E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 4,705.25 4,701.00 -4.25 -0.1% 4,684.75
High 4,723.50 4,740.50 17.00 0.4% 4,723.50
Low 4,684.25 4,674.25 -10.00 -0.2% 4,667.00
Close 4,694.50 4,679.75 -14.75 -0.3% 4,694.50
Range 39.25 66.25 27.00 68.8% 56.50
ATR 40.38 42.23 1.85 4.6% 0.00
Volume 1,344,893 1,685,386 340,493 25.3% 5,660,494
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,897.00 4,854.50 4,716.25
R3 4,830.75 4,788.25 4,698.00
R2 4,764.50 4,764.50 4,692.00
R1 4,722.00 4,722.00 4,685.75 4,710.00
PP 4,698.25 4,698.25 4,698.25 4,692.25
S1 4,655.75 4,655.75 4,673.75 4,644.00
S2 4,632.00 4,632.00 4,667.50
S3 4,565.75 4,589.50 4,661.50
S4 4,499.50 4,523.25 4,643.25
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 4,740.50 4,668.00 72.50 1.5% 41.00 0.9% 16% True False 1,259,751
10 4,740.50 4,625.25 115.25 2.5% 39.25 0.8% 47% True False 1,236,728
20 4,740.50 4,543.75 196.75 4.2% 37.75 0.8% 69% True False 1,212,895
40 4,740.50 4,260.00 480.50 10.3% 49.50 1.1% 87% True False 1,365,411
60 4,740.50 4,260.00 480.50 10.3% 49.75 1.1% 87% True False 1,288,649
80 4,740.50 4,260.00 480.50 10.3% 46.50 1.0% 87% True False 967,862
100 4,740.50 4,214.25 526.25 11.2% 46.50 1.0% 88% True False 774,641
120 4,740.50 4,117.00 623.50 13.3% 44.25 0.9% 90% True False 645,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.50
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 5,022.00
2.618 4,914.00
1.618 4,847.75
1.000 4,806.75
0.618 4,781.50
HIGH 4,740.50
0.618 4,715.25
0.500 4,707.50
0.382 4,699.50
LOW 4,674.25
0.618 4,633.25
1.000 4,608.00
1.618 4,567.00
2.618 4,500.75
4.250 4,392.75
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 4,707.50 4,704.25
PP 4,698.25 4,696.00
S1 4,689.00 4,688.00

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

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