E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 13-Jul-2021
Day Change Summary
Previous Current
12-Jul-2021 13-Jul-2021 Change Change % Previous Week
Open 4,362.00 4,377.00 15.00 0.3% 4,341.00
High 4,379.25 4,383.75 4.50 0.1% 4,364.00
Low 4,341.75 4,356.50 14.75 0.3% 4,279.25
Close 4,376.50 4,361.25 -15.25 -0.3% 4,360.00
Range 37.50 27.25 -10.25 -27.3% 84.75
ATR 41.30 40.30 -1.00 -2.4% 0.00
Volume 1,055,739 1,249,893 194,154 18.4% 5,892,353
Daily Pivots for day following 13-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,449.00 4,432.25 4,376.25
R3 4,421.75 4,405.00 4,368.75
R2 4,394.50 4,394.50 4,366.25
R1 4,377.75 4,377.75 4,363.75 4,372.50
PP 4,367.25 4,367.25 4,367.25 4,364.50
S1 4,350.50 4,350.50 4,358.75 4,345.25
S2 4,340.00 4,340.00 4,356.25
S3 4,312.75 4,323.25 4,353.75
S4 4,285.50 4,296.00 4,346.25
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 4,383.75 4,279.25 104.50 2.4% 48.25 1.1% 78% True False 1,365,970
10 4,383.75 4,269.25 114.50 2.6% 39.25 0.9% 80% True False 1,202,448
20 4,383.75 4,126.75 257.00 5.9% 40.75 0.9% 91% True False 1,252,117
40 4,383.75 4,046.00 337.75 7.7% 39.75 0.9% 93% True False 723,326
60 4,383.75 4,020.00 363.75 8.3% 43.50 1.0% 94% True False 483,267
80 4,383.75 3,833.75 550.00 12.6% 43.00 1.0% 96% True False 362,706
100 4,383.75 3,701.50 682.25 15.6% 48.50 1.1% 97% True False 290,214
120 4,383.75 3,639.25 744.50 17.1% 49.50 1.1% 97% True False 241,860
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.40
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,499.50
2.618 4,455.00
1.618 4,427.75
1.000 4,411.00
0.618 4,400.50
HIGH 4,383.75
0.618 4,373.25
0.500 4,370.00
0.382 4,367.00
LOW 4,356.50
0.618 4,339.75
1.000 4,329.25
1.618 4,312.50
2.618 4,285.25
4.250 4,240.75
Fisher Pivots for day following 13-Jul-2021
Pivot 1 day 3 day
R1 4,370.00 4,353.75
PP 4,367.25 4,346.00
S1 4,364.25 4,338.50

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

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