E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 4,415.75 4,380.00 -35.75 -0.8% 4,320.00
High 4,416.00 4,407.75 -8.25 -0.2% 4,408.25
Low 4,364.75 4,377.50 12.75 0.3% 4,224.00
Close 4,394.50 4,393.75 -0.75 0.0% 4,403.00
Range 51.25 30.25 -21.00 -41.0% 184.25
ATR 46.03 44.90 -1.13 -2.4% 0.00
Volume 1,575,473 1,221,313 -354,160 -22.5% 7,790,889
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,483.75 4,469.00 4,410.50
R3 4,453.50 4,438.75 4,402.00
R2 4,423.25 4,423.25 4,399.25
R1 4,408.50 4,408.50 4,396.50 4,416.00
PP 4,393.00 4,393.00 4,393.00 4,396.75
S1 4,378.25 4,378.25 4,391.00 4,385.50
S2 4,362.75 4,362.75 4,388.25
S3 4,332.50 4,348.00 4,385.50
S4 4,302.25 4,317.75 4,377.00
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 4,341.50 75.25 1.7% 38.75 0.9% 69% False False 1,178,144
10 4,416.75 4,224.00 192.75 4.4% 50.25 1.1% 88% False False 1,477,409
20 4,416.75 4,224.00 192.75 4.4% 45.50 1.0% 88% False False 1,368,284
40 4,416.75 4,126.75 290.00 6.6% 40.75 0.9% 92% False False 1,123,872
60 4,416.75 4,020.00 396.75 9.0% 45.50 1.0% 94% False False 751,009
80 4,416.75 4,020.00 396.75 9.0% 42.75 1.0% 94% False False 563,580
100 4,416.75 3,777.25 639.50 14.6% 45.00 1.0% 96% False False 451,026
120 4,416.75 3,701.50 715.25 16.3% 47.75 1.1% 97% False False 375,873
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,536.25
2.618 4,487.00
1.618 4,456.75
1.000 4,438.00
0.618 4,426.50
HIGH 4,407.75
0.618 4,396.25
0.500 4,392.50
0.382 4,389.00
LOW 4,377.50
0.618 4,358.75
1.000 4,347.25
1.618 4,328.50
2.618 4,298.25
4.250 4,249.00
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 4,393.50 4,392.75
PP 4,393.00 4,391.75
S1 4,392.50 4,390.75

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

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