E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 08-Dec-2021
Day Change Summary
Previous Current
07-Dec-2021 08-Dec-2021 Change Change % Previous Week
Open 4,594.25 4,695.25 101.00 2.2% 4,589.00
High 4,697.25 4,712.00 14.75 0.3% 4,669.75
Low 4,587.25 4,671.75 84.50 1.8% 4,492.00
Close 4,685.00 4,699.00 14.00 0.3% 4,537.50
Range 110.00 40.25 -69.75 -63.4% 177.75
ATR 72.15 69.87 -2.28 -3.2% 0.00
Volume 1,771,947 1,418,355 -353,592 -20.0% 12,865,862
Daily Pivots for day following 08-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,815.00 4,797.25 4,721.25
R3 4,774.75 4,757.00 4,710.00
R2 4,734.50 4,734.50 4,706.50
R1 4,716.75 4,716.75 4,702.75 4,725.50
PP 4,694.25 4,694.25 4,694.25 4,698.75
S1 4,676.50 4,676.50 4,695.25 4,685.50
S2 4,654.00 4,654.00 4,691.50
S3 4,613.75 4,636.25 4,688.00
S4 4,573.50 4,596.00 4,676.75
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,099.75 4,996.25 4,635.25
R3 4,922.00 4,818.50 4,586.50
R2 4,744.25 4,744.25 4,570.00
R1 4,640.75 4,640.75 4,553.75 4,603.50
PP 4,566.50 4,566.50 4,566.50 4,547.75
S1 4,463.00 4,463.00 4,521.25 4,426.00
S2 4,388.75 4,388.75 4,505.00
S3 4,211.00 4,285.25 4,488.50
S4 4,033.25 4,107.50 4,439.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,712.00 4,492.00 220.00 4.7% 86.75 1.8% 94% True False 2,111,457
10 4,717.00 4,492.00 225.00 4.8% 96.25 2.1% 92% False False 2,156,489
20 4,740.50 4,492.00 248.50 5.3% 68.25 1.5% 83% False False 1,725,740
40 4,740.50 4,318.75 421.75 9.0% 54.25 1.2% 90% False False 1,448,081
60 4,740.50 4,260.00 480.50 10.2% 59.75 1.3% 91% False False 1,558,459
80 4,740.50 4,260.00 480.50 10.2% 55.25 1.2% 91% False False 1,260,321
100 4,740.50 4,243.00 497.50 10.6% 51.25 1.1% 92% False False 1,008,843
120 4,740.50 4,117.00 623.50 13.3% 49.50 1.1% 93% False False 840,919
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 16.93
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,883.00
2.618 4,817.25
1.618 4,777.00
1.000 4,752.25
0.618 4,736.75
HIGH 4,712.00
0.618 4,696.50
0.500 4,692.00
0.382 4,687.25
LOW 4,671.75
0.618 4,647.00
1.000 4,631.50
1.618 4,606.75
2.618 4,566.50
4.250 4,500.75
Fisher Pivots for day following 08-Dec-2021
Pivot 1 day 3 day
R1 4,696.50 4,673.25
PP 4,694.25 4,647.50
S1 4,692.00 4,621.75

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

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