E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 25-Oct-2021
Day Change Summary
Previous Current
22-Oct-2021 25-Oct-2021 Change Change % Previous Week
Open 4,530.00 4,528.75 -1.25 0.0% 4,465.50
High 4,551.50 4,566.25 14.75 0.3% 4,551.50
Low 4,515.25 4,522.50 7.25 0.2% 4,436.25
Close 4,536.50 4,558.00 21.50 0.5% 4,536.50
Range 36.25 43.75 7.50 20.7% 115.25
ATR 54.18 53.44 -0.75 -1.4% 0.00
Volume 1,315,668 1,031,431 -284,237 -21.6% 5,374,483
Daily Pivots for day following 25-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,680.25 4,662.75 4,582.00
R3 4,636.50 4,619.00 4,570.00
R2 4,592.75 4,592.75 4,566.00
R1 4,575.25 4,575.25 4,562.00 4,584.00
PP 4,549.00 4,549.00 4,549.00 4,553.25
S1 4,531.50 4,531.50 4,554.00 4,540.25
S2 4,505.25 4,505.25 4,550.00
S3 4,461.50 4,487.75 4,546.00
S4 4,417.75 4,444.00 4,534.00
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,853.75 4,810.50 4,600.00
R3 4,738.50 4,695.25 4,568.25
R2 4,623.25 4,623.25 4,557.75
R1 4,580.00 4,580.00 4,547.00 4,601.50
PP 4,508.00 4,508.00 4,508.00 4,519.00
S1 4,464.75 4,464.75 4,526.00 4,486.50
S2 4,392.75 4,392.75 4,515.25
S3 4,277.50 4,349.50 4,504.75
S4 4,162.25 4,234.25 4,473.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,566.25 4,471.75 94.50 2.1% 37.50 0.8% 91% True False 1,062,139
10 4,566.25 4,317.25 249.00 5.5% 45.00 1.0% 97% True False 1,152,364
20 4,566.25 4,260.00 306.25 6.7% 61.00 1.3% 97% True False 1,517,928
40 4,566.25 4,260.00 306.25 6.7% 56.00 1.2% 97% True False 1,326,526
60 4,566.25 4,260.00 306.25 6.7% 49.50 1.1% 97% True False 886,185
80 4,566.25 4,214.25 352.00 7.7% 48.50 1.1% 98% True False 665,078
100 4,566.25 4,117.00 449.25 9.9% 45.75 1.0% 98% True False 532,209
120 4,566.25 4,011.25 555.00 12.2% 47.00 1.0% 99% True False 443,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 9.95
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,752.25
2.618 4,680.75
1.618 4,637.00
1.000 4,610.00
0.618 4,593.25
HIGH 4,566.25
0.618 4,549.50
0.500 4,544.50
0.382 4,539.25
LOW 4,522.50
0.618 4,495.50
1.000 4,478.75
1.618 4,451.75
2.618 4,408.00
4.250 4,336.50
Fisher Pivots for day following 25-Oct-2021
Pivot 1 day 3 day
R1 4,553.50 4,551.50
PP 4,549.00 4,544.75
S1 4,544.50 4,538.25

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

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