E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 29-Jul-2021
Day Change Summary
Previous Current
28-Jul-2021 29-Jul-2021 Change Change % Previous Week
Open 4,371.75 4,383.00 11.25 0.3% 4,307.00
High 4,397.50 4,412.00 14.50 0.3% 4,397.00
Low 4,368.50 4,370.75 2.25 0.1% 4,214.25
Close 4,383.50 4,401.50 18.00 0.4% 4,392.75
Range 29.00 41.25 12.25 42.2% 182.75
ATR 44.10 43.89 -0.20 -0.5% 0.00
Volume 3,258 2,982 -276 -8.5% 7,755
Daily Pivots for day following 29-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,518.50 4,501.25 4,424.25
R3 4,477.25 4,460.00 4,412.75
R2 4,436.00 4,436.00 4,409.00
R1 4,418.75 4,418.75 4,405.25 4,427.50
PP 4,394.75 4,394.75 4,394.75 4,399.00
S1 4,377.50 4,377.50 4,397.75 4,386.00
S2 4,353.50 4,353.50 4,394.00
S3 4,312.25 4,336.25 4,390.25
S4 4,271.00 4,295.00 4,378.75
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 4,412.00 4,354.75 57.25 1.3% 40.25 0.9% 82% True False 2,244
10 4,412.00 4,214.25 197.75 4.5% 50.00 1.1% 95% True False 1,817
20 4,412.00 4,214.25 197.75 4.5% 45.50 1.0% 95% True False 1,692
40 4,412.00 4,117.00 295.00 6.7% 40.25 0.9% 96% True False 1,183
60 4,412.00 4,011.25 400.75 9.1% 44.25 1.0% 97% True False 879
80 4,412.00 4,011.25 400.75 9.1% 41.50 0.9% 97% True False 1,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,587.25
2.618 4,520.00
1.618 4,478.75
1.000 4,453.25
0.618 4,437.50
HIGH 4,412.00
0.618 4,396.25
0.500 4,391.50
0.382 4,386.50
LOW 4,370.75
0.618 4,345.25
1.000 4,329.50
1.618 4,304.00
2.618 4,262.75
4.250 4,195.50
Fisher Pivots for day following 29-Jul-2021
Pivot 1 day 3 day
R1 4,398.00 4,395.50
PP 4,394.75 4,389.50
S1 4,391.50 4,383.50

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

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