E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 02-Nov-2021
Day Change Summary
Previous Current
01-Nov-2021 02-Nov-2021 Change Change % Previous Week
Open 4,608.00 4,605.75 -2.25 0.0% 4,528.75
High 4,619.50 4,627.00 7.50 0.2% 4,603.50
Low 4,586.50 4,593.25 6.75 0.1% 4,522.50
Close 4,605.75 4,623.50 17.75 0.4% 4,597.00
Range 33.00 33.75 0.75 2.3% 81.00
ATR 48.56 47.50 -1.06 -2.2% 0.00
Volume 1,071,118 980,833 -90,285 -8.4% 6,166,023
Daily Pivots for day following 02-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,715.75 4,703.50 4,642.00
R3 4,682.00 4,669.75 4,632.75
R2 4,648.25 4,648.25 4,629.75
R1 4,636.00 4,636.00 4,626.50 4,642.00
PP 4,614.50 4,614.50 4,614.50 4,617.75
S1 4,602.25 4,602.25 4,620.50 4,608.50
S2 4,580.75 4,580.75 4,617.25
S3 4,547.00 4,568.50 4,614.25
S4 4,513.25 4,534.75 4,605.00
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,817.25 4,788.25 4,641.50
R3 4,736.25 4,707.25 4,619.25
R2 4,655.25 4,655.25 4,611.75
R1 4,626.25 4,626.25 4,604.50 4,640.75
PP 4,574.25 4,574.25 4,574.25 4,581.50
S1 4,545.25 4,545.25 4,589.50 4,559.75
S2 4,493.25 4,493.25 4,582.25
S3 4,412.25 4,464.25 4,574.75
S4 4,331.25 4,383.25 4,552.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,627.00 4,543.75 83.25 1.8% 37.75 0.8% 96% True False 1,185,839
10 4,627.00 4,504.00 123.00 2.7% 36.00 0.8% 97% True False 1,147,906
20 4,627.00 4,273.75 353.25 7.6% 45.50 1.0% 99% True False 1,249,683
40 4,627.00 4,260.00 367.00 7.9% 57.00 1.2% 99% True False 1,502,456
60 4,627.00 4,260.00 367.00 7.9% 50.00 1.1% 99% True False 1,005,603
80 4,627.00 4,214.25 412.75 8.9% 47.75 1.0% 99% True False 754,792
100 4,627.00 4,117.00 510.00 11.0% 46.00 1.0% 99% True False 604,064
120 4,627.00 4,036.75 590.25 12.8% 45.25 1.0% 99% True False 503,416
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 11.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,770.50
2.618 4,715.25
1.618 4,681.50
1.000 4,660.75
0.618 4,647.75
HIGH 4,627.00
0.618 4,614.00
0.500 4,610.00
0.382 4,606.25
LOW 4,593.25
0.618 4,572.50
1.000 4,559.50
1.618 4,538.75
2.618 4,505.00
4.250 4,449.75
Fisher Pivots for day following 02-Nov-2021
Pivot 1 day 3 day
R1 4,619.00 4,613.50
PP 4,614.50 4,603.25
S1 4,610.00 4,593.00

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

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