E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 18-Jun-2021
Day Change Summary
Previous Current
17-Jun-2021 18-Jun-2021 Change Change % Previous Week
Open 4,204.25 4,216.00 11.75 0.3% 4,238.50
High 4,222.75 4,220.00 -2.75 -0.1% 4,258.25
Low 4,183.00 4,140.75 -42.25 -1.0% 4,140.75
Close 4,212.25 4,153.50 -58.75 -1.4% 4,153.50
Range 39.75 79.25 39.50 99.4% 117.50
ATR 39.47 42.31 2.84 7.2% 0.00
Volume 1,746,318 1,951,342 205,024 11.7% 8,695,965
Daily Pivots for day following 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,409.25 4,360.50 4,197.00
R3 4,330.00 4,281.25 4,175.25
R2 4,250.75 4,250.75 4,168.00
R1 4,202.00 4,202.00 4,160.75 4,186.75
PP 4,171.50 4,171.50 4,171.50 4,163.75
S1 4,122.75 4,122.75 4,146.25 4,107.50
S2 4,092.25 4,092.25 4,139.00
S3 4,013.00 4,043.50 4,131.75
S4 3,933.75 3,964.25 4,110.00
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,536.75 4,462.50 4,218.00
R3 4,419.25 4,345.00 4,185.75
R2 4,301.75 4,301.75 4,175.00
R1 4,227.50 4,227.50 4,164.25 4,206.00
PP 4,184.25 4,184.25 4,184.25 4,173.25
S1 4,110.00 4,110.00 4,142.75 4,088.50
S2 4,066.75 4,066.75 4,132.00
S3 3,949.25 3,992.50 4,121.25
S4 3,831.75 3,875.00 4,089.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,258.25 4,140.75 117.50 2.8% 44.75 1.1% 11% False True 1,739,193
10 4,258.25 4,140.75 117.50 2.8% 35.00 0.8% 11% False True 1,076,158
20 4,258.25 4,133.50 124.75 3.0% 36.00 0.9% 16% False False 542,826
40 4,258.25 4,020.00 238.25 5.7% 45.00 1.1% 56% False False 273,274
60 4,258.25 3,833.75 424.50 10.2% 43.50 1.0% 75% False False 182,532
80 4,258.25 3,701.50 556.75 13.4% 49.75 1.2% 81% False False 137,003
100 4,258.25 3,639.25 619.00 14.9% 51.75 1.2% 83% False False 109,623
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 8.98
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 4,556.75
2.618 4,427.50
1.618 4,348.25
1.000 4,299.25
0.618 4,269.00
HIGH 4,220.00
0.618 4,189.75
0.500 4,180.50
0.382 4,171.00
LOW 4,140.75
0.618 4,091.75
1.000 4,061.50
1.618 4,012.50
2.618 3,933.25
4.250 3,804.00
Fisher Pivots for day following 18-Jun-2021
Pivot 1 day 3 day
R1 4,180.50 4,191.00
PP 4,171.50 4,178.50
S1 4,162.50 4,166.00

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

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