E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 4,686.25 4,700.50 14.25 0.3% 4,701.00
High 4,702.25 4,717.00 14.75 0.3% 4,740.50
Low 4,656.25 4,577.25 -79.00 -1.7% 4,577.25
Close 4,699.00 4,595.75 -103.25 -2.2% 4,595.75
Range 46.00 139.75 93.75 203.8% 163.25
ATR 42.78 49.71 6.93 16.2% 0.00
Volume 1,408,571 2,068,167 659,596 46.8% 7,034,616
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 5,049.25 4,962.25 4,672.50
R3 4,909.50 4,822.50 4,634.25
R2 4,769.75 4,769.75 4,621.25
R1 4,682.75 4,682.75 4,608.50 4,656.50
PP 4,630.00 4,630.00 4,630.00 4,616.75
S1 4,543.00 4,543.00 4,583.00 4,516.50
S2 4,490.25 4,490.25 4,570.25
S3 4,350.50 4,403.25 4,557.25
S4 4,210.75 4,263.50 4,519.00
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 5,127.50 5,025.00 4,685.50
R3 4,964.25 4,861.75 4,640.75
R2 4,801.00 4,801.00 4,625.75
R1 4,698.50 4,698.50 4,610.75 4,668.00
PP 4,637.75 4,637.75 4,637.75 4,622.75
S1 4,535.25 4,535.25 4,580.75 4,505.00
S2 4,474.50 4,474.50 4,565.75
S3 4,311.25 4,372.00 4,550.75
S4 4,148.00 4,208.75 4,506.00
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 4,577.25 163.25 3.6% 67.50 1.5% 11% False True 1,675,901
10 4,740.50 4,577.25 163.25 3.6% 51.00 1.1% 11% False True 1,385,070
20 4,740.50 4,559.25 181.25 3.9% 44.00 1.0% 20% False False 1,294,541
40 4,740.50 4,260.00 480.50 10.5% 49.25 1.1% 70% False False 1,336,737
60 4,740.50 4,260.00 480.50 10.5% 52.25 1.1% 70% False False 1,377,112
80 4,740.50 4,260.00 480.50 10.5% 48.00 1.0% 70% False False 1,034,667
100 4,740.50 4,214.25 526.25 11.5% 47.50 1.0% 72% False False 828,075
120 4,740.50 4,117.00 623.50 13.6% 45.50 1.0% 77% False False 690,231
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 13.48
Widest range in 182 trading days
Fibonacci Retracements and Extensions
4.250 5,311.00
2.618 5,082.75
1.618 4,943.00
1.000 4,856.75
0.618 4,803.25
HIGH 4,717.00
0.618 4,663.50
0.500 4,647.00
0.382 4,630.75
LOW 4,577.25
0.618 4,491.00
1.000 4,437.50
1.618 4,351.25
2.618 4,211.50
4.250 3,983.25
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 4,647.00 4,647.00
PP 4,630.00 4,630.00
S1 4,613.00 4,613.00

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

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