E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 16-Aug-2021
Day Change Summary
Previous Current
13-Aug-2021 16-Aug-2021 Change Change % Previous Week
Open 4,455.75 4,456.25 0.50 0.0% 4,428.00
High 4,463.25 4,476.50 13.25 0.3% 4,463.25
Low 4,451.00 4,432.50 -18.50 -0.4% 4,412.25
Close 4,462.50 4,474.00 11.50 0.3% 4,462.50
Range 12.25 44.00 31.75 259.2% 51.00
ATR 34.24 34.94 0.70 2.0% 0.00
Volume 789,104 1,239,520 450,416 57.1% 4,380,731
Daily Pivots for day following 16-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,593.00 4,577.50 4,498.25
R3 4,549.00 4,533.50 4,486.00
R2 4,505.00 4,505.00 4,482.00
R1 4,489.50 4,489.50 4,478.00 4,497.25
PP 4,461.00 4,461.00 4,461.00 4,465.00
S1 4,445.50 4,445.50 4,470.00 4,453.25
S2 4,417.00 4,417.00 4,466.00
S3 4,373.00 4,401.50 4,462.00
S4 4,329.00 4,357.50 4,449.75
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,599.00 4,581.75 4,490.50
R3 4,548.00 4,530.75 4,476.50
R2 4,497.00 4,497.00 4,471.75
R1 4,479.75 4,479.75 4,467.25 4,488.50
PP 4,446.00 4,446.00 4,446.00 4,450.25
S1 4,428.75 4,428.75 4,457.75 4,437.50
S2 4,395.00 4,395.00 4,453.25
S3 4,344.00 4,377.75 4,448.50
S4 4,293.00 4,326.75 4,434.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,476.50 4,416.50 60.00 1.3% 25.25 0.6% 96% True False 966,105
10 4,476.50 4,365.25 111.25 2.5% 26.75 0.6% 98% True False 967,874
20 4,476.50 4,252.75 223.75 5.0% 35.00 0.8% 99% True False 1,109,252
40 4,476.50 4,126.75 349.75 7.8% 38.50 0.9% 99% True False 1,185,050
60 4,476.50 4,126.75 349.75 7.8% 37.75 0.8% 99% True False 970,976
80 4,476.50 4,020.00 456.50 10.2% 41.75 0.9% 99% True False 729,162
100 4,476.50 3,833.75 642.75 14.4% 41.50 0.9% 100% True False 583,539
120 4,476.50 3,701.50 775.00 17.3% 46.00 1.0% 100% True False 486,352
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.85
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,663.50
2.618 4,591.75
1.618 4,547.75
1.000 4,520.50
0.618 4,503.75
HIGH 4,476.50
0.618 4,459.75
0.500 4,454.50
0.382 4,449.25
LOW 4,432.50
0.618 4,405.25
1.000 4,388.50
1.618 4,361.25
2.618 4,317.25
4.250 4,245.50
Fisher Pivots for day following 16-Aug-2021
Pivot 1 day 3 day
R1 4,467.50 4,467.00
PP 4,461.00 4,460.25
S1 4,454.50 4,453.50

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

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