E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 26-May-2021
Day Change Summary
Previous Current
25-May-2021 26-May-2021 Change Change % Previous Week
Open 4,188.75 4,178.50 -10.25 -0.2% 4,162.00
High 4,202.25 4,194.50 -7.75 -0.2% 4,174.25
Low 4,169.75 4,170.75 1.00 0.0% 4,046.00
Close 4,175.50 4,183.00 7.50 0.2% 4,141.75
Range 32.50 23.75 -8.75 -26.9% 128.25
ATR 54.84 52.62 -2.22 -4.0% 0.00
Volume 5,080 5,281 201 4.0% 21,290
Daily Pivots for day following 26-May-2021
Classic Woodie Camarilla DeMark
R4 4,254.00 4,242.25 4,196.00
R3 4,230.25 4,218.50 4,189.50
R2 4,206.50 4,206.50 4,187.25
R1 4,194.75 4,194.75 4,185.25 4,200.50
PP 4,182.75 4,182.75 4,182.75 4,185.75
S1 4,171.00 4,171.00 4,180.75 4,177.00
S2 4,159.00 4,159.00 4,178.75
S3 4,135.25 4,147.25 4,176.50
S4 4,111.50 4,123.50 4,170.00
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 4,505.50 4,451.75 4,212.25
R3 4,377.25 4,323.50 4,177.00
R2 4,249.00 4,249.00 4,165.25
R1 4,195.25 4,195.25 4,153.50 4,158.00
PP 4,120.75 4,120.75 4,120.75 4,102.00
S1 4,067.00 4,067.00 4,130.00 4,029.75
S2 3,992.50 3,992.50 4,118.25
S3 3,864.25 3,938.75 4,106.50
S4 3,736.00 3,810.50 4,071.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,202.25 4,075.00 127.25 3.0% 48.00 1.1% 85% False False 4,851
10 4,202.25 4,020.00 182.25 4.4% 58.25 1.4% 89% False False 5,162
20 4,228.25 4,020.00 208.25 5.0% 55.50 1.3% 78% False False 4,410
40 4,228.25 3,932.00 296.25 7.1% 46.00 1.1% 85% False False 2,756
60 4,228.25 3,701.50 526.75 12.6% 51.50 1.2% 91% False False 2,051
80 4,228.25 3,701.50 526.75 12.6% 52.00 1.2% 91% False False 1,559
100 4,228.25 3,637.25 591.00 14.1% 54.00 1.3% 92% False False 1,258
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.85
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,295.50
2.618 4,256.75
1.618 4,233.00
1.000 4,218.25
0.618 4,209.25
HIGH 4,194.50
0.618 4,185.50
0.500 4,182.50
0.382 4,179.75
LOW 4,170.75
0.618 4,156.00
1.000 4,147.00
1.618 4,132.25
2.618 4,108.50
4.250 4,069.75
Fisher Pivots for day following 26-May-2021
Pivot 1 day 3 day
R1 4,183.00 4,178.00
PP 4,182.75 4,173.00
S1 4,182.50 4,168.00

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

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