E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 4,217.50 4,215.25 -2.25 -0.1% 4,195.75
High 4,227.00 4,225.75 -1.25 0.0% 4,221.75
Low 4,196.50 4,207.50 11.00 0.3% 4,155.25
Close 4,216.25 4,209.00 -7.25 -0.2% 4,218.25
Range 30.50 18.25 -12.25 -40.2% 66.50
ATR 43.99 42.15 -1.84 -4.2% 0.00
Volume 106,636 123,498 16,862 15.8% 64,610
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,268.75 4,257.25 4,219.00
R3 4,250.50 4,239.00 4,214.00
R2 4,232.25 4,232.25 4,212.25
R1 4,220.75 4,220.75 4,210.75 4,217.50
PP 4,214.00 4,214.00 4,214.00 4,212.50
S1 4,202.50 4,202.50 4,207.25 4,199.00
S2 4,195.75 4,195.75 4,205.75
S3 4,177.50 4,184.25 4,204.00
S4 4,159.25 4,166.00 4,199.00
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,398.00 4,374.50 4,254.75
R3 4,331.50 4,308.00 4,236.50
R2 4,265.00 4,265.00 4,230.50
R1 4,241.50 4,241.50 4,224.25 4,253.25
PP 4,198.50 4,198.50 4,198.50 4,204.25
S1 4,175.00 4,175.00 4,212.25 4,186.75
S2 4,132.00 4,132.00 4,206.00
S3 4,065.50 4,108.50 4,200.00
S4 3,999.00 4,042.00 4,181.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,227.00 4,155.25 71.75 1.7% 33.75 0.8% 75% False False 61,805
10 4,227.00 4,155.25 71.75 1.7% 30.50 0.7% 75% False False 35,490
20 4,227.00 4,020.00 207.00 4.9% 48.00 1.1% 91% False False 20,305
40 4,228.25 4,020.00 208.25 4.9% 45.50 1.1% 91% False False 11,284
60 4,228.25 3,833.75 394.50 9.4% 44.75 1.1% 95% False False 7,850
80 4,228.25 3,701.50 526.75 12.5% 51.00 1.2% 96% False False 5,924
100 4,228.25 3,639.25 589.00 14.0% 52.00 1.2% 97% False False 4,754
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,303.25
2.618 4,273.50
1.618 4,255.25
1.000 4,244.00
0.618 4,237.00
HIGH 4,225.75
0.618 4,218.75
0.500 4,216.50
0.382 4,214.50
LOW 4,207.50
0.618 4,196.25
1.000 4,189.25
1.618 4,178.00
2.618 4,159.75
4.250 4,130.00
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 4,216.50 4,211.75
PP 4,214.00 4,210.75
S1 4,211.50 4,210.00

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

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