E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 4,347.50 4,360.00 12.50 0.3% 4,411.75
High 4,378.75 4,389.00 10.25 0.2% 4,455.00
Low 4,344.25 4,294.25 -50.00 -1.2% 4,293.75
Close 4,349.75 4,297.75 -52.00 -1.2% 4,445.75
Range 34.50 94.75 60.25 174.6% 161.25
ATR 55.13 57.96 2.83 5.1% 0.00
Volume 1,815,726 2,373,423 557,697 30.7% 9,049,631
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,611.25 4,549.25 4,349.75
R3 4,516.50 4,454.50 4,323.75
R2 4,421.75 4,421.75 4,315.00
R1 4,359.75 4,359.75 4,306.50 4,343.50
PP 4,327.00 4,327.00 4,327.00 4,318.75
S1 4,265.00 4,265.00 4,289.00 4,248.50
S2 4,232.25 4,232.25 4,280.50
S3 4,137.50 4,170.25 4,271.75
S4 4,042.75 4,075.50 4,245.75
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 4,294.25 177.75 4.1% 65.25 1.5% 2% False True 1,796,882
10 4,472.50 4,293.75 178.75 4.2% 73.75 1.7% 2% False False 1,882,004
20 4,539.50 4,293.75 245.75 5.7% 58.50 1.4% 2% False False 1,457,860
40 4,539.50 4,293.75 245.75 5.7% 46.50 1.1% 2% False False 732,597
60 4,539.50 4,214.25 325.25 7.6% 46.50 1.1% 26% False False 488,967
80 4,539.50 4,117.00 422.50 9.8% 43.50 1.0% 43% False False 366,978
100 4,539.50 4,011.25 528.25 12.3% 44.75 1.0% 54% False False 293,617
120 4,539.50 4,011.25 528.25 12.3% 43.75 1.0% 54% False False 244,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,791.75
2.618 4,637.00
1.618 4,542.25
1.000 4,483.75
0.618 4,447.50
HIGH 4,389.00
0.618 4,352.75
0.500 4,341.50
0.382 4,330.50
LOW 4,294.25
0.618 4,235.75
1.000 4,199.50
1.618 4,141.00
2.618 4,046.25
4.250 3,891.50
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 4,341.50 4,368.00
PP 4,327.00 4,344.75
S1 4,312.50 4,321.25

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

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