E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 30-Nov-2021
Day Change Summary
Previous Current
29-Nov-2021 30-Nov-2021 Change Change % Previous Week
Open 4,589.00 4,657.25 68.25 1.5% 4,701.00
High 4,669.75 4,667.50 -2.25 0.0% 4,740.50
Low 4,588.75 4,557.00 -31.75 -0.7% 4,577.25
Close 4,651.00 4,566.25 -84.75 -1.8% 4,595.75
Range 81.00 110.50 29.50 36.4% 163.25
ATR 51.95 56.13 4.18 8.1% 0.00
Volume 2,014,967 2,845,560 830,593 41.2% 7,034,616
Daily Pivots for day following 30-Nov-2021
Classic Woodie Camarilla DeMark
R4 4,928.50 4,857.75 4,627.00
R3 4,818.00 4,747.25 4,596.75
R2 4,707.50 4,707.50 4,586.50
R1 4,636.75 4,636.75 4,576.50 4,617.00
PP 4,597.00 4,597.00 4,597.00 4,587.00
S1 4,526.25 4,526.25 4,556.00 4,506.50
S2 4,486.50 4,486.50 4,546.00
S3 4,376.00 4,415.75 4,535.75
S4 4,265.50 4,305.25 4,505.50
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 4,717.00 4,557.00 160.00 3.5% 84.75 1.9% 6% False True 2,041,951
10 4,740.50 4,557.00 183.50 4.0% 62.75 1.4% 5% False True 1,650,851
20 4,740.50 4,557.00 183.50 4.0% 49.75 1.1% 5% False True 1,413,097
40 4,740.50 4,269.00 471.50 10.3% 49.00 1.1% 63% False False 1,348,125
60 4,740.50 4,260.00 480.50 10.5% 54.50 1.2% 64% False False 1,457,458
80 4,740.50 4,260.00 480.50 10.5% 49.75 1.1% 64% False False 1,095,242
100 4,740.50 4,214.25 526.25 11.5% 48.00 1.1% 67% False False 876,657
120 4,740.50 4,117.00 623.50 13.7% 46.50 1.0% 72% False False 730,732
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 False
Bear Hook False
Bull Hook False
Stretch 12.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,137.00
2.618 4,956.75
1.618 4,846.25
1.000 4,778.00
0.618 4,735.75
HIGH 4,667.50
0.618 4,625.25
0.500 4,612.25
0.382 4,599.25
LOW 4,557.00
0.618 4,488.75
1.000 4,446.50
1.618 4,378.25
2.618 4,267.75
4.250 4,087.50
Fisher Pivots for day following 30-Nov-2021
Pivot 1 day 3 day
R1 4,612.25 4,637.00
PP 4,597.00 4,613.50
S1 4,581.50 4,589.75

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

View Archives - Comment on this page... - Back to Index of Symbols