E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 4,405.00 4,371.75 -33.25 -0.8% 4,307.00
High 4,405.00 4,397.50 -7.50 -0.2% 4,397.00
Low 4,354.75 4,368.50 13.75 0.3% 4,214.25
Close 4,384.25 4,383.50 -0.75 0.0% 4,392.75
Range 50.25 29.00 -21.25 -42.3% 182.75
ATR 45.26 44.10 -1.16 -2.6% 0.00
Volume 1,521 3,258 1,737 114.2% 7,755
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,470.25 4,455.75 4,399.50
R3 4,441.25 4,426.75 4,391.50
R2 4,412.25 4,412.25 4,388.75
R1 4,397.75 4,397.75 4,386.25 4,405.00
PP 4,383.25 4,383.25 4,383.25 4,386.75
S1 4,368.75 4,368.75 4,380.75 4,376.00
S2 4,354.25 4,354.25 4,378.25
S3 4,325.25 4,339.75 4,375.50
S4 4,296.25 4,310.75 4,367.50
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 4,331.00 76.25 1.7% 38.00 0.9% 69% False False 1,931
10 4,407.25 4,214.25 193.00 4.4% 49.50 1.1% 88% False False 1,609
20 4,407.25 4,214.25 193.00 4.4% 44.75 1.0% 88% False False 1,604
40 4,407.25 4,117.00 290.25 6.6% 39.75 0.9% 92% False False 1,134
60 4,407.25 4,011.25 396.00 9.0% 44.75 1.0% 94% False False 832
80 4,407.25 4,011.25 396.00 9.0% 41.25 0.9% 94% False False 1,172
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.73
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,520.75
2.618 4,473.50
1.618 4,444.50
1.000 4,426.50
0.618 4,415.50
HIGH 4,397.50
0.618 4,386.50
0.500 4,383.00
0.382 4,379.50
LOW 4,368.50
0.618 4,350.50
1.000 4,339.50
1.618 4,321.50
2.618 4,292.50
4.250 4,245.25
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 4,383.25 4,382.75
PP 4,383.25 4,381.75
S1 4,383.00 4,381.00

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

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