1 4,212.00 4,212.00 4,189.25 4,226.75
PP 4,167.75 4,167.75 4,167.75 4,175.00
S1 4,138.25 4,138.25 4,175.75 4,153.00
S2 4,094.00 4,094.00 4,169.00
S3 4,020.25 4,064.50 4,162.25
S4 3,946.50 3,990.75 4,142.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,197.25 4,123.50 73.75 1.8% 33.25 0.8% 80% True False 111
10 4,197.25 4,036.75 160.50 3.8% 45.50 1.1% 91% True False 103
20 4,218.50 4,011.25 207.25 5.0% 53.25 1.3% 83% False False 224
40 4,218.50 4,002.00 216.50 5.2% 43.25 1.0% 83% False False 1,208
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.03
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 4,264.25
2.618 4,238.50
1.618 4,222.75
1.000 4,213.00
0.618 4,207.00
HIGH 4,197.25
0.618 4,191.25
0.500 4,189.50
0.382 4,187.50
LOW 4,181.50
0.618 4,171.75
1.000 4,165.75
1.618 4,156.00
2.618 4,140.25
4.250 4,114.50
Fisher Pivots for day following 28-May-2021
Pivot 1 day 3 day
R1 4,189.50 4,181.00
PP 4,187.00 4,179.50
S1 4,184.75 4,178.00

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

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