E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 03-Aug-2021
Day Change Summary
Previous Current
02-Aug-2021 03-Aug-2021 Change Change % Previous Week
Open 4,396.50 4,383.75 -12.75 -0.3% 4,400.50
High 4,419.75 4,417.00 -2.75 -0.1% 4,422.50
Low 4,377.25 4,365.25 -12.00 -0.3% 4,364.75
Close 4,379.75 4,415.00 35.25 0.8% 4,389.50
Range 42.50 51.75 9.25 21.8% 57.75
ATR 44.29 44.83 0.53 1.2% 0.00
Volume 1,193,301 1,296,856 103,555 8.7% 6,121,892
Daily Pivots for day following 03-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,554.25 4,536.50 4,443.50
R3 4,502.50 4,484.75 4,429.25
R2 4,450.75 4,450.75 4,424.50
R1 4,433.00 4,433.00 4,419.75 4,442.00
PP 4,399.00 4,399.00 4,399.00 4,403.50
S1 4,381.25 4,381.25 4,410.25 4,390.00
S2 4,347.25 4,347.25 4,405.50
S3 4,295.50 4,329.50 4,400.75
S4 4,243.75 4,277.75 4,386.50
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 4,365.25 57.25 1.3% 40.25 0.9% 87% False True 1,219,589
10 4,422.50 4,310.00 112.50 2.5% 41.00 0.9% 93% False False 1,195,878
20 4,422.50 4,224.00 198.50 4.5% 47.50 1.1% 96% False False 1,389,458
40 4,422.50 4,126.75 295.75 6.7% 41.50 0.9% 97% False False 1,243,432
60 4,422.50 4,020.00 402.50 9.1% 45.25 1.0% 98% False False 831,992
80 4,422.50 4,020.00 402.50 9.1% 43.50 1.0% 98% False False 624,498
100 4,422.50 3,833.75 588.75 13.3% 43.75 1.0% 99% False False 499,787
120 4,422.50 3,701.50 721.00 16.3% 48.25 1.1% 99% False False 416,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.73
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,637.00
2.618 4,552.50
1.618 4,500.75
1.000 4,468.75
0.618 4,449.00
HIGH 4,417.00
0.618 4,397.25
0.500 4,391.00
0.382 4,385.00
LOW 4,365.25
0.618 4,333.25
1.000 4,313.50
1.618 4,281.50
2.618 4,229.75
4.250 4,145.25
Fisher Pivots for day following 03-Aug-2021
Pivot 1 day 3 day
R1 4,407.00 4,407.50
PP 4,399.00 4,400.00
S1 4,391.00 4,392.50

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

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