E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 4,476.00 4,459.25 -16.75 -0.4% 4,451.75
High 4,478.50 4,472.50 -6.00 -0.1% 4,483.50
Low 4,433.25 4,406.50 -26.75 -0.6% 4,406.50
Close 4,464.25 4,421.75 -42.50 -1.0% 4,421.75
Range 45.25 66.00 20.75 45.9% 77.00
ATR 41.16 42.93 1.77 4.3% 0.00
Volume 1,489,822 1,968,041 478,219 32.1% 9,678,453
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,631.50 4,592.75 4,458.00
R3 4,565.50 4,526.75 4,440.00
R2 4,499.50 4,499.50 4,433.75
R1 4,460.75 4,460.75 4,427.75 4,447.00
PP 4,433.50 4,433.50 4,433.50 4,426.75
S1 4,394.75 4,394.75 4,415.75 4,381.00
S2 4,367.50 4,367.50 4,409.75
S3 4,301.50 4,328.75 4,403.50
S4 4,235.50 4,262.75 4,385.50
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,668.25 4,622.00 4,464.00
R3 4,591.25 4,545.00 4,443.00
R2 4,514.25 4,514.25 4,435.75
R1 4,468.00 4,468.00 4,428.75 4,452.50
PP 4,437.25 4,437.25 4,437.25 4,429.50
S1 4,391.00 4,391.00 4,414.75 4,375.50
S2 4,360.25 4,360.25 4,407.75
S3 4,283.25 4,314.00 4,400.50
S4 4,206.25 4,237.00 4,379.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,483.50 4,406.50 77.00 1.7% 53.00 1.2% 20% False True 1,935,690
10 4,539.50 4,406.50 133.00 3.0% 47.00 1.1% 11% False True 1,228,165
20 4,539.50 4,362.50 177.00 4.0% 40.75 0.9% 33% False False 619,977
40 4,539.50 4,338.50 201.00 4.5% 38.75 0.9% 41% False False 311,765
60 4,539.50 4,214.25 325.25 7.4% 39.50 0.9% 64% False False 208,281
80 4,539.50 4,117.00 422.50 9.6% 38.50 0.9% 72% False False 156,353
100 4,539.50 4,011.25 528.25 11.9% 41.75 0.9% 78% False False 125,123
120 4,539.50 3,915.25 624.25 14.1% 40.50 0.9% 81% False False 104,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.63
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4,753.00
2.618 4,645.25
1.618 4,579.25
1.000 4,538.50
0.618 4,513.25
HIGH 4,472.50
0.618 4,447.25
0.500 4,439.50
0.382 4,431.75
LOW 4,406.50
0.618 4,365.75
1.000 4,340.50
1.618 4,299.75
2.618 4,233.75
4.250 4,126.00
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 4,439.50 4,442.50
PP 4,433.50 4,435.50
S1 4,427.75 4,428.75

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

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