E-mini S&P 500 Future September 2021

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Trading Metrics calculated at close of trading on 01-Apr-2021
Day Change Summary Previous Current 31-Mar-2021 01-Apr-2021 Change Change % Previous Week Open 3,935.75 3,958.00 22.25 0.6% 3,880.25 High 3,973.50 4,004.25 30.75 0.8% 3,957.00 Low 3,932.00 3,955.00 23.00 0.6% 3,833.75 Close 3,957.25 3,999.50 42.25 1.1% 3,954.75 Range 41.50 49.25 7.75 18.7% 123.25 ATR 56.90 56.35 -0.55 -1.0% 0.00 Volume 1,290 1,805 515 39.9% 6,103
Daily Pivots for day following 01-Apr-2021 Classic Woodie Camarilla DeMark R4 4,134.00 4,116.00 4,026.50 R3 4,084.75 4,066.75 4,013.00 R2 4,035.50 4,035.50 4,008.50 R1 4,017.50 4,017.50 4,004.00 4,026.50 PP 3,986.25 3,986.25 3,986.25 3,990.75 S1 3,968.25 3,968.25 3,995.00 3,977.25 S2 3,937.00 3,937.00 3,990.50 S3 3,887.75 3,919.00 3,986.00 S4 3,838.50 3,869.75 3,972.50	Weekly Pivots for week ending 26-Mar-2021 Classic Woodie Camarilla DeMark R4 4,285.00 4,243.00 4,022.50 R3 4,161.75 4,119.75 3,988.75 R2 4,038.50 4,038.50 3,977.25 R1 3,996.50 3,996.50 3,966.00 4,017.50 PP 3,915.25 3,915.25 3,915.25 3,925.50 S1 3,873.25 3,873.25 3,943.50 3,894.25 S2 3,792.00 3,792.00 3,932.25 S3 3,668.75 3,750.00 3,920.75 S4 3,545.50 3,626.75 3,887.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,004.25 3,890.50 113.75 2.8% 46.50 1.2% 96% True False 1,182 10 4,004.25 3,833.75 170.50 4.3% 50.25 1.3% 97% True False 1,191 20 4,004.25 3,709.25 295.00 7.4% 56.75 1.4% 98% True False 779 40 4,004.25 3,701.50 302.75 7.6% 57.50 1.4% 98% True False 437 60 4,004.25 3,639.25 365.00 9.1% 58.00 1.4% 99% True False 311
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 8.78 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 4,213.50 2.618 4,133.25 1.618 4,084.00 1.000 4,053.50 0.618 4,034.75 HIGH 4,004.25 0.618 3,985.50 0.500 3,979.50 0.382 3,973.75 LOW 3,955.00 0.618 3,924.50 1.000 3,905.75 1.618 3,875.25 2.618 3,826.00 4.250 3,745.75
Fisher Pivots for day following 01-Apr-2021 Pivot 1 day 3 day R1 3,993.00 3,987.75 PP 3,986.25 3,976.00 S1 3,979.50 3,964.00

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