E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 07-Sep-2021
Day Change Summary
Previous Current
03-Sep-2021 07-Sep-2021 Change Change % Previous Week
Open 4,536.75 4,533.00 -3.75 -0.1% 4,508.75
High 4,549.50 4,548.00 -1.50 0.0% 4,549.50
Low 4,519.25 4,510.75 -8.50 -0.2% 4,500.75
Close 4,534.50 4,519.25 -15.25 -0.3% 4,534.50
Range 30.25 37.25 7.00 23.1% 48.75
ATR 36.51 36.57 0.05 0.1% 0.00
Volume 1,156,146 1,277,938 121,792 10.5% 5,588,372
Daily Pivots for day following 07-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,637.75 4,615.75 4,539.75
R3 4,600.50 4,578.50 4,529.50
R2 4,563.25 4,563.25 4,526.00
R1 4,541.25 4,541.25 4,522.75 4,533.50
PP 4,526.00 4,526.00 4,526.00 4,522.25
S1 4,504.00 4,504.00 4,515.75 4,496.50
S2 4,488.75 4,488.75 4,512.50
S3 4,451.50 4,466.75 4,509.00
S4 4,414.25 4,429.50 4,498.75
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,674.50 4,653.25 4,561.25
R3 4,625.75 4,604.50 4,548.00
R2 4,577.00 4,577.00 4,543.50
R1 4,555.75 4,555.75 4,539.00 4,566.50
PP 4,528.25 4,528.25 4,528.25 4,533.50
S1 4,507.00 4,507.00 4,530.00 4,517.50
S2 4,479.50 4,479.50 4,525.50
S3 4,430.75 4,458.25 4,521.00
S4 4,382.00 4,409.50 4,507.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,549.50 4,510.75 38.75 0.9% 29.25 0.6% 22% False True 1,178,100
10 4,549.50 4,462.25 87.25 1.9% 29.50 0.6% 65% False False 1,097,805
20 4,549.50 4,347.75 201.75 4.5% 36.75 0.8% 85% False False 1,169,704
40 4,549.50 4,224.00 325.50 7.2% 39.00 0.9% 91% False False 1,228,866
60 4,549.50 4,126.75 422.75 9.4% 39.50 0.9% 93% False False 1,244,359
80 4,549.50 4,046.00 503.50 11.1% 40.00 0.9% 94% False False 960,523
100 4,549.50 4,020.00 529.50 11.7% 41.75 0.9% 94% False False 769,014
120 4,549.50 3,833.75 715.75 15.8% 42.00 0.9% 96% False False 641,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,706.25
2.618 4,645.50
1.618 4,608.25
1.000 4,585.25
0.618 4,571.00
HIGH 4,548.00
0.618 4,533.75
0.500 4,529.50
0.382 4,525.00
LOW 4,510.75
0.618 4,487.75
1.000 4,473.50
1.618 4,450.50
2.618 4,413.25
4.250 4,352.50
Fisher Pivots for day following 07-Sep-2021
Pivot 1 day 3 day
R1 4,529.50 4,530.00
PP 4,526.00 4,526.50
S1 4,522.50 4,523.00

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

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