E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 4,493.75 4,470.00 -23.75 -0.5% 4,435.00
High 4,494.25 4,510.00 15.75 0.4% 4,510.00
Low 4,465.00 4,462.25 -2.75 -0.1% 4,433.50
Close 4,466.50 4,505.50 39.00 0.9% 4,505.50
Range 29.25 47.75 18.50 63.2% 76.50
ATR 39.58 40.16 0.58 1.5% 0.00
Volume 1,306,718 1,216,414 -90,304 -6.9% 5,108,767
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,635.75 4,618.50 4,531.75
R3 4,588.00 4,570.75 4,518.75
R2 4,540.25 4,540.25 4,514.25
R1 4,523.00 4,523.00 4,510.00 4,531.50
PP 4,492.50 4,492.50 4,492.50 4,497.00
S1 4,475.25 4,475.25 4,501.00 4,484.00
S2 4,444.75 4,444.75 4,496.75
S3 4,397.00 4,427.50 4,492.25
S4 4,349.25 4,379.75 4,479.25
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,712.50 4,685.50 4,547.50
R3 4,636.00 4,609.00 4,526.50
R2 4,559.50 4,559.50 4,519.50
R1 4,532.50 4,532.50 4,512.50 4,546.00
PP 4,483.00 4,483.00 4,483.00 4,489.75
S1 4,456.00 4,456.00 4,498.50 4,469.50
S2 4,406.50 4,406.50 4,491.50
S3 4,330.00 4,379.50 4,484.50
S4 4,253.50 4,303.00 4,463.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,510.00 4,433.50 76.50 1.7% 33.25 0.7% 94% True False 1,021,753
10 4,510.00 4,347.75 162.25 3.6% 47.50 1.1% 97% True False 1,293,677
20 4,510.00 4,347.75 162.25 3.6% 37.00 0.8% 97% True False 1,128,465
40 4,510.00 4,224.00 286.00 6.3% 42.00 0.9% 98% True False 1,255,905
60 4,510.00 4,126.75 383.25 8.5% 39.50 0.9% 99% True False 1,164,702
80 4,510.00 4,020.00 490.00 10.9% 43.25 1.0% 99% True False 875,080
100 4,510.00 4,020.00 490.00 10.9% 42.00 0.9% 99% True False 700,405
120 4,510.00 3,833.75 676.25 15.0% 43.00 1.0% 99% True False 583,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,713.00
2.618 4,635.00
1.618 4,587.25
1.000 4,557.75
0.618 4,539.50
HIGH 4,510.00
0.618 4,491.75
0.500 4,486.00
0.382 4,480.50
LOW 4,462.25
0.618 4,432.75
1.000 4,414.50
1.618 4,385.00
2.618 4,337.25
4.250 4,259.25
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 4,499.00 4,499.00
PP 4,492.50 4,492.50
S1 4,486.00 4,486.00

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

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