E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 4,400.25 4,384.75 -15.50 -0.4% 4,388.00
High 4,405.25 4,412.00 6.75 0.2% 4,412.00
Low 4,381.75 4,384.50 2.75 0.1% 4,354.75
Close 4,384.75 4,411.50 26.75 0.6% 4,379.50
Range 23.50 27.50 4.00 17.0% 57.25
ATR 42.61 41.53 -1.08 -2.5% 0.00
Volume 1,695 2,921 1,226 72.3% 12,232
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,485.25 4,475.75 4,426.50
R3 4,457.75 4,448.25 4,419.00
R2 4,430.25 4,430.25 4,416.50
R1 4,420.75 4,420.75 4,414.00 4,425.50
PP 4,402.75 4,402.75 4,402.75 4,405.00
S1 4,393.25 4,393.25 4,409.00 4,398.00
S2 4,375.25 4,375.25 4,406.50
S3 4,347.75 4,365.75 4,404.00
S4 4,320.25 4,338.25 4,396.50
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,553.75 4,524.00 4,411.00
R3 4,496.50 4,466.75 4,395.25
R2 4,439.25 4,439.25 4,390.00
R1 4,409.50 4,409.50 4,384.75 4,395.75
PP 4,382.00 4,382.00 4,382.00 4,375.25
S1 4,352.25 4,352.25 4,374.25 4,338.50
S2 4,324.75 4,324.75 4,369.00
S3 4,267.50 4,295.00 4,363.75
S4 4,210.25 4,237.75 4,348.00
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 4,355.50 56.50 1.3% 35.50 0.8% 99% True False 2,082
10 4,412.00 4,354.75 57.25 1.3% 38.00 0.9% 99% True False 2,163
20 4,412.00 4,214.25 197.75 4.5% 44.00 1.0% 100% True False 1,776
40 4,412.00 4,117.00 295.00 6.7% 40.50 0.9% 100% True False 1,426
60 4,412.00 4,011.25 400.75 9.1% 42.75 1.0% 100% True False 1,006
80 4,412.00 4,011.25 400.75 9.1% 42.50 1.0% 100% True False 969
100 4,412.00 3,824.00 588.00 13.3% 41.50 0.9% 100% True False 1,084
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,529.00
2.618 4,484.00
1.618 4,456.50
1.000 4,439.50
0.618 4,429.00
HIGH 4,412.00
0.618 4,401.50
0.500 4,398.25
0.382 4,395.00
LOW 4,384.50
0.618 4,367.50
1.000 4,357.00
1.618 4,340.00
2.618 4,312.50
4.250 4,267.50
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 4,407.00 4,402.25
PP 4,402.75 4,393.00
S1 4,398.25 4,383.75

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

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