E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 4,621.25 4,651.50 30.25 0.7% 4,528.75
High 4,657.00 4,676.25 19.25 0.4% 4,603.50
Low 4,613.00 4,650.75 37.75 0.8% 4,522.50
Close 4,652.25 4,673.25 21.00 0.5% 4,597.00
Range 44.00 25.50 -18.50 -42.0% 81.00
ATR 47.25 45.70 -1.55 -3.3% 0.00
Volume 1,074,650 1,169,886 95,236 8.9% 6,166,023
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,743.25 4,733.75 4,687.25
R3 4,717.75 4,708.25 4,680.25
R2 4,692.25 4,692.25 4,678.00
R1 4,682.75 4,682.75 4,675.50 4,687.50
PP 4,666.75 4,666.75 4,666.75 4,669.00
S1 4,657.25 4,657.25 4,671.00 4,662.00
S2 4,641.25 4,641.25 4,668.50
S3 4,615.75 4,631.75 4,666.25
S4 4,590.25 4,606.25 4,659.25
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 4,676.25 4,559.25 117.00 2.5% 36.00 0.8% 97% True False 1,142,953
10 4,676.25 4,515.25 161.00 3.4% 36.75 0.8% 98% True False 1,177,817
20 4,676.25 4,317.25 359.00 7.7% 41.50 0.9% 99% True False 1,181,429
40 4,676.25 4,260.00 416.25 8.9% 56.75 1.2% 99% True False 1,541,977
60 4,676.25 4,260.00 416.25 8.9% 50.50 1.1% 99% True False 1,042,842
80 4,676.25 4,214.25 462.00 9.9% 47.75 1.0% 99% True False 782,799
100 4,676.25 4,117.00 559.25 12.0% 46.25 1.0% 99% True False 626,498
120 4,676.25 4,036.75 639.50 13.7% 44.75 1.0% 100% True False 522,117
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.23
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 4,784.50
2.618 4,743.00
1.618 4,717.50
1.000 4,701.75
0.618 4,692.00
HIGH 4,676.25
0.618 4,666.50
0.500 4,663.50
0.382 4,660.50
LOW 4,650.75
0.618 4,635.00
1.000 4,625.25
1.618 4,609.50
2.618 4,584.00
4.250 4,542.50
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 4,670.00 4,660.50
PP 4,666.75 4,647.50
S1 4,663.50 4,634.75

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

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