E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 23-Aug-2021
Day Change Summary
Previous Current
20-Aug-2021 23-Aug-2021 Change Change % Previous Week
Open 4,403.75 4,435.00 31.25 0.7% 4,456.25
High 4,440.50 4,485.75 45.25 1.0% 4,476.50
Low 4,371.75 4,433.50 61.75 1.4% 4,347.75
Close 4,437.00 4,475.50 38.50 0.9% 4,437.00
Range 68.75 52.25 -16.50 -24.0% 128.75
ATR 43.09 43.75 0.65 1.5% 0.00
Volume 1,328,852 997,026 -331,826 -25.0% 7,828,009
Daily Pivots for day following 23-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,621.75 4,600.75 4,504.25
R3 4,569.50 4,548.50 4,489.75
R2 4,517.25 4,517.25 4,485.00
R1 4,496.25 4,496.25 4,480.25 4,506.75
PP 4,465.00 4,465.00 4,465.00 4,470.00
S1 4,444.00 4,444.00 4,470.75 4,454.50
S2 4,412.75 4,412.75 4,466.00
S3 4,360.50 4,391.75 4,461.25
S4 4,308.25 4,339.50 4,446.75
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,806.75 4,750.50 4,507.75
R3 4,678.00 4,621.75 4,472.50
R2 4,549.25 4,549.25 4,460.50
R1 4,493.00 4,493.00 4,448.75 4,456.75
PP 4,420.50 4,420.50 4,420.50 4,402.25
S1 4,364.25 4,364.25 4,425.25 4,328.00
S2 4,291.75 4,291.75 4,413.50
S3 4,163.00 4,235.50 4,401.50
S4 4,034.25 4,106.75 4,366.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,485.75 4,347.75 138.00 3.1% 63.25 1.4% 93% True False 1,517,103
10 4,485.75 4,347.75 138.00 3.1% 44.25 1.0% 93% True False 1,241,604
20 4,485.75 4,347.75 138.00 3.1% 39.25 0.9% 93% True False 1,182,041
40 4,485.75 4,224.00 261.75 5.8% 41.25 0.9% 96% True False 1,244,373
60 4,485.75 4,126.75 359.00 8.0% 39.75 0.9% 97% True False 1,096,949
80 4,485.75 4,020.00 465.75 10.4% 43.75 1.0% 98% True False 823,870
100 4,485.75 3,955.00 530.75 11.9% 42.25 0.9% 98% True False 659,331
120 4,485.75 3,701.50 784.25 17.5% 45.25 1.0% 99% True False 549,559
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 12.58
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,707.75
2.618 4,622.50
1.618 4,570.25
1.000 4,538.00
0.618 4,518.00
HIGH 4,485.75
0.618 4,465.75
0.500 4,459.50
0.382 4,453.50
LOW 4,433.50
0.618 4,401.25
1.000 4,381.25
1.618 4,349.00
2.618 4,296.75
4.250 4,211.50
Fisher Pivots for day following 23-Aug-2021
Pivot 1 day 3 day
R1 4,470.25 4,456.00
PP 4,465.00 4,436.25
S1 4,459.50 4,416.75

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

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