E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 4,349.00 4,295.75 -53.25 -1.2% 4,446.00
High 4,362.00 4,359.75 -2.25 -0.1% 4,472.00
Low 4,267.50 4,269.00 1.50 0.0% 4,260.00
Close 4,291.25 4,334.00 42.75 1.0% 4,343.75
Range 94.50 90.75 -3.75 -4.0% 212.00
ATR 63.74 65.67 1.93 3.0% 0.00
Volume 2,135,338 1,650,217 -485,121 -22.7% 10,072,069
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,593.25 4,554.25 4,384.00
R3 4,502.50 4,463.50 4,359.00
R2 4,411.75 4,411.75 4,350.75
R1 4,372.75 4,372.75 4,342.25 4,392.25
PP 4,321.00 4,321.00 4,321.00 4,330.50
S1 4,282.00 4,282.00 4,325.75 4,301.50
S2 4,230.25 4,230.25 4,317.25
S3 4,139.50 4,191.25 4,309.00
S4 4,048.75 4,100.50 4,284.00
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,994.50 4,881.25 4,460.25
R3 4,782.50 4,669.25 4,402.00
R2 4,570.50 4,570.50 4,382.50
R1 4,457.25 4,457.25 4,363.25 4,408.00
PP 4,358.50 4,358.50 4,358.50 4,334.00
S1 4,245.25 4,245.25 4,324.25 4,196.00
S2 4,146.50 4,146.50 4,305.00
S3 3,934.50 4,033.25 4,285.50
S4 3,722.50 3,821.25 4,227.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,389.00 4,260.00 129.00 3.0% 84.00 1.9% 57% False False 2,048,879
10 4,472.00 4,260.00 212.00 4.9% 77.00 1.8% 35% False False 1,825,490
20 4,519.75 4,260.00 259.75 6.0% 68.25 1.6% 28% False False 1,755,230
40 4,539.50 4,260.00 279.50 6.4% 52.25 1.2% 26% False False 883,563
60 4,539.50 4,214.25 325.25 7.5% 48.50 1.1% 37% False False 589,829
80 4,539.50 4,117.00 422.50 9.7% 46.25 1.1% 51% False False 442,659
100 4,539.50 4,036.75 502.75 11.6% 45.00 1.0% 59% False False 354,162
120 4,539.50 4,011.25 528.25 12.2% 45.50 1.0% 61% False False 295,191
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 17.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,745.50
2.618 4,597.25
1.618 4,506.50
1.000 4,450.50
0.618 4,415.75
HIGH 4,359.75
0.618 4,325.00
0.500 4,314.50
0.382 4,303.75
LOW 4,269.00
0.618 4,213.00
1.000 4,178.25
1.618 4,122.25
2.618 4,031.50
4.250 3,883.25
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 4,327.50 4,327.00
PP 4,321.00 4,320.00
S1 4,314.50 4,313.00

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

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