E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 06-Oct-2021
Day Change Summary
Previous Current
05-Oct-2021 06-Oct-2021 Change Change % Previous Week
Open 4,295.75 4,334.00 38.25 0.9% 4,446.00
High 4,359.75 4,357.50 -2.25 -0.1% 4,472.00
Low 4,269.00 4,273.75 4.75 0.1% 4,260.00
Close 4,334.00 4,354.00 20.00 0.5% 4,343.75
Range 90.75 83.75 -7.00 -7.7% 212.00
ATR 65.67 66.96 1.29 2.0% 0.00
Volume 1,650,217 2,202,805 552,588 33.5% 10,072,069
Daily Pivots for day following 06-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,579.75 4,550.50 4,400.00
R3 4,496.00 4,466.75 4,377.00
R2 4,412.25 4,412.25 4,369.25
R1 4,383.00 4,383.00 4,361.75 4,397.50
PP 4,328.50 4,328.50 4,328.50 4,335.75
S1 4,299.25 4,299.25 4,346.25 4,314.00
S2 4,244.75 4,244.75 4,338.75
S3 4,161.00 4,215.50 4,331.00
S4 4,077.25 4,131.75 4,308.00
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% 94.00 2.2% 73% False False 2,126,295
10 4,472.00 4,260.00 212.00 4.9% 77.00 1.8% 44% False False 1,868,986
20 4,519.75 4,260.00 259.75 6.0% 70.75 1.6% 36% False False 1,857,100
40 4,539.50 4,260.00 279.50 6.4% 54.00 1.2% 34% False False 938,486
60 4,539.50 4,214.25 325.25 7.5% 49.25 1.1% 43% False False 626,518
80 4,539.50 4,117.00 422.50 9.7% 47.00 1.1% 56% False False 470,190
100 4,539.50 4,036.75 502.75 11.5% 45.25 1.0% 63% False False 376,189
120 4,539.50 4,011.25 528.25 12.1% 45.75 1.1% 65% False False 313,523
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 18.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,713.50
2.618 4,576.75
1.618 4,493.00
1.000 4,441.25
0.618 4,409.25
HIGH 4,357.50
0.618 4,325.50
0.500 4,315.50
0.382 4,305.75
LOW 4,273.75
0.618 4,222.00
1.000 4,190.00
1.618 4,138.25
2.618 4,054.50
4.250 3,917.75
Fisher Pivots for day following 06-Oct-2021
Pivot 1 day 3 day
R1 4,341.25 4,341.00
PP 4,328.50 4,327.75
S1 4,315.50 4,314.75

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

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