E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 08-Oct-2021
Day Change Summary
Previous Current
07-Oct-2021 08-Oct-2021 Change Change % Previous Week
Open 4,355.25 4,390.50 35.25 0.8% 4,349.00
High 4,421.50 4,407.75 -13.75 -0.3% 4,421.50
Low 4,355.00 4,376.25 21.25 0.5% 4,267.50
Close 4,390.00 4,382.25 -7.75 -0.2% 4,382.25
Range 66.50 31.50 -35.00 -52.6% 154.00
ATR 67.00 64.47 -2.54 -3.8% 0.00
Volume 1,406,808 1,428,160 21,352 1.5% 8,823,328
Daily Pivots for day following 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,483.25 4,464.25 4,399.50
R3 4,451.75 4,432.75 4,391.00
R2 4,420.25 4,420.25 4,388.00
R1 4,401.25 4,401.25 4,385.25 4,395.00
PP 4,388.75 4,388.75 4,388.75 4,385.50
S1 4,369.75 4,369.75 4,379.25 4,363.50
S2 4,357.25 4,357.25 4,376.50
S3 4,325.75 4,338.25 4,373.50
S4 4,294.25 4,306.75 4,365.00
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,819.00 4,754.75 4,467.00
R3 4,665.00 4,600.75 4,424.50
R2 4,511.00 4,511.00 4,410.50
R1 4,446.75 4,446.75 4,396.25 4,479.00
PP 4,357.00 4,357.00 4,357.00 4,373.25
S1 4,292.75 4,292.75 4,368.25 4,325.00
S2 4,203.00 4,203.00 4,354.00
S3 4,049.00 4,138.75 4,340.00
S4 3,895.00 3,984.75 4,297.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,421.50 4,267.50 154.00 3.5% 73.50 1.7% 75% False False 1,764,665
10 4,472.00 4,260.00 212.00 4.8% 75.50 1.7% 58% False False 1,889,539
20 4,483.50 4,260.00 223.50 5.1% 70.50 1.6% 55% False False 1,881,174
40 4,539.50 4,260.00 279.50 6.4% 55.25 1.3% 44% False False 1,009,136
60 4,539.50 4,214.25 325.25 7.4% 49.75 1.1% 52% False False 673,709
80 4,539.50 4,117.00 422.50 9.6% 47.25 1.1% 63% False False 505,599
100 4,539.50 4,036.75 502.75 11.5% 45.00 1.0% 69% False False 404,536
120 4,539.50 4,011.25 528.25 12.1% 46.00 1.0% 70% False False 337,147
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 18.43
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 4,541.50
2.618 4,490.25
1.618 4,458.75
1.000 4,439.25
0.618 4,427.25
HIGH 4,407.75
0.618 4,395.75
0.500 4,392.00
0.382 4,388.25
LOW 4,376.25
0.618 4,356.75
1.000 4,344.75
1.618 4,325.25
2.618 4,293.75
4.250 4,242.50
Fisher Pivots for day following 08-Oct-2021
Pivot 1 day 3 day
R1 4,392.00 4,370.75
PP 4,388.75 4,359.25
S1 4,385.50 4,347.50

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

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