E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 4,218.00 4,168.25 -49.75 -1.2% 4,174.50
High 4,228.25 4,175.75 -52.50 -1.2% 4,223.25
Low 4,162.50 4,094.50 -68.00 -1.6% 4,111.25
Close 4,173.50 4,136.25 -37.25 -0.9% 4,215.50
Range 65.75 81.25 15.50 23.6% 112.00
ATR 43.71 46.39 2.68 6.1% 0.00
Volume 2,747 3,556 809 29.5% 21,122
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 4,379.25 4,339.00 4,181.00
R3 4,298.00 4,257.75 4,158.50
R2 4,216.75 4,216.75 4,151.25
R1 4,176.50 4,176.50 4,143.75 4,156.00
PP 4,135.50 4,135.50 4,135.50 4,125.25
S1 4,095.25 4,095.25 4,128.75 4,074.75
S2 4,054.25 4,054.25 4,121.25
S3 3,973.00 4,014.00 4,114.00
S4 3,891.75 3,932.75 4,091.50
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 4,519.25 4,479.50 4,277.00
R3 4,407.25 4,367.50 4,246.25
R2 4,295.25 4,295.25 4,236.00
R1 4,255.50 4,255.50 4,225.75 4,275.50
PP 4,183.25 4,183.25 4,183.25 4,193.25
S1 4,143.50 4,143.50 4,205.25 4,163.50
S2 4,071.25 4,071.25 4,195.00
S3 3,959.25 4,031.50 4,184.75
S4 3,847.25 3,919.50 4,154.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,228.25 4,094.50 133.75 3.2% 54.00 1.3% 31% False True 3,335
10 4,228.25 4,094.50 133.75 3.2% 45.00 1.1% 31% False True 3,341
20 4,228.25 4,094.50 133.75 3.2% 42.75 1.0% 31% False True 2,264
40 4,228.25 3,833.75 394.50 9.5% 43.25 1.0% 77% False False 1,623
60 4,228.25 3,701.50 526.75 12.7% 52.25 1.3% 83% False False 1,130
80 4,228.25 3,639.25 589.00 14.2% 53.25 1.3% 84% False False 866
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 7.65
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 4,521.00
2.618 4,388.50
1.618 4,307.25
1.000 4,257.00
0.618 4,226.00
HIGH 4,175.75
0.618 4,144.75
0.500 4,135.00
0.382 4,125.50
LOW 4,094.50
0.618 4,044.25
1.000 4,013.25
1.618 3,963.00
2.618 3,881.75
4.250 3,749.25
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 4,136.00 4,161.50
PP 4,135.50 4,153.00
S1 4,135.00 4,144.50

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

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