E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 09-Jul-2021
Day Change Summary
Previous Current
08-Jul-2021 09-Jul-2021 Change Change % Previous Week
Open 4,352.25 4,310.25 -42.00 -1.0% 4,341.00
High 4,352.25 4,364.00 11.75 0.3% 4,364.00
Low 4,279.25 4,293.25 14.00 0.3% 4,279.25
Close 4,313.00 4,360.00 47.00 1.1% 4,360.00
Range 73.00 70.75 -2.25 -3.1% 84.75
ATR 39.35 41.59 2.24 5.7% 0.00
Volume 1,991,636 1,311,506 -680,130 -34.1% 5,892,353
Daily Pivots for day following 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,551.25 4,526.50 4,399.00
R3 4,480.50 4,455.75 4,379.50
R2 4,409.75 4,409.75 4,373.00
R1 4,385.00 4,385.00 4,366.50 4,397.50
PP 4,339.00 4,339.00 4,339.00 4,345.25
S1 4,314.25 4,314.25 4,353.50 4,326.50
S2 4,268.25 4,268.25 4,347.00
S3 4,197.50 4,243.50 4,340.50
S4 4,126.75 4,172.75 4,321.00
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,588.75 4,559.00 4,406.50
R3 4,504.00 4,474.25 4,383.25
R2 4,419.25 4,419.25 4,375.50
R1 4,389.50 4,389.50 4,367.75 4,404.50
PP 4,334.50 4,334.50 4,334.50 4,341.75
S1 4,304.75 4,304.75 4,352.25 4,319.50
S2 4,249.75 4,249.75 4,344.50
S3 4,165.00 4,220.00 4,336.75
S4 4,080.25 4,135.25 4,313.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,364.00 4,279.25 84.75 1.9% 51.75 1.2% 95% True False 1,378,426
10 4,364.00 4,253.50 110.50 2.5% 37.00 0.8% 96% True False 1,144,873
20 4,364.00 4,126.75 237.25 5.4% 39.75 0.9% 98% True False 1,287,034
40 4,364.00 4,020.00 344.00 7.9% 42.50 1.0% 99% True False 666,086
60 4,364.00 4,020.00 344.00 7.9% 43.75 1.0% 99% True False 444,863
80 4,364.00 3,833.75 530.25 12.2% 43.75 1.0% 99% True False 333,906
100 4,364.00 3,701.50 662.50 15.2% 48.75 1.1% 99% True False 267,160
120 4,364.00 3,639.25 724.75 16.6% 50.00 1.1% 99% True False 222,646
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 7.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,664.75
2.618 4,549.25
1.618 4,478.50
1.000 4,434.75
0.618 4,407.75
HIGH 4,364.00
0.618 4,337.00
0.500 4,328.50
0.382 4,320.25
LOW 4,293.25
0.618 4,249.50
1.000 4,222.50
1.618 4,178.75
2.618 4,108.00
4.250 3,992.50
Fisher Pivots for day following 09-Jul-2021
Pivot 1 day 3 day
R1 4,349.50 4,347.25
PP 4,339.00 4,334.50
S1 4,328.50 4,321.50

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

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