E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 29-Sep-2021
Day Change Summary
Previous Current
28-Sep-2021 29-Sep-2021 Change Change % Previous Week
Open 4,429.75 4,347.50 -82.25 -1.9% 4,411.75
High 4,442.00 4,378.75 -63.25 -1.4% 4,455.00
Low 4,334.75 4,344.25 9.50 0.2% 4,293.75
Close 4,343.50 4,349.75 6.25 0.1% 4,445.75
Range 107.25 34.50 -72.75 -67.8% 161.25
ATR 56.66 55.13 -1.53 -2.7% 0.00
Volume 2,307,037 1,815,726 -491,311 -21.3% 9,049,631
Daily Pivots for day following 29-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,461.00 4,440.00 4,368.75
R3 4,426.50 4,405.50 4,359.25
R2 4,392.00 4,392.00 4,356.00
R1 4,371.00 4,371.00 4,353.00 4,381.50
PP 4,357.50 4,357.50 4,357.50 4,363.00
S1 4,336.50 4,336.50 4,346.50 4,347.00
S2 4,323.00 4,323.00 4,343.50
S3 4,288.50 4,302.00 4,340.25
S4 4,254.00 4,267.50 4,330.75
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 4,334.75 137.25 3.2% 60.00 1.4% 11% False False 1,611,676
10 4,478.50 4,293.75 184.75 4.2% 68.75 1.6% 30% False False 1,793,644
20 4,539.50 4,293.75 245.75 5.6% 54.75 1.3% 23% False False 1,340,189
40 4,539.50 4,293.75 245.75 5.6% 44.75 1.0% 23% False False 673,304
60 4,539.50 4,214.25 325.25 7.5% 45.50 1.0% 42% False False 449,430
80 4,539.50 4,117.00 422.50 9.7% 42.75 1.0% 55% False False 337,312
100 4,539.50 4,011.25 528.25 12.1% 44.50 1.0% 64% False False 269,898
120 4,539.50 4,011.25 528.25 12.1% 43.25 1.0% 64% False False 225,042
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.13
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4,525.50
2.618 4,469.00
1.618 4,434.50
1.000 4,413.25
0.618 4,400.00
HIGH 4,378.75
0.618 4,365.50
0.500 4,361.50
0.382 4,357.50
LOW 4,344.25
0.618 4,323.00
1.000 4,309.75
1.618 4,288.50
2.618 4,254.00
4.250 4,197.50
Fisher Pivots for day following 29-Sep-2021
Pivot 1 day 3 day
R1 4,361.50 4,403.50
PP 4,357.50 4,385.50
S1 4,353.75 4,367.50

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

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