E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 4,394.25 4,396.50 2.25 0.1% 4,400.50
High 4,405.00 4,419.75 14.75 0.3% 4,422.50
Low 4,370.75 4,377.25 6.50 0.1% 4,364.75
Close 4,389.50 4,379.75 -9.75 -0.2% 4,389.50
Range 34.25 42.50 8.25 24.1% 57.75
ATR 44.43 44.29 -0.14 -0.3% 0.00
Volume 1,376,982 1,193,301 -183,681 -13.3% 6,121,892
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,519.75 4,492.25 4,403.00
R3 4,477.25 4,449.75 4,391.50
R2 4,434.75 4,434.75 4,387.50
R1 4,407.25 4,407.25 4,383.75 4,399.75
PP 4,392.25 4,392.25 4,392.25 4,388.50
S1 4,364.75 4,364.75 4,375.75 4,357.25
S2 4,349.75 4,349.75 4,372.00
S3 4,307.25 4,322.25 4,368.00
S4 4,264.75 4,279.75 4,356.50
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,565.50 4,535.25 4,421.25
R3 4,507.75 4,477.50 4,405.50
R2 4,450.00 4,450.00 4,400.00
R1 4,419.75 4,419.75 4,394.75 4,406.00
PP 4,392.25 4,392.25 4,392.25 4,385.50
S1 4,362.00 4,362.00 4,384.25 4,348.25
S2 4,334.50 4,334.50 4,379.00
S3 4,276.75 4,304.25 4,373.50
S4 4,219.00 4,246.50 4,357.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,422.50 4,364.75 57.75 1.3% 40.00 0.9% 26% False False 1,275,313
10 4,422.50 4,252.75 169.75 3.9% 43.50 1.0% 75% False False 1,250,630
20 4,422.50 4,224.00 198.50 4.5% 47.00 1.1% 78% False False 1,393,022
40 4,422.50 4,126.75 295.75 6.8% 40.50 0.9% 86% False False 1,212,121
60 4,422.50 4,020.00 402.50 9.2% 45.00 1.0% 89% False False 810,420
80 4,422.50 4,020.00 402.50 9.2% 43.25 1.0% 89% False False 608,295
100 4,422.50 3,833.75 588.75 13.4% 44.00 1.0% 93% False False 486,820
120 4,422.50 3,701.50 721.00 16.5% 48.00 1.1% 94% False False 405,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 9.88
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,600.50
2.618 4,531.00
1.618 4,488.50
1.000 4,462.25
0.618 4,446.00
HIGH 4,419.75
0.618 4,403.50
0.500 4,398.50
0.382 4,393.50
LOW 4,377.25
0.618 4,351.00
1.000 4,334.75
1.618 4,308.50
2.618 4,266.00
4.250 4,196.50
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 4,398.50 4,396.50
PP 4,392.25 4,391.00
S1 4,386.00 4,385.50

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

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