E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 23-Jun-2021
Day Change Summary
Previous Current
22-Jun-2021 23-Jun-2021 Change Change % Previous Week
Open 4,219.25 4,237.50 18.25 0.4% 4,238.50
High 4,245.50 4,248.25 2.75 0.1% 4,258.25
Low 4,205.75 4,230.50 24.75 0.6% 4,140.75
Close 4,236.25 4,231.50 -4.75 -0.1% 4,153.50
Range 39.75 17.75 -22.00 -55.3% 117.50
ATR 45.49 43.51 -1.98 -4.4% 0.00
Volume 1,063,749 938,299 -125,450 -11.8% 8,695,965
Daily Pivots for day following 23-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,290.00 4,278.50 4,241.25
R3 4,272.25 4,260.75 4,236.50
R2 4,254.50 4,254.50 4,234.75
R1 4,243.00 4,243.00 4,233.25 4,240.00
PP 4,236.75 4,236.75 4,236.75 4,235.25
S1 4,225.25 4,225.25 4,229.75 4,222.00
S2 4,219.00 4,219.00 4,228.25
S3 4,201.25 4,207.50 4,226.50
S4 4,183.50 4,189.75 4,221.75
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 4,248.25 4,126.75 121.50 2.9% 54.00 1.3% 86% True False 1,425,066
10 4,258.25 4,126.75 131.50 3.1% 43.50 1.0% 80% False False 1,391,467
20 4,258.25 4,126.75 131.50 3.1% 37.00 0.9% 80% False False 713,478
40 4,258.25 4,020.00 238.25 5.6% 46.25 1.1% 89% False False 358,854
60 4,258.25 3,924.00 334.25 7.9% 43.25 1.0% 92% False False 239,586
80 4,258.25 3,701.50 556.75 13.2% 48.00 1.1% 95% False False 179,844
100 4,258.25 3,639.25 619.00 14.6% 50.00 1.2% 96% False False 143,892
120 4,258.25 3,637.25 621.00 14.7% 51.25 1.2% 96% False False 119,918
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.83
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,323.75
2.618 4,294.75
1.618 4,277.00
1.000 4,266.00
0.618 4,259.25
HIGH 4,248.25
0.618 4,241.50
0.500 4,239.50
0.382 4,237.25
LOW 4,230.50
0.618 4,219.50
1.000 4,212.75
1.618 4,201.75
2.618 4,184.00
4.250 4,155.00
Fisher Pivots for day following 23-Jun-2021
Pivot 1 day 3 day
R1 4,239.50 4,216.75
PP 4,236.75 4,202.25
S1 4,234.00 4,187.50

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

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