E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 4,230.00 4,238.50 8.50 0.2% 4,222.00
High 4,238.50 4,248.50 10.00 0.2% 4,239.50
Low 4,221.50 4,224.50 3.00 0.1% 4,196.50
Close 4,236.50 4,245.75 9.25 0.2% 4,236.50
Range 17.00 24.00 7.00 41.2% 43.00
ATR 40.36 39.19 -1.17 -2.9% 0.00
Volume 1,289,533 1,714,445 424,912 33.0% 2,065,624
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,311.50 4,302.75 4,259.00
R3 4,287.50 4,278.75 4,252.25
R2 4,263.50 4,263.50 4,250.25
R1 4,254.75 4,254.75 4,248.00 4,259.00
PP 4,239.50 4,239.50 4,239.50 4,241.75
S1 4,230.75 4,230.75 4,243.50 4,235.00
S2 4,215.50 4,215.50 4,241.25
S3 4,191.50 4,206.75 4,239.25
S4 4,167.50 4,182.75 4,232.50
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,353.25 4,337.75 4,260.25
R3 4,310.25 4,294.75 4,248.25
R2 4,267.25 4,267.25 4,244.50
R1 4,251.75 4,251.75 4,240.50 4,259.50
PP 4,224.25 4,224.25 4,224.25 4,228.00
S1 4,208.75 4,208.75 4,232.50 4,216.50
S2 4,181.25 4,181.25 4,228.50
S3 4,138.25 4,165.75 4,224.75
S4 4,095.25 4,122.75 4,212.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,248.50 4,196.50 52.00 1.2% 26.50 0.6% 95% True False 747,124
10 4,248.50 4,155.25 93.25 2.2% 31.50 0.7% 97% True False 384,467
20 4,248.50 4,046.00 202.50 4.8% 38.75 0.9% 99% True False 194,534
40 4,248.50 4,020.00 228.50 5.4% 45.00 1.1% 99% True False 98,842
60 4,248.50 3,833.75 414.75 9.8% 43.75 1.0% 99% True False 66,236
80 4,248.50 3,701.50 547.00 12.9% 50.50 1.2% 99% True False 49,738
100 4,248.50 3,639.25 609.25 14.3% 51.25 1.2% 100% True False 39,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,350.50
2.618 4,311.25
1.618 4,287.25
1.000 4,272.50
0.618 4,263.25
HIGH 4,248.50
0.618 4,239.25
0.500 4,236.50
0.382 4,233.75
LOW 4,224.50
0.618 4,209.75
1.000 4,200.50
1.618 4,185.75
2.618 4,161.75
4.250 4,122.50
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 4,242.75 4,238.00
PP 4,239.50 4,230.50
S1 4,236.50 4,223.00

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

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