E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 18-Oct-2021
Day Change Summary
Previous Current
15-Oct-2021 18-Oct-2021 Change Change % Previous Week
Open 4,433.00 4,465.50 32.50 0.7% 4,381.00
High 4,467.50 4,479.75 12.25 0.3% 4,467.50
Low 4,426.25 4,436.25 10.00 0.2% 4,317.25
Close 4,462.50 4,477.50 15.00 0.3% 4,462.50
Range 41.25 43.50 2.25 5.5% 150.25
ATR 61.91 60.59 -1.31 -2.1% 0.00
Volume 1,185,108 1,095,216 -89,892 -7.6% 6,363,439
Daily Pivots for day following 18-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,595.00 4,579.75 4,501.50
R3 4,551.50 4,536.25 4,489.50
R2 4,508.00 4,508.00 4,485.50
R1 4,492.75 4,492.75 4,481.50 4,500.50
PP 4,464.50 4,464.50 4,464.50 4,468.25
S1 4,449.25 4,449.25 4,473.50 4,457.00
S2 4,421.00 4,421.00 4,469.50
S3 4,377.50 4,405.75 4,465.50
S4 4,334.00 4,362.25 4,453.50
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,866.50 4,814.75 4,545.25
R3 4,716.25 4,664.50 4,503.75
R2 4,566.00 4,566.00 4,490.00
R1 4,514.25 4,514.25 4,476.25 4,540.00
PP 4,415.75 4,415.75 4,415.75 4,428.75
S1 4,364.00 4,364.00 4,448.75 4,390.00
S2 4,265.50 4,265.50 4,435.00
S3 4,115.25 4,213.75 4,421.25
S4 3,965.00 4,063.50 4,379.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,479.75 4,317.25 162.50 3.6% 52.25 1.2% 99% True False 1,242,590
10 4,479.75 4,269.00 210.75 4.7% 59.75 1.3% 99% True False 1,414,664
20 4,479.75 4,260.00 219.75 4.9% 67.25 1.5% 99% True False 1,634,617
40 4,539.50 4,260.00 279.50 6.2% 55.25 1.2% 78% False False 1,194,968
60 4,539.50 4,260.00 279.50 6.2% 49.50 1.1% 78% False False 797,877
80 4,539.50 4,214.25 325.25 7.3% 47.50 1.1% 81% False False 598,746
100 4,539.50 4,117.00 422.50 9.4% 45.25 1.0% 85% False False 479,116
120 4,539.50 4,011.25 528.25 11.8% 46.75 1.0% 88% False False 399,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,664.50
2.618 4,593.75
1.618 4,550.25
1.000 4,523.25
0.618 4,506.75
HIGH 4,479.75
0.618 4,463.25
0.500 4,458.00
0.382 4,452.75
LOW 4,436.25
0.618 4,409.25
1.000 4,392.75
1.618 4,365.75
2.618 4,322.25
4.250 4,251.50
Fisher Pivots for day following 18-Oct-2021
Pivot 1 day 3 day
R1 4,471.00 4,457.25
PP 4,464.50 4,437.00
S1 4,458.00 4,417.00

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

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