E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 01-Sep-2021
Day Change Summary
Previous Current
31-Aug-2021 01-Sep-2021 Change Change % Previous Week
Open 4,529.50 4,527.75 -1.75 0.0% 4,435.00
High 4,542.25 4,540.00 -2.25 0.0% 4,510.00
Low 4,512.50 4,519.25 6.75 0.1% 4,433.50
Close 4,520.50 4,521.25 0.75 0.0% 4,505.50
Range 29.75 20.75 -9.00 -30.3% 76.50
ATR 38.99 37.69 -1.30 -3.3% 0.00
Volume 1,378,199 1,061,414 -316,785 -23.0% 5,108,767
Daily Pivots for day following 01-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,589.00 4,576.00 4,532.75
R3 4,568.25 4,555.25 4,527.00
R2 4,547.50 4,547.50 4,525.00
R1 4,534.50 4,534.50 4,523.25 4,530.50
PP 4,526.75 4,526.75 4,526.75 4,525.00
S1 4,513.75 4,513.75 4,519.25 4,510.00
S2 4,506.00 4,506.00 4,517.50
S3 4,485.25 4,493.00 4,515.50
S4 4,464.50 4,472.25 4,509.75
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 4,542.25 4,462.25 80.00 1.8% 32.25 0.7% 74% False False 1,187,710
10 4,542.25 4,347.75 194.50 4.3% 38.50 0.9% 89% False False 1,177,709
20 4,542.25 4,347.75 194.50 4.3% 35.50 0.8% 89% False False 1,122,365
40 4,542.25 4,224.00 318.25 7.0% 41.25 0.9% 93% False False 1,251,566
60 4,542.25 4,126.75 415.50 9.2% 39.25 0.9% 95% False False 1,218,753
80 4,542.25 4,020.00 522.25 11.6% 42.25 0.9% 96% False False 917,642
100 4,542.25 4,020.00 522.25 11.6% 42.00 0.9% 96% False False 734,535
120 4,542.25 3,833.75 708.50 15.7% 42.25 0.9% 97% False False 612,276
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.75
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,628.25
2.618 4,594.25
1.618 4,573.50
1.000 4,560.75
0.618 4,552.75
HIGH 4,540.00
0.618 4,532.00
0.500 4,529.50
0.382 4,527.25
LOW 4,519.25
0.618 4,506.50
1.000 4,498.50
1.618 4,485.75
2.618 4,465.00
4.250 4,431.00
Fisher Pivots for day following 01-Sep-2021
Pivot 1 day 3 day
R1 4,529.50 4,521.50
PP 4,526.75 4,521.50
S1 4,524.00 4,521.25

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

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