E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 17-Dec-2021
Day Change Summary
Previous Current
16-Dec-2021 17-Dec-2021 Change Change % Previous Week
Open 4,711.50 4,674.25 -37.25 -0.8% 4,711.25
High 4,752.50 4,677.75 -74.75 -1.6% 4,752.50
Low 4,651.25 4,629.50 -21.75 -0.5% 4,606.00
Close 4,668.75 4,636.46 -32.29 -0.7% 4,636.46
Range 101.25 48.25 -53.00 -52.3% 146.50
ATR 72.35 70.63 -1.72 -2.4% 0.00
Volume 435,986 34,792 -401,194 -92.0% 3,960,756
Daily Pivots for day following 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 4,792.75 4,762.75 4,663.00
R3 4,744.50 4,714.50 4,649.75
R2 4,696.25 4,696.25 4,645.25
R1 4,666.25 4,666.25 4,641.00 4,657.00
PP 4,648.00 4,648.00 4,648.00 4,643.25
S1 4,618.00 4,618.00 4,632.00 4,608.75
S2 4,599.75 4,599.75 4,627.50
S3 4,551.50 4,569.75 4,623.25
S4 4,503.25 4,521.50 4,610.00
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 5,104.50 5,017.00 4,717.00
R3 4,958.00 4,870.50 4,676.75
R2 4,811.50 4,811.50 4,663.25
R1 4,724.00 4,724.00 4,650.00 4,694.50
PP 4,665.00 4,665.00 4,665.00 4,650.25
S1 4,577.50 4,577.50 4,623.00 4,548.00
S2 4,518.50 4,518.50 4,609.50
S3 4,372.00 4,431.00 4,596.25
S4 4,225.50 4,284.50 4,556.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,752.50 4,606.00 146.50 3.2% 80.00 1.7% 21% False False 792,151
10 4,752.50 4,531.50 221.00 4.8% 72.25 1.6% 47% False False 1,236,142
20 4,752.50 4,492.00 260.50 5.6% 80.25 1.7% 55% False False 1,680,339
40 4,752.50 4,492.00 260.50 5.6% 58.50 1.3% 55% False False 1,429,538
60 4,752.50 4,260.00 492.50 10.6% 59.50 1.3% 76% False False 1,461,353
80 4,752.50 4,260.00 492.50 10.6% 57.25 1.2% 76% False False 1,348,937
100 4,752.50 4,260.00 492.50 10.6% 53.00 1.1% 76% False False 1,080,111
120 4,752.50 4,214.25 538.25 11.6% 51.50 1.1% 78% False False 900,360
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 15.30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,882.75
2.618 4,804.00
1.618 4,755.75
1.000 4,726.00
0.618 4,707.50
HIGH 4,677.75
0.618 4,659.25
0.500 4,653.50
0.382 4,648.00
LOW 4,629.50
0.618 4,599.75
1.000 4,581.25
1.618 4,551.50
2.618 4,503.25
4.250 4,424.50
Fisher Pivots for day following 17-Dec-2021
Pivot 1 day 3 day
R1 4,653.50 4,682.00
PP 4,648.00 4,666.75
S1 4,642.25 4,651.50

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

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