E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 4,446.00 4,429.75 -16.25 -0.4% 4,411.75
High 4,472.00 4,442.00 -30.00 -0.7% 4,455.00
Low 4,425.00 4,334.75 -90.25 -2.0% 4,293.75
Close 4,433.00 4,343.50 -89.50 -2.0% 4,445.75
Range 47.00 107.25 60.25 128.2% 161.25
ATR 52.77 56.66 3.89 7.4% 0.00
Volume 1,306,188 2,307,037 1,000,849 76.6% 9,049,631
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,695.25 4,626.50 4,402.50
R3 4,588.00 4,519.25 4,373.00
R2 4,480.75 4,480.75 4,363.25
R1 4,412.00 4,412.00 4,353.25 4,392.75
PP 4,373.50 4,373.50 4,373.50 4,363.75
S1 4,304.75 4,304.75 4,333.75 4,285.50
S2 4,266.25 4,266.25 4,323.75
S3 4,159.00 4,197.50 4,314.00
S4 4,051.75 4,090.25 4,284.50
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 3.5% 70.25 1.6% 15% False False 1,602,102
10 4,478.50 4,293.75 184.75 4.3% 70.25 1.6% 27% False False 1,776,077
20 4,539.50 4,293.75 245.75 5.7% 54.50 1.3% 20% False False 1,250,130
40 4,539.50 4,293.75 245.75 5.7% 45.25 1.0% 20% False False 627,943
60 4,539.50 4,214.25 325.25 7.5% 45.50 1.0% 40% False False 419,209
80 4,539.50 4,117.00 422.50 9.7% 42.50 1.0% 54% False False 314,616
100 4,539.50 4,011.25 528.25 12.2% 44.50 1.0% 63% False False 251,749
120 4,539.50 4,011.25 528.25 12.2% 43.25 1.0% 63% False False 210,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.75
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,897.75
2.618 4,722.75
1.618 4,615.50
1.000 4,549.25
0.618 4,508.25
HIGH 4,442.00
0.618 4,401.00
0.500 4,388.50
0.382 4,375.75
LOW 4,334.75
0.618 4,268.50
1.000 4,227.50
1.618 4,161.25
2.618 4,054.00
4.250 3,879.00
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 4,388.50 4,403.50
PP 4,373.50 4,383.50
S1 4,358.50 4,363.50

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

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