E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 01-Dec-2021
Day Change Summary
Previous Current
30-Nov-2021 01-Dec-2021 Change Change % Previous Week
Open 4,657.25 4,587.50 -69.75 -1.5% 4,701.00
High 4,667.50 4,650.75 -16.75 -0.4% 4,740.50
Low 4,557.00 4,497.75 -59.25 -1.3% 4,577.25
Close 4,566.25 4,508.50 -57.75 -1.3% 4,595.75
Range 110.50 153.00 42.50 38.5% 163.25
ATR 56.13 63.05 6.92 12.3% 0.00
Volume 2,845,560 2,670,344 -175,216 -6.2% 7,034,616
Daily Pivots for day following 01-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,011.25 4,913.00 4,592.75
R3 4,858.25 4,760.00 4,550.50
R2 4,705.25 4,705.25 4,536.50
R1 4,607.00 4,607.00 4,522.50 4,579.50
PP 4,552.25 4,552.25 4,552.25 4,538.75
S1 4,454.00 4,454.00 4,494.50 4,426.50
S2 4,399.25 4,399.25 4,480.50
S3 4,246.25 4,301.00 4,466.50
S4 4,093.25 4,148.00 4,424.25
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 4,497.75 219.25 4.9% 106.00 2.4% 5% False True 2,201,521
10 4,740.50 4,497.75 242.75 5.4% 74.25 1.6% 4% False True 1,813,527
20 4,740.50 4,497.75 242.75 5.4% 55.75 1.2% 4% False True 1,497,573
40 4,740.50 4,273.75 466.75 10.4% 50.75 1.1% 50% False False 1,373,628
60 4,740.50 4,260.00 480.50 10.7% 56.50 1.3% 52% False False 1,500,828
80 4,740.50 4,260.00 480.50 10.7% 51.50 1.1% 52% False False 1,128,596
100 4,740.50 4,214.25 526.25 11.7% 49.25 1.1% 56% False False 903,348
120 4,740.50 4,117.00 623.50 13.8% 47.75 1.1% 63% False False 752,982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.25
Widest range in 185 trading days
Fibonacci Retracements and Extensions
4.250 5,301.00
2.618 5,051.25
1.618 4,898.25
1.000 4,803.75
0.618 4,745.25
HIGH 4,650.75
0.618 4,592.25
0.500 4,574.25
0.382 4,556.25
LOW 4,497.75
0.618 4,403.25
1.000 4,344.75
1.618 4,250.25
2.618 4,097.25
4.250 3,847.50
Fisher Pivots for day following 01-Dec-2021
Pivot 1 day 3 day
R1 4,574.25 4,583.75
PP 4,552.25 4,558.75
S1 4,530.50 4,533.50

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

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