E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 16-Jul-2021
Day Change Summary
Previous Current
15-Jul-2021 16-Jul-2021 Change Change % Previous Week
Open 4,366.50 4,347.75 -18.75 -0.4% 4,362.00
High 4,370.25 4,368.00 -2.25 -0.1% 4,384.50
Low 4,332.50 4,314.25 -18.25 -0.4% 4,314.25
Close 4,352.00 4,318.50 -33.50 -0.8% 4,318.50
Range 37.75 53.75 16.00 42.4% 70.25
ATR 39.73 40.73 1.00 2.5% 0.00
Volume 1,611,726 1,636,065 24,339 1.5% 6,862,005
Daily Pivots for day following 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,494.75 4,460.50 4,348.00
R3 4,441.00 4,406.75 4,333.25
R2 4,387.25 4,387.25 4,328.25
R1 4,353.00 4,353.00 4,323.50 4,343.25
PP 4,333.50 4,333.50 4,333.50 4,328.75
S1 4,299.25 4,299.25 4,313.50 4,289.50
S2 4,279.75 4,279.75 4,308.75
S3 4,226.00 4,245.50 4,303.75
S4 4,172.25 4,191.75 4,289.00
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,549.75 4,504.50 4,357.25
R3 4,479.50 4,434.25 4,337.75
R2 4,409.25 4,409.25 4,331.50
R1 4,364.00 4,364.00 4,325.00 4,351.50
PP 4,339.00 4,339.00 4,339.00 4,333.00
S1 4,293.75 4,293.75 4,312.00 4,281.25
S2 4,268.75 4,268.75 4,305.50
S3 4,198.50 4,223.50 4,299.25
S4 4,128.25 4,153.25 4,279.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,384.50 4,314.25 70.25 1.6% 38.25 0.9% 6% False True 1,372,401
10 4,384.50 4,279.25 105.25 2.4% 45.00 1.0% 37% False False 1,375,413
20 4,384.50 4,126.75 257.75 6.0% 41.00 1.0% 74% False False 1,228,427
40 4,384.50 4,075.00 309.50 7.2% 38.75 0.9% 79% False False 836,952
60 4,384.50 4,020.00 364.50 8.4% 43.25 1.0% 82% False False 559,159
80 4,384.50 3,833.75 550.75 12.8% 42.50 1.0% 88% False False 419,627
100 4,384.50 3,701.50 683.00 15.8% 48.00 1.1% 90% False False 335,775
120 4,384.50 3,639.25 745.25 17.3% 49.75 1.2% 91% False False 279,829
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 9.10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,596.50
2.618 4,508.75
1.618 4,455.00
1.000 4,421.75
0.618 4,401.25
HIGH 4,368.00
0.618 4,347.50
0.500 4,341.00
0.382 4,334.75
LOW 4,314.25
0.618 4,281.00
1.000 4,260.50
1.618 4,227.25
2.618 4,173.50
4.250 4,085.75
Fisher Pivots for day following 16-Jul-2021
Pivot 1 day 3 day
R1 4,341.00 4,349.50
PP 4,333.50 4,339.00
S1 4,326.00 4,328.75

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

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