E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 08-Nov-2021
Day Change Summary
Previous Current
05-Nov-2021 08-Nov-2021 Change Change % Previous Week
Open 4,671.75 4,678.50 6.75 0.1% 4,608.00
High 4,711.75 4,707.00 -4.75 -0.1% 4,711.75
Low 4,667.50 4,676.25 8.75 0.2% 4,586.50
Close 4,690.25 4,694.00 3.75 0.1% 4,690.25
Range 44.25 30.75 -13.50 -30.5% 125.25
ATR 45.59 44.53 -1.06 -2.3% 0.00
Volume 1,459,142 1,000,404 -458,738 -31.4% 5,755,629
Daily Pivots for day following 08-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,784.75 4,770.00 4,711.00
R3 4,754.00 4,739.25 4,702.50
R2 4,723.25 4,723.25 4,699.75
R1 4,708.50 4,708.50 4,696.75 4,716.00
PP 4,692.50 4,692.50 4,692.50 4,696.00
S1 4,677.75 4,677.75 4,691.25 4,685.00
S2 4,661.75 4,661.75 4,688.25
S3 4,631.00 4,647.00 4,685.50
S4 4,600.25 4,616.25 4,677.00
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 5,038.50 4,989.75 4,759.25
R3 4,913.25 4,864.50 4,724.75
R2 4,788.00 4,788.00 4,713.25
R1 4,739.25 4,739.25 4,701.75 4,763.50
PP 4,662.75 4,662.75 4,662.75 4,675.00
S1 4,614.00 4,614.00 4,678.75 4,638.50
S2 4,537.50 4,537.50 4,667.25
S3 4,412.25 4,488.75 4,655.75
S4 4,287.00 4,363.50 4,621.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,711.75 4,593.25 118.50 2.5% 35.75 0.8% 85% False False 1,136,983
10 4,711.75 4,543.75 168.00 3.6% 36.25 0.8% 89% False False 1,189,062
20 4,711.75 4,317.25 394.50 8.4% 40.50 0.9% 96% False False 1,170,713
40 4,711.75 4,260.00 451.75 9.6% 55.75 1.2% 96% False False 1,496,388
60 4,711.75 4,260.00 451.75 9.6% 51.25 1.1% 96% False False 1,083,721
80 4,711.75 4,214.25 497.50 10.6% 47.50 1.0% 96% False False 813,521
100 4,711.75 4,117.00 594.75 12.7% 46.00 1.0% 97% False False 651,066
120 4,711.75 4,065.00 646.75 13.8% 44.25 0.9% 97% False False 542,612
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,837.75
2.618 4,787.50
1.618 4,756.75
1.000 4,737.75
0.618 4,726.00
HIGH 4,707.00
0.618 4,695.25
0.500 4,691.50
0.382 4,688.00
LOW 4,676.25
0.618 4,657.25
1.000 4,645.50
1.618 4,626.50
2.618 4,595.75
4.250 4,545.50
Fisher Pivots for day following 08-Nov-2021
Pivot 1 day 3 day
R1 4,693.25 4,689.75
PP 4,692.50 4,685.50
S1 4,691.50 4,681.25

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

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