E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 27-Jul-2021
Day Change Summary
Previous Current
26-Jul-2021 27-Jul-2021 Change Change % Previous Week
Open 4,388.00 4,405.00 17.00 0.4% 4,307.00
High 4,407.25 4,405.00 -2.25 -0.1% 4,397.00
Low 4,365.75 4,354.75 -11.00 -0.3% 4,214.25
Close 4,404.00 4,384.25 -19.75 -0.4% 4,392.75
Range 41.50 50.25 8.75 21.1% 182.75
ATR 44.87 45.26 0.38 0.9% 0.00
Volume 1,808 1,521 -287 -15.9% 7,755
Daily Pivots for day following 27-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,532.00 4,508.50 4,412.00
R3 4,481.75 4,458.25 4,398.00
R2 4,431.50 4,431.50 4,393.50
R1 4,408.00 4,408.00 4,388.75 4,394.50
PP 4,381.25 4,381.25 4,381.25 4,374.75
S1 4,357.75 4,357.75 4,379.75 4,344.50
S2 4,331.00 4,331.00 4,375.00
S3 4,280.75 4,307.50 4,370.50
S4 4,230.50 4,257.25 4,356.50
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,883.00 4,820.50 4,493.25
R3 4,700.25 4,637.75 4,443.00
R2 4,517.50 4,517.50 4,426.25
R1 4,455.00 4,455.00 4,409.50 4,486.25
PP 4,334.75 4,334.75 4,334.75 4,350.25
S1 4,272.25 4,272.25 4,376.00 4,303.50
S2 4,152.00 4,152.00 4,359.25
S3 3,969.25 4,089.50 4,342.50
S4 3,786.50 3,906.75 4,292.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,407.25 4,299.75 107.50 2.5% 41.00 0.9% 79% False False 1,512
10 4,407.25 4,214.25 193.00 4.4% 50.00 1.1% 88% False False 1,539
20 4,407.25 4,214.25 193.00 4.4% 44.25 1.0% 88% False False 1,474
40 4,407.25 4,117.00 290.25 6.6% 40.00 0.9% 92% False False 1,054
60 4,407.25 4,011.25 396.00 9.0% 44.50 1.0% 94% False False 778
80 4,407.25 4,002.00 405.25 9.2% 41.75 0.9% 94% False False 1,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,618.50
2.618 4,536.50
1.618 4,486.25
1.000 4,455.25
0.618 4,436.00
HIGH 4,405.00
0.618 4,385.75
0.500 4,380.00
0.382 4,374.00
LOW 4,354.75
0.618 4,323.75
1.000 4,304.50
1.618 4,273.50
2.618 4,223.25
4.250 4,141.25
Fisher Pivots for day following 27-Jul-2021
Pivot 1 day 3 day
R1 4,382.75 4,383.25
PP 4,381.25 4,382.00
S1 4,380.00 4,381.00

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

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