E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 19-Nov-2021
Day Change Summary
Previous Current
18-Nov-2021 19-Nov-2021 Change Change % Previous Week
Open 4,685.25 4,705.25 20.00 0.4% 4,684.75
High 4,706.50 4,723.50 17.00 0.4% 4,723.50
Low 4,668.00 4,684.25 16.25 0.3% 4,667.00
Close 4,701.50 4,694.50 -7.00 -0.1% 4,694.50
Range 38.50 39.25 0.75 1.9% 56.50
ATR 40.47 40.38 -0.09 -0.2% 0.00
Volume 1,168,195 1,344,893 176,698 15.1% 5,660,494
Daily Pivots for day following 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,818.50 4,795.75 4,716.00
R3 4,779.25 4,756.50 4,705.25
R2 4,740.00 4,740.00 4,701.75
R1 4,717.25 4,717.25 4,698.00 4,709.00
PP 4,700.75 4,700.75 4,700.75 4,696.50
S1 4,678.00 4,678.00 4,691.00 4,669.75
S2 4,661.50 4,661.50 4,687.25
S3 4,622.25 4,638.75 4,683.75
S4 4,583.00 4,599.50 4,673.00
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,864.50 4,836.00 4,725.50
R3 4,808.00 4,779.50 4,710.00
R2 4,751.50 4,751.50 4,704.75
R1 4,723.00 4,723.00 4,699.75 4,737.25
PP 4,695.00 4,695.00 4,695.00 4,702.00
S1 4,666.50 4,666.50 4,689.25 4,680.75
S2 4,638.50 4,638.50 4,684.25
S3 4,582.00 4,610.00 4,679.00
S4 4,525.50 4,553.50 4,663.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,723.50 4,667.00 56.50 1.2% 33.75 0.7% 49% True False 1,132,098
10 4,723.50 4,625.25 98.25 2.1% 35.75 0.8% 70% True False 1,168,230
20 4,723.50 4,522.50 201.00 4.3% 36.50 0.8% 86% True False 1,180,197
40 4,723.50 4,260.00 463.50 9.9% 49.00 1.0% 94% True False 1,355,931
60 4,723.50 4,260.00 463.50 9.9% 49.50 1.1% 94% True False 1,260,723
80 4,723.50 4,260.00 463.50 9.9% 46.00 1.0% 94% True False 946,828
100 4,723.50 4,214.25 509.25 10.8% 46.00 1.0% 94% True False 757,801
120 4,723.50 4,117.00 606.50 12.9% 44.25 0.9% 95% True False 631,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,890.25
2.618 4,826.25
1.618 4,787.00
1.000 4,762.75
0.618 4,747.75
HIGH 4,723.50
0.618 4,708.50
0.500 4,704.00
0.382 4,699.25
LOW 4,684.25
0.618 4,660.00
1.000 4,645.00
1.618 4,620.75
2.618 4,581.50
4.250 4,517.50
Fisher Pivots for day following 19-Nov-2021
Pivot 1 day 3 day
R1 4,704.00 4,695.75
PP 4,700.75 4,695.25
S1 4,697.50 4,695.00

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

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