E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 4,142.50 4,219.25 76.75 1.9% 4,238.50
High 4,219.75 4,245.50 25.75 0.6% 4,258.25
Low 4,126.75 4,205.75 79.00 1.9% 4,140.75
Close 4,213.75 4,236.25 22.50 0.5% 4,153.50
Range 93.00 39.75 -53.25 -57.3% 117.50
ATR 45.93 45.49 -0.44 -1.0% 0.00
Volume 1,425,623 1,063,749 -361,874 -25.4% 8,695,965
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,348.50 4,332.00 4,258.00
R3 4,308.75 4,292.25 4,247.25
R2 4,269.00 4,269.00 4,243.50
R1 4,252.50 4,252.50 4,240.00 4,260.75
PP 4,229.25 4,229.25 4,229.25 4,233.25
S1 4,212.75 4,212.75 4,232.50 4,221.00
S2 4,189.50 4,189.50 4,229.00
S3 4,149.75 4,173.00 4,225.25
S4 4,110.00 4,133.25 4,214.50
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 4,245.50 4,126.75 118.75 2.8% 60.50 1.4% 92% True False 1,559,879
10 4,258.25 4,126.75 131.50 3.1% 43.50 1.0% 83% False False 1,309,987
20 4,258.25 4,126.75 131.50 3.1% 37.75 0.9% 83% False False 666,818
40 4,258.25 4,020.00 238.25 5.6% 46.25 1.1% 91% False False 335,427
60 4,258.25 3,919.25 339.00 8.0% 43.50 1.0% 94% False False 223,964
80 4,258.25 3,701.50 556.75 13.1% 49.00 1.2% 96% False False 168,116
100 4,258.25 3,639.25 619.00 14.6% 50.50 1.2% 96% False False 134,514
120 4,258.25 3,637.25 621.00 14.7% 51.25 1.2% 96% False False 112,098
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.90
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,414.50
2.618 4,349.50
1.618 4,309.75
1.000 4,285.25
0.618 4,270.00
HIGH 4,245.50
0.618 4,230.25
0.500 4,225.50
0.382 4,221.00
LOW 4,205.75
0.618 4,181.25
1.000 4,166.00
1.618 4,141.50
2.618 4,101.75
4.250 4,036.75
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 4,232.75 4,219.50
PP 4,229.25 4,202.75
S1 4,225.50 4,186.00

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

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