E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 4,684.75 4,680.75 -4.00 -0.1% 4,678.50
High 4,697.50 4,709.75 12.25 0.3% 4,707.00
Low 4,667.00 4,670.75 3.75 0.1% 4,625.25
Close 4,679.00 4,696.00 17.00 0.4% 4,678.25
Range 30.50 39.00 8.50 27.9% 81.75
ATR 42.31 42.08 -0.24 -0.6% 0.00
Volume 1,047,123 1,043,587 -3,536 -0.3% 6,021,807
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,809.25 4,791.50 4,717.50
R3 4,770.25 4,752.50 4,706.75
R2 4,731.25 4,731.25 4,703.25
R1 4,713.50 4,713.50 4,699.50 4,722.50
PP 4,692.25 4,692.25 4,692.25 4,696.50
S1 4,674.50 4,674.50 4,692.50 4,683.50
S2 4,653.25 4,653.25 4,688.75
S3 4,614.25 4,635.50 4,685.25
S4 4,575.25 4,596.50 4,674.50
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,915.50 4,878.50 4,723.25
R3 4,833.75 4,796.75 4,700.75
R2 4,752.00 4,752.00 4,693.25
R1 4,715.00 4,715.00 4,685.75 4,692.50
PP 4,670.25 4,670.25 4,670.25 4,659.00
S1 4,633.25 4,633.25 4,670.75 4,611.00
S2 4,588.50 4,588.50 4,663.25
S3 4,506.75 4,551.50 4,655.75
S4 4,425.00 4,469.75 4,633.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,709.75 4,625.25 84.50 1.8% 38.00 0.8% 84% True False 1,164,451
10 4,711.75 4,613.00 98.75 2.1% 37.25 0.8% 84% False False 1,181,619
20 4,711.75 4,504.00 207.75 4.4% 36.50 0.8% 92% False False 1,164,762
40 4,711.75 4,260.00 451.75 9.6% 51.25 1.1% 97% False False 1,376,619
60 4,711.75 4,260.00 451.75 9.6% 49.00 1.0% 97% False False 1,201,724
80 4,711.75 4,260.00 451.75 9.6% 46.25 1.0% 97% False False 902,303
100 4,711.75 4,214.25 497.50 10.6% 45.50 1.0% 97% False False 722,126
120 4,711.75 4,117.00 594.75 12.7% 44.00 0.9% 97% False False 601,875
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 True
Bear Hook False
Bull Hook False
Stretch 6.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,875.50
2.618 4,811.75
1.618 4,772.75
1.000 4,748.75
0.618 4,733.75
HIGH 4,709.75
0.618 4,694.75
0.500 4,690.25
0.382 4,685.75
LOW 4,670.75
0.618 4,646.75
1.000 4,631.75
1.618 4,607.75
2.618 4,568.75
4.250 4,505.00
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 4,694.00 4,689.50
PP 4,692.25 4,683.25
S1 4,690.25 4,676.75

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

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