E-mini S&P 500 Future September 2021

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Trading Metrics calculated at close of trading on 06-Apr-2021
Day Change Summary Previous Current 05-Apr-2021 06-Apr-2021 Change Change % Previous Week Open 4,019.75 4,060.00 40.25 1.0% 3,952.75 High 4,064.25 4,065.50 1.25 0.0% 4,004.25 Low 4,011.00 4,042.75 31.75 0.8% 3,919.25 Close 4,057.50 4,053.75 -3.75 -0.1% 3,999.50 Range 53.25 22.75 -30.50 -57.3% 85.00 ATR 56.95 54.51 -2.44 -4.3% 0.00 Volume 892 1,029 137 15.4% 4,719
Daily Pivots for day following 06-Apr-2021 Classic Woodie Camarilla DeMark R4 4,122.25 4,110.75 4,066.25 R3 4,099.50 4,088.00 4,060.00 R2 4,076.75 4,076.75 4,058.00 R1 4,065.25 4,065.25 4,055.75 4,059.50 PP 4,054.00 4,054.00 4,054.00 4,051.25 S1 4,042.50 4,042.50 4,051.75 4,037.00 S2 4,031.25 4,031.25 4,049.50 S3 4,008.50 4,019.75 4,047.50 S4 3,985.75 3,997.00 4,041.25	Weekly Pivots for week ending 02-Apr-2021 Classic Woodie Camarilla DeMark R4 4,229.25 4,199.50 4,046.25 R3 4,144.25 4,114.50 4,023.00 R2 4,059.25 4,059.25 4,015.00 R1 4,029.50 4,029.50 4,007.25 4,044.50 PP 3,974.25 3,974.25 3,974.25 3,981.75 S1 3,944.50 3,944.50 3,991.75 3,959.50 S2 3,889.25 3,889.25 3,984.00 S3 3,804.25 3,859.50 3,976.00 S4 3,719.25 3,774.50 3,952.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,065.50 3,924.00 141.50 3.5% 40.00 1.0% 92% True False 1,128 10 4,065.50 3,833.75 231.75 5.7% 47.25 1.2% 95% True False 1,194 20 4,065.50 3,806.50 259.00 6.4% 50.50 1.2% 95% True False 857 40 4,065.50 3,701.50 364.00 9.0% 57.50 1.4% 97% True False 482 60 4,065.50 3,639.25 426.25 10.5% 57.25 1.4% 97% True False 342
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 8.93 Narrowest range in 38 trading days	Fibonacci Retracements and Extensions 4.250 4,162.25 2.618 4,125.00 1.618 4,102.25 1.000 4,088.25 0.618 4,079.50 HIGH 4,065.50 0.618 4,056.75 0.500 4,054.00 0.382 4,051.50 LOW 4,042.75 0.618 4,028.75 1.000 4,020.00 1.618 4,006.00 2.618 3,983.25 4.250 3,946.00
Fisher Pivots for day following 06-Apr-2021 Pivot 1 day 3 day R1 4,054.00 4,039.25 PP 4,054.00 4,024.75 S1 4,054.00 4,010.25

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