E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 07-Jul-2021
Day Change Summary
Previous Current
06-Jul-2021 07-Jul-2021 Change Change % Previous Week
Open 4,341.00 4,328.00 -13.00 -0.3% 4,275.00
High 4,348.00 4,353.25 5.25 0.1% 4,347.00
Low 4,305.25 4,320.25 15.00 0.3% 4,264.25
Close 4,334.00 4,349.75 15.75 0.4% 4,342.75
Range 42.75 33.00 -9.75 -22.8% 82.75
ATR 37.05 36.76 -0.29 -0.8% 0.00
Volume 1,368,133 1,221,078 -147,055 -10.7% 4,650,226
Daily Pivots for day following 07-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,440.00 4,428.00 4,368.00
R3 4,407.00 4,395.00 4,358.75
R2 4,374.00 4,374.00 4,355.75
R1 4,362.00 4,362.00 4,352.75 4,368.00
PP 4,341.00 4,341.00 4,341.00 4,344.00
S1 4,329.00 4,329.00 4,346.75 4,335.00
S2 4,308.00 4,308.00 4,343.75
S3 4,275.00 4,296.00 4,340.75
S4 4,242.00 4,263.00 4,331.50
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 4,353.25 4,269.25 84.00 1.9% 33.25 0.8% 96% True False 1,134,848
10 4,353.25 4,230.50 122.75 2.8% 27.50 0.6% 97% True False 996,268
20 4,353.25 4,126.75 226.50 5.2% 35.50 0.8% 98% True False 1,153,128
40 4,353.25 4,020.00 333.25 7.7% 43.25 1.0% 99% True False 583,718
60 4,353.25 4,020.00 333.25 7.7% 42.50 1.0% 99% True False 389,847
80 4,353.25 3,833.75 519.50 11.9% 42.75 1.0% 99% True False 292,630
100 4,353.25 3,701.50 651.75 15.0% 48.25 1.1% 99% True False 234,131
120 4,353.25 3,639.25 714.00 16.4% 49.50 1.1% 100% True False 195,120
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 6.75
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,493.50
2.618 4,439.75
1.618 4,406.75
1.000 4,386.25
0.618 4,373.75
HIGH 4,353.25
0.618 4,340.75
0.500 4,336.75
0.382 4,332.75
LOW 4,320.25
0.618 4,299.75
1.000 4,287.25
1.618 4,266.75
2.618 4,233.75
4.250 4,180.00
Fisher Pivots for day following 07-Jul-2021
Pivot 1 day 3 day
R1 4,345.50 4,343.00
PP 4,341.00 4,336.00
S1 4,336.75 4,329.25

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

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