E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 21-Jun-2021
Day Change Summary
Previous Current
18-Jun-2021 21-Jun-2021 Change Change % Previous Week
Open 4,216.00 4,142.50 -73.50 -1.7% 4,238.50
High 4,220.00 4,219.75 -0.25 0.0% 4,258.25
Low 4,140.75 4,126.75 -14.00 -0.3% 4,140.75
Close 4,153.50 4,213.75 60.25 1.5% 4,153.50
Range 79.25 93.00 13.75 17.4% 117.50
ATR 42.31 45.93 3.62 8.6% 0.00
Volume 1,951,342 1,425,623 -525,719 -26.9% 8,695,965
Daily Pivots for day following 21-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,465.75 4,432.75 4,265.00
R3 4,372.75 4,339.75 4,239.25
R2 4,279.75 4,279.75 4,230.75
R1 4,246.75 4,246.75 4,222.25 4,263.25
PP 4,186.75 4,186.75 4,186.75 4,195.00
S1 4,153.75 4,153.75 4,205.25 4,170.25
S2 4,093.75 4,093.75 4,196.75
S3 4,000.75 4,060.75 4,188.25
S4 3,907.75 3,967.75 4,162.50
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 4,126.75 131.50 3.1% 58.75 1.4% 66% False True 1,681,428
10 4,258.25 4,126.75 131.50 3.1% 42.50 1.0% 66% False True 1,214,276
20 4,258.25 4,126.75 131.50 3.1% 38.75 0.9% 66% False True 613,827
40 4,258.25 4,020.00 238.25 5.7% 45.75 1.1% 81% False False 308,858
60 4,258.25 3,890.50 367.75 8.7% 44.00 1.0% 88% False False 206,255
80 4,258.25 3,701.50 556.75 13.2% 49.50 1.2% 92% False False 154,822
100 4,258.25 3,639.25 619.00 14.7% 51.25 1.2% 93% False False 123,877
120 4,258.25 3,637.25 621.00 14.7% 51.00 1.2% 93% False False 103,234
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 10.50
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 4,615.00
2.618 4,463.25
1.618 4,370.25
1.000 4,312.75
0.618 4,277.25
HIGH 4,219.75
0.618 4,184.25
0.500 4,173.25
0.382 4,162.25
LOW 4,126.75
0.618 4,069.25
1.000 4,033.75
1.618 3,976.25
2.618 3,883.25
4.250 3,731.50
Fisher Pivots for day following 21-Jun-2021
Pivot 1 day 3 day
R1 4,200.25 4,200.75
PP 4,186.75 4,187.75
S1 4,173.25 4,174.75

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

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