E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 4,439.00 4,446.00 7.00 0.2% 4,411.75
High 4,453.00 4,472.00 19.00 0.4% 4,455.00
Low 4,410.75 4,425.00 14.25 0.3% 4,293.75
Close 4,445.75 4,433.00 -12.75 -0.3% 4,445.75
Range 42.25 47.00 4.75 11.2% 161.25
ATR 53.22 52.77 -0.44 -0.8% 0.00
Volume 1,182,037 1,306,188 124,151 10.5% 9,049,631
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,584.25 4,555.75 4,458.75
R3 4,537.25 4,508.75 4,446.00
R2 4,490.25 4,490.25 4,441.50
R1 4,461.75 4,461.75 4,437.25 4,452.50
PP 4,443.25 4,443.25 4,443.25 4,438.75
S1 4,414.75 4,414.75 4,428.75 4,405.50
S2 4,396.25 4,396.25 4,424.50
S3 4,349.25 4,367.75 4,420.00
S4 4,302.25 4,320.75 4,407.25
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,882.00 4,825.00 4,534.50
R3 4,720.75 4,663.75 4,490.00
R2 4,559.50 4,559.50 4,475.25
R1 4,502.50 4,502.50 4,460.50 4,531.00
PP 4,398.25 4,398.25 4,398.25 4,412.50
S1 4,341.25 4,341.25 4,431.00 4,369.75
S2 4,237.00 4,237.00 4,416.25
S3 4,075.75 4,180.00 4,401.50
S4 3,914.50 4,018.75 4,357.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,472.00 4,321.25 150.75 3.4% 62.00 1.4% 74% True False 1,528,895
10 4,479.50 4,293.75 185.75 4.2% 65.00 1.5% 75% False False 1,760,634
20 4,539.50 4,293.75 245.75 5.5% 50.75 1.1% 57% False False 1,135,125
40 4,539.50 4,293.75 245.75 5.5% 43.75 1.0% 57% False False 570,313
60 4,539.50 4,214.25 325.25 7.3% 44.50 1.0% 67% False False 380,795
80 4,539.50 4,117.00 422.50 9.5% 41.75 0.9% 75% False False 285,779
100 4,539.50 4,011.25 528.25 11.9% 44.00 1.0% 80% False False 228,679
120 4,539.50 4,011.25 528.25 11.9% 42.50 1.0% 80% False False 190,794
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 10.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,671.75
2.618 4,595.00
1.618 4,548.00
1.000 4,519.00
0.618 4,501.00
HIGH 4,472.00
0.618 4,454.00
0.500 4,448.50
0.382 4,443.00
LOW 4,425.00
0.618 4,396.00
1.000 4,378.00
1.618 4,349.00
2.618 4,302.00
4.250 4,225.25
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 4,448.50 4,431.50
PP 4,443.25 4,430.25
S1 4,438.25 4,429.00

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

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