E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 26-Jul-2021
Day Change Summary
Previous Current
23-Jul-2021 26-Jul-2021 Change Change % Previous Week
Open 4,371.50 4,400.50 29.00 0.7% 4,320.00
High 4,408.25 4,416.75 8.50 0.2% 4,408.25
Low 4,367.25 4,375.50 8.25 0.2% 4,224.00
Close 4,403.00 4,414.25 11.25 0.3% 4,403.00
Range 41.00 41.25 0.25 0.6% 184.25
ATR 45.96 45.63 -0.34 -0.7% 0.00
Volume 1,173,337 938,628 -234,709 -20.0% 7,790,889
Daily Pivots for day following 26-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,526.00 4,511.25 4,437.00
R3 4,484.75 4,470.00 4,425.50
R2 4,443.50 4,443.50 4,421.75
R1 4,428.75 4,428.75 4,418.00 4,436.00
PP 4,402.25 4,402.25 4,402.25 4,405.75
S1 4,387.50 4,387.50 4,410.50 4,395.00
S2 4,361.00 4,361.00 4,406.75
S3 4,319.75 4,346.25 4,403.00
S4 4,278.50 4,305.00 4,391.50
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,897.75 4,834.75 4,504.25
R3 4,713.50 4,650.50 4,453.75
R2 4,529.25 4,529.25 4,436.75
R1 4,466.25 4,466.25 4,420.00 4,497.75
PP 4,345.00 4,345.00 4,345.00 4,361.00
S1 4,282.00 4,282.00 4,386.00 4,313.50
S2 4,160.75 4,160.75 4,369.25
S3 3,976.50 4,097.75 4,352.25
S4 3,792.25 3,913.50 4,301.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,416.75 4,252.75 164.00 3.7% 46.75 1.1% 98% True False 1,225,948
10 4,416.75 4,224.00 192.75 4.4% 48.50 1.1% 99% True False 1,453,578
20 4,416.75 4,224.00 192.75 4.4% 43.50 1.0% 99% True False 1,306,705
40 4,416.75 4,126.75 290.00 6.6% 40.00 0.9% 99% True False 1,054,404
60 4,416.75 4,020.00 396.75 9.0% 45.00 1.0% 99% True False 704,480
80 4,416.75 3,955.00 461.75 10.5% 43.00 1.0% 99% True False 528,654
100 4,416.75 3,701.50 715.25 16.2% 46.50 1.1% 100% True False 423,063
120 4,416.75 3,701.50 715.25 16.2% 47.75 1.1% 100% True False 352,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,592.00
2.618 4,524.75
1.618 4,483.50
1.000 4,458.00
0.618 4,442.25
HIGH 4,416.75
0.618 4,401.00
0.500 4,396.00
0.382 4,391.25
LOW 4,375.50
0.618 4,350.00
1.000 4,334.25
1.618 4,308.75
2.618 4,267.50
4.250 4,200.25
Fisher Pivots for day following 26-Jul-2021
Pivot 1 day 3 day
R1 4,408.25 4,402.50
PP 4,402.25 4,390.75
S1 4,396.00 4,379.00

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

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