E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 4,336.50 4,386.00 49.50 1.1% 4,451.75
High 4,406.50 4,455.00 48.50 1.1% 4,483.50
Low 4,321.25 4,385.75 64.50 1.5% 4,406.50
Close 4,384.00 4,438.00 54.00 1.2% 4,421.75
Range 85.25 69.25 -16.00 -18.8% 77.00
ATR 52.76 54.06 1.30 2.5% 0.00
Volume 1,767,853 1,447,395 -320,458 -18.1% 9,678,453
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,634.00 4,605.25 4,476.00
R3 4,564.75 4,536.00 4,457.00
R2 4,495.50 4,495.50 4,450.75
R1 4,466.75 4,466.75 4,444.25 4,481.00
PP 4,426.25 4,426.25 4,426.25 4,433.50
S1 4,397.50 4,397.50 4,431.75 4,412.00
S2 4,357.00 4,357.00 4,425.25
S3 4,287.75 4,328.25 4,419.00
S4 4,218.50 4,259.00 4,400.00
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 4,472.50 4,293.75 178.75 4.0% 82.25 1.9% 81% False False 1,967,127
10 4,509.25 4,293.75 215.50 4.9% 67.25 1.5% 67% False False 1,940,123
20 4,539.50 4,293.75 245.75 5.5% 50.25 1.1% 59% False False 1,011,690
40 4,539.50 4,293.75 245.75 5.5% 43.25 1.0% 59% False False 508,249
60 4,539.50 4,214.25 325.25 7.3% 43.75 1.0% 69% False False 339,367
80 4,539.50 4,117.00 422.50 9.5% 41.50 0.9% 76% False False 254,691
100 4,539.50 4,011.25 528.25 11.9% 44.00 1.0% 81% False False 203,799
120 4,539.50 4,011.25 528.25 11.9% 42.00 0.9% 81% False False 170,197
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 11.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,749.25
2.618 4,636.25
1.618 4,567.00
1.000 4,524.25
0.618 4,497.75
HIGH 4,455.00
0.618 4,428.50
0.500 4,420.50
0.382 4,412.25
LOW 4,385.75
0.618 4,343.00
1.000 4,316.50
1.618 4,273.75
2.618 4,204.50
4.250 4,091.50
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 4,432.00 4,421.50
PP 4,426.25 4,404.75
S1 4,420.50 4,388.00

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

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