E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 17-Nov-2021
Day Change Summary
Previous Current
16-Nov-2021 17-Nov-2021 Change Change % Previous Week
Open 4,680.75 4,696.50 15.75 0.3% 4,678.50
High 4,709.75 4,701.00 -8.75 -0.2% 4,707.00
Low 4,670.75 4,679.25 8.50 0.2% 4,625.25
Close 4,696.00 4,686.25 -9.75 -0.2% 4,678.25
Range 39.00 21.75 -17.25 -44.2% 81.75
ATR 42.08 40.62 -1.45 -3.5% 0.00
Volume 1,043,587 1,056,696 13,109 1.3% 6,021,807
Daily Pivots for day following 17-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,754.00 4,742.00 4,698.25
R3 4,732.25 4,720.25 4,692.25
R2 4,710.50 4,710.50 4,690.25
R1 4,698.50 4,698.50 4,688.25 4,693.50
PP 4,688.75 4,688.75 4,688.75 4,686.50
S1 4,676.75 4,676.75 4,684.25 4,672.00
S2 4,667.00 4,667.00 4,682.25
S3 4,645.25 4,655.00 4,680.25
S4 4,623.50 4,633.25 4,674.25
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 4,638.00 71.75 1.5% 31.25 0.7% 67% False False 1,047,970
10 4,711.75 4,625.25 86.50 1.8% 35.00 0.7% 71% False False 1,179,824
20 4,711.75 4,510.25 201.50 4.3% 36.25 0.8% 87% False False 1,167,254
40 4,711.75 4,260.00 451.75 9.6% 49.75 1.1% 94% False False 1,358,840
60 4,711.75 4,260.00 451.75 9.6% 49.00 1.0% 94% False False 1,219,117
80 4,711.75 4,260.00 451.75 9.6% 46.00 1.0% 94% False False 915,493
100 4,711.75 4,214.25 497.50 10.6% 45.75 1.0% 95% False False 732,689
120 4,711.75 4,117.00 594.75 12.7% 44.00 0.9% 96% False False 610,680
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.00
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 4,793.50
2.618 4,758.00
1.618 4,736.25
1.000 4,722.75
0.618 4,714.50
HIGH 4,701.00
0.618 4,692.75
0.500 4,690.00
0.382 4,687.50
LOW 4,679.25
0.618 4,665.75
1.000 4,657.50
1.618 4,644.00
2.618 4,622.25
4.250 4,586.75
Fisher Pivots for day following 17-Nov-2021
Pivot 1 day 3 day
R1 4,690.00 4,688.50
PP 4,688.75 4,687.75
S1 4,687.50 4,687.00

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

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