E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 4,284.75 4,294.25 9.50 0.2% 4,142.50
High 4,294.25 4,312.00 17.75 0.4% 4,276.75
Low 4,269.25 4,286.00 16.75 0.4% 4,126.75
Close 4,288.50 4,310.75 22.25 0.5% 4,271.25
Range 25.00 26.00 1.00 4.0% 150.00
ATR 37.23 36.43 -0.80 -2.2% 0.00
Volume 1,100,062 985,190 -114,872 -10.4% 5,212,619
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,381.00 4,371.75 4,325.00
R3 4,355.00 4,345.75 4,318.00
R2 4,329.00 4,329.00 4,315.50
R1 4,319.75 4,319.75 4,313.25 4,324.50
PP 4,303.00 4,303.00 4,303.00 4,305.25
S1 4,293.75 4,293.75 4,308.25 4,298.50
S2 4,277.00 4,277.00 4,306.00
S3 4,251.00 4,267.75 4,303.50
S4 4,225.00 4,241.75 4,296.50
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 4,312.00 4,253.50 58.50 1.4% 22.25 0.5% 98% True False 911,321
10 4,312.00 4,126.75 185.25 4.3% 37.25 0.9% 99% True False 1,081,440
20 4,312.00 4,126.75 185.25 4.3% 35.00 0.8% 99% True False 982,296
40 4,312.00 4,020.00 292.00 6.8% 44.50 1.0% 100% True False 494,255
60 4,312.00 4,020.00 292.00 6.8% 42.00 1.0% 100% True False 330,072
80 4,312.00 3,833.75 478.25 11.1% 43.50 1.0% 100% True False 247,775
100 4,312.00 3,701.50 610.50 14.2% 48.00 1.1% 100% True False 198,242
120 4,312.00 3,639.25 672.75 15.6% 49.50 1.1% 100% True False 165,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,422.50
2.618 4,380.00
1.618 4,354.00
1.000 4,338.00
0.618 4,328.00
HIGH 4,312.00
0.618 4,302.00
0.500 4,299.00
0.382 4,296.00
LOW 4,286.00
0.618 4,270.00
1.000 4,260.00
1.618 4,244.00
2.618 4,218.00
4.250 4,175.50
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 4,306.75 4,304.00
PP 4,303.00 4,297.25
S1 4,299.00 4,290.50

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

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