E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 26-Aug-2021
Day Change Summary
Previous Current
25-Aug-2021 26-Aug-2021 Change Change % Previous Week
Open 4,483.50 4,493.75 10.25 0.2% 4,456.25
High 4,498.00 4,494.25 -3.75 -0.1% 4,476.50
Low 4,476.25 4,465.00 -11.25 -0.3% 4,347.75
Close 4,493.00 4,466.50 -26.50 -0.6% 4,437.00
Range 21.75 29.25 7.50 34.5% 128.75
ATR 40.37 39.58 -0.79 -2.0% 0.00
Volume 801,106 1,306,718 505,612 63.1% 7,828,009
Daily Pivots for day following 26-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,563.00 4,544.00 4,482.50
R3 4,533.75 4,514.75 4,474.50
R2 4,504.50 4,504.50 4,471.75
R1 4,485.50 4,485.50 4,469.25 4,480.50
PP 4,475.25 4,475.25 4,475.25 4,472.75
S1 4,456.25 4,456.25 4,463.75 4,451.00
S2 4,446.00 4,446.00 4,461.25
S3 4,416.75 4,427.00 4,458.50
S4 4,387.50 4,397.75 4,450.50
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 4,498.00 4,371.75 126.25 2.8% 37.50 0.8% 75% False False 1,044,241
10 4,498.00 4,347.75 150.25 3.4% 44.00 1.0% 79% False False 1,250,946
20 4,498.00 4,347.75 150.25 3.4% 36.50 0.8% 79% False False 1,136,493
40 4,498.00 4,224.00 274.00 6.1% 41.50 0.9% 89% False False 1,250,124
60 4,498.00 4,126.75 371.25 8.3% 39.50 0.9% 92% False False 1,144,648
80 4,498.00 4,020.00 478.00 10.7% 43.00 1.0% 93% False False 859,908
100 4,498.00 4,020.00 478.00 10.7% 41.75 0.9% 93% False False 688,247
120 4,498.00 3,806.50 691.50 15.5% 43.25 1.0% 95% False False 573,682
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,618.50
2.618 4,570.75
1.618 4,541.50
1.000 4,523.50
0.618 4,512.25
HIGH 4,494.25
0.618 4,483.00
0.500 4,479.50
0.382 4,476.25
LOW 4,465.00
0.618 4,447.00
1.000 4,435.75
1.618 4,417.75
2.618 4,388.50
4.250 4,340.75
Fisher Pivots for day following 26-Aug-2021
Pivot 1 day 3 day
R1 4,479.50 4,481.50
PP 4,475.25 4,476.50
S1 4,471.00 4,471.50

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

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