E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 4,381.00 4,347.75 -33.25 -0.8% 4,349.00
High 4,407.50 4,365.00 -42.50 -1.0% 4,421.50
Low 4,344.00 4,317.25 -26.75 -0.6% 4,267.50
Close 4,351.00 4,340.75 -10.25 -0.2% 4,382.25
Range 63.50 47.75 -15.75 -24.8% 154.00
ATR 64.40 63.21 -1.19 -1.8% 0.00
Volume 1,245,705 1,295,686 49,981 4.0% 8,823,328
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,484.25 4,460.25 4,367.00
R3 4,436.50 4,412.50 4,354.00
R2 4,388.75 4,388.75 4,349.50
R1 4,364.75 4,364.75 4,345.25 4,353.00
PP 4,341.00 4,341.00 4,341.00 4,335.00
S1 4,317.00 4,317.00 4,336.25 4,305.00
S2 4,293.25 4,293.25 4,332.00
S3 4,245.50 4,269.25 4,327.50
S4 4,197.75 4,221.50 4,314.50
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 4,273.75 147.75 3.4% 58.50 1.3% 45% False False 1,515,832
10 4,421.50 4,260.00 161.50 3.7% 71.25 1.6% 50% False False 1,782,356
20 4,478.50 4,260.00 218.50 5.0% 70.75 1.6% 37% False False 1,779,216
40 4,539.50 4,260.00 279.50 6.4% 56.50 1.3% 29% False False 1,072,561
60 4,539.50 4,243.00 296.50 6.8% 49.25 1.1% 33% False False 716,018
80 4,539.50 4,117.00 422.50 9.7% 47.00 1.1% 53% False False 537,338
100 4,539.50 4,117.00 422.50 9.7% 44.75 1.0% 53% False False 429,948
120 4,539.50 4,011.25 528.25 12.2% 46.00 1.1% 62% False False 358,323
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,568.00
2.618 4,490.00
1.618 4,442.25
1.000 4,412.75
0.618 4,394.50
HIGH 4,365.00
0.618 4,346.75
0.500 4,341.00
0.382 4,335.50
LOW 4,317.25
0.618 4,287.75
1.000 4,269.50
1.618 4,240.00
2.618 4,192.25
4.250 4,114.25
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 4,341.00 4,362.50
PP 4,341.00 4,355.25
S1 4,341.00 4,348.00

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

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