E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 4,411.75 4,342.50 -69.25 -1.6% 4,451.75
High 4,418.00 4,395.75 -22.25 -0.5% 4,483.50
Low 4,293.75 4,329.25 35.50 0.8% 4,406.50
Close 4,348.25 4,343.25 -5.00 -0.1% 4,421.75
Range 124.25 66.50 -57.75 -46.5% 77.00
ATR 49.01 50.26 1.25 2.5% 0.00
Volume 2,711,340 1,941,006 -770,334 -28.4% 9,678,453
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,555.50 4,516.00 4,379.75
R3 4,489.00 4,449.50 4,361.50
R2 4,422.50 4,422.50 4,355.50
R1 4,383.00 4,383.00 4,349.25 4,402.75
PP 4,356.00 4,356.00 4,356.00 4,366.00
S1 4,316.50 4,316.50 4,337.25 4,336.25
S2 4,289.50 4,289.50 4,331.00
S3 4,223.00 4,250.00 4,325.00
S4 4,156.50 4,183.50 4,306.75
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 4,478.50 4,293.75 184.75 4.3% 70.50 1.6% 27% False False 1,950,052
10 4,519.75 4,293.75 226.00 5.2% 59.25 1.4% 22% False False 1,684,969
20 4,539.50 4,293.75 245.75 5.7% 44.25 1.0% 20% False False 851,934
40 4,539.50 4,293.75 245.75 5.7% 41.50 1.0% 20% False False 427,987
60 4,539.50 4,214.25 325.25 7.5% 41.75 1.0% 40% False False 285,798
80 4,539.50 4,117.00 422.50 9.7% 40.25 0.9% 54% False False 214,503
100 4,539.50 4,011.25 528.25 12.2% 43.00 1.0% 63% False False 171,646
120 4,539.50 3,946.00 593.50 13.7% 41.50 1.0% 67% False False 143,404
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,678.50
2.618 4,569.75
1.618 4,503.25
1.000 4,462.25
0.618 4,436.75
HIGH 4,395.75
0.618 4,370.25
0.500 4,362.50
0.382 4,354.75
LOW 4,329.25
0.618 4,288.25
1.000 4,262.75
1.618 4,221.75
2.618 4,155.25
4.250 4,046.50
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 4,362.50 4,383.00
PP 4,356.00 4,369.75
S1 4,349.75 4,356.50

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

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