E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 4,178.50 4,183.00 4.50 0.1% 4,162.00
High 4,194.50 4,200.50 6.00 0.1% 4,174.25
Low 4,170.75 4,168.00 -2.75 -0.1% 4,046.00
Close 4,183.00 4,189.00 6.00 0.1% 4,141.75
Range 23.75 32.50 8.75 36.8% 128.25
ATR 52.62 51.18 -1.44 -2.7% 0.00
Volume 5,281 7,178 1,897 35.9% 21,290
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 4,283.25 4,268.75 4,207.00
R3 4,250.75 4,236.25 4,198.00
R2 4,218.25 4,218.25 4,195.00
R1 4,203.75 4,203.75 4,192.00 4,211.00
PP 4,185.75 4,185.75 4,185.75 4,189.50
S1 4,171.25 4,171.25 4,186.00 4,178.50
S2 4,153.25 4,153.25 4,183.00
S3 4,120.75 4,138.75 4,180.00
S4 4,088.25 4,106.25 4,171.00
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 4,133.50 68.75 1.6% 37.50 0.9% 81% False False 5,416
10 4,202.25 4,046.00 156.25 3.7% 51.75 1.2% 92% False False 4,686
20 4,228.25 4,020.00 208.25 5.0% 55.00 1.3% 81% False False 4,632
40 4,228.25 3,955.00 273.25 6.5% 45.75 1.1% 86% False False 2,904
60 4,228.25 3,701.50 526.75 12.6% 50.75 1.2% 93% False False 2,169
80 4,228.25 3,701.50 526.75 12.6% 51.50 1.2% 93% False False 1,648
100 4,228.25 3,639.25 589.00 14.1% 53.00 1.3% 93% False False 1,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,338.50
2.618 4,285.50
1.618 4,253.00
1.000 4,233.00
0.618 4,220.50
HIGH 4,200.50
0.618 4,188.00
0.500 4,184.25
0.382 4,180.50
LOW 4,168.00
0.618 4,148.00
1.000 4,135.50
1.618 4,115.50
2.618 4,083.00
4.250 4,030.00
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 4,187.50 4,187.75
PP 4,185.75 4,186.50
S1 4,184.25 4,185.00

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

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