E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 27-Jul-2021
Day Change Summary
Previous Current
26-Jul-2021 27-Jul-2021 Change Change % Previous Week
Open 4,400.50 4,415.75 15.25 0.3% 4,320.00
High 4,416.75 4,416.00 -0.75 0.0% 4,408.25
Low 4,375.50 4,364.75 -10.75 -0.2% 4,224.00
Close 4,414.25 4,394.50 -19.75 -0.4% 4,403.00
Range 41.25 51.25 10.00 24.2% 184.25
ATR 45.63 46.03 0.40 0.9% 0.00
Volume 938,628 1,575,473 636,845 67.8% 7,790,889
Daily Pivots for day following 27-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,545.50 4,521.25 4,422.75
R3 4,494.25 4,470.00 4,408.50
R2 4,443.00 4,443.00 4,404.00
R1 4,418.75 4,418.75 4,399.25 4,405.25
PP 4,391.75 4,391.75 4,391.75 4,385.00
S1 4,367.50 4,367.50 4,389.75 4,354.00
S2 4,340.50 4,340.50 4,385.00
S3 4,289.25 4,316.25 4,380.50
S4 4,238.00 4,265.00 4,366.25
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 4,310.00 106.75 2.4% 41.75 1.0% 79% False False 1,172,167
10 4,416.75 4,224.00 192.75 4.4% 50.75 1.2% 88% False False 1,486,136
20 4,416.75 4,224.00 192.75 4.4% 45.00 1.0% 88% False False 1,344,292
40 4,416.75 4,126.75 290.00 6.6% 41.00 0.9% 92% False False 1,093,709
60 4,416.75 4,020.00 396.75 9.0% 45.25 1.0% 94% False False 730,712
80 4,416.75 4,011.00 405.75 9.2% 43.00 1.0% 95% False False 548,324
100 4,416.75 3,709.25 707.50 16.1% 45.75 1.0% 97% False False 438,815
120 4,416.75 3,701.50 715.25 16.3% 47.75 1.1% 97% False False 365,695
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 8.73
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,633.75
2.618 4,550.25
1.618 4,499.00
1.000 4,467.25
0.618 4,447.75
HIGH 4,416.00
0.618 4,396.50
0.500 4,390.50
0.382 4,384.25
LOW 4,364.75
0.618 4,333.00
1.000 4,313.50
1.618 4,281.75
2.618 4,230.50
4.250 4,147.00
Fisher Pivots for day following 27-Jul-2021
Pivot 1 day 3 day
R1 4,393.00 4,393.25
PP 4,391.75 4,392.00
S1 4,390.50 4,390.75

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

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