E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 06-Jul-2021
Day Change Summary
Previous Current
02-Jul-2021 06-Jul-2021 Change Change % Previous Week
Open 4,309.75 4,341.00 31.25 0.7% 4,275.00
High 4,347.00 4,348.00 1.00 0.0% 4,347.00
Low 4,308.00 4,305.25 -2.75 -0.1% 4,264.25
Close 4,342.75 4,334.00 -8.75 -0.2% 4,342.75
Range 39.00 42.75 3.75 9.6% 82.75
ATR 36.61 37.05 0.44 1.2% 0.00
Volume 999,780 1,368,133 368,353 36.8% 4,650,226
Daily Pivots for day following 06-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,457.25 4,438.50 4,357.50
R3 4,414.50 4,395.75 4,345.75
R2 4,371.75 4,371.75 4,341.75
R1 4,353.00 4,353.00 4,338.00 4,341.00
PP 4,329.00 4,329.00 4,329.00 4,323.00
S1 4,310.25 4,310.25 4,330.00 4,298.25
S2 4,286.25 4,286.25 4,326.25
S3 4,243.50 4,267.50 4,322.25
S4 4,200.75 4,224.75 4,310.50
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,566.25 4,537.25 4,388.25
R3 4,483.50 4,454.50 4,365.50
R2 4,400.75 4,400.75 4,358.00
R1 4,371.75 4,371.75 4,350.25 4,386.25
PP 4,318.00 4,318.00 4,318.00 4,325.25
S1 4,289.00 4,289.00 4,335.25 4,303.50
S2 4,235.25 4,235.25 4,327.50
S3 4,152.50 4,206.25 4,320.00
S4 4,069.75 4,123.50 4,297.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,348.00 4,269.25 78.75 1.8% 30.50 0.7% 82% True False 1,038,927
10 4,348.00 4,205.75 142.25 3.3% 28.25 0.7% 90% True False 980,535
20 4,348.00 4,126.75 221.25 5.1% 35.50 0.8% 94% True False 1,097,405
40 4,348.00 4,020.00 328.00 7.6% 44.25 1.0% 96% True False 553,259
60 4,348.00 4,020.00 328.00 7.6% 42.25 1.0% 96% True False 369,511
80 4,348.00 3,833.75 514.25 11.9% 42.75 1.0% 97% True False 277,370
100 4,348.00 3,701.50 646.50 14.9% 48.25 1.1% 98% True False 221,920
120 4,348.00 3,639.25 708.75 16.4% 49.50 1.1% 98% True False 184,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.33
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,529.75
2.618 4,460.00
1.618 4,417.25
1.000 4,390.75
0.618 4,374.50
HIGH 4,348.00
0.618 4,331.75
0.500 4,326.50
0.382 4,321.50
LOW 4,305.25
0.618 4,278.75
1.000 4,262.50
1.618 4,236.00
2.618 4,193.25
4.250 4,123.50
Fisher Pivots for day following 06-Jul-2021
Pivot 1 day 3 day
R1 4,331.50 4,328.25
PP 4,329.00 4,322.75
S1 4,326.50 4,317.00

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

View Archives - Comment on this page... - Back to Index of Symbols