E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 29-Jun-2021
Day Change Summary
Previous Current
28-Jun-2021 29-Jun-2021 Change Change % Previous Week
Open 4,275.00 4,280.50 5.50 0.1% 4,142.50
High 4,282.00 4,291.00 9.00 0.2% 4,276.75
Low 4,264.25 4,271.75 7.50 0.2% 4,126.75
Close 4,280.50 4,282.00 1.50 0.0% 4,271.25
Range 17.75 19.25 1.50 8.5% 150.00
ATR 39.63 38.17 -1.46 -3.7% 0.00
Volume 823,723 741,471 -82,252 -10.0% 5,212,619
Daily Pivots for day following 29-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,339.25 4,330.00 4,292.50
R3 4,320.00 4,310.75 4,287.25
R2 4,300.75 4,300.75 4,285.50
R1 4,291.50 4,291.50 4,283.75 4,296.00
PP 4,281.50 4,281.50 4,281.50 4,284.00
S1 4,272.25 4,272.25 4,280.25 4,277.00
S2 4,262.25 4,262.25 4,278.50
S3 4,243.00 4,253.00 4,276.75
S4 4,223.75 4,233.75 4,271.50
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,675.00 4,623.00 4,353.75
R3 4,525.00 4,473.00 4,312.50
R2 4,375.00 4,375.00 4,298.75
R1 4,323.00 4,323.00 4,285.00 4,349.00
PP 4,225.00 4,225.00 4,225.00 4,238.00
S1 4,173.00 4,173.00 4,257.50 4,199.00
S2 4,075.00 4,075.00 4,243.75
S3 3,925.00 4,023.00 4,230.00
S4 3,775.00 3,873.00 4,188.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,291.00 4,230.50 60.50 1.4% 22.00 0.5% 85% True False 857,688
10 4,291.00 4,126.75 164.25 3.8% 41.25 1.0% 95% True False 1,208,784
20 4,291.00 4,126.75 164.25 3.8% 36.00 0.8% 95% True False 879,459
40 4,291.00 4,020.00 271.00 6.3% 45.50 1.1% 97% True False 442,372
60 4,291.00 4,020.00 271.00 6.3% 41.75 1.0% 97% True False 295,345
80 4,291.00 3,777.25 513.75 12.0% 44.75 1.0% 98% True False 221,711
100 4,291.00 3,701.50 589.50 13.8% 48.00 1.1% 98% True False 177,390
120 4,291.00 3,639.25 651.75 15.2% 49.50 1.2% 99% True False 147,835
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 8.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,372.75
2.618 4,341.50
1.618 4,322.25
1.000 4,310.25
0.618 4,303.00
HIGH 4,291.00
0.618 4,283.75
0.500 4,281.50
0.382 4,279.00
LOW 4,271.75
0.618 4,259.75
1.000 4,252.50
1.618 4,240.50
2.618 4,221.25
4.250 4,190.00
Fisher Pivots for day following 29-Jun-2021
Pivot 1 day 3 day
R1 4,281.75 4,278.75
PP 4,281.50 4,275.50
S1 4,281.50 4,272.25

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

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