E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 08-Sep-2021
Day Change Summary
Previous Current
07-Sep-2021 08-Sep-2021 Change Change % Previous Week
Open 4,533.00 4,517.50 -15.50 -0.3% 4,508.75
High 4,548.00 4,524.75 -23.25 -0.5% 4,549.50
Low 4,510.75 4,492.00 -18.75 -0.4% 4,500.75
Close 4,519.25 4,512.50 -6.75 -0.1% 4,534.50
Range 37.25 32.75 -4.50 -12.1% 48.75
ATR 36.57 36.29 -0.27 -0.7% 0.00
Volume 1,277,938 1,606,757 328,819 25.7% 5,588,372
Daily Pivots for day following 08-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,608.00 4,593.00 4,530.50
R3 4,575.25 4,560.25 4,521.50
R2 4,542.50 4,542.50 4,518.50
R1 4,527.50 4,527.50 4,515.50 4,518.50
PP 4,509.75 4,509.75 4,509.75 4,505.25
S1 4,494.75 4,494.75 4,509.50 4,486.00
S2 4,477.00 4,477.00 4,506.50
S3 4,444.25 4,462.00 4,503.50
S4 4,411.50 4,429.25 4,494.50
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 4,492.00 57.50 1.3% 29.75 0.7% 36% False True 1,223,812
10 4,549.50 4,462.25 87.25 1.9% 31.00 0.7% 58% False False 1,179,730
20 4,549.50 4,347.75 201.75 4.5% 37.50 0.8% 82% False False 1,202,526
40 4,549.50 4,224.00 325.50 7.2% 39.25 0.9% 89% False False 1,237,788
60 4,549.50 4,126.75 422.75 9.4% 39.75 0.9% 91% False False 1,242,564
80 4,549.50 4,046.00 503.50 11.2% 39.50 0.9% 93% False False 980,557
100 4,549.50 4,020.00 529.50 11.7% 41.75 0.9% 93% False False 785,075
120 4,549.50 3,833.75 715.75 15.9% 41.75 0.9% 95% False False 654,400
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 8.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,664.00
2.618 4,610.50
1.618 4,577.75
1.000 4,557.50
0.618 4,545.00
HIGH 4,524.75
0.618 4,512.25
0.500 4,508.50
0.382 4,504.50
LOW 4,492.00
0.618 4,471.75
1.000 4,459.25
1.618 4,439.00
2.618 4,406.25
4.250 4,352.75
Fisher Pivots for day following 08-Sep-2021
Pivot 1 day 3 day
R1 4,511.00 4,520.75
PP 4,509.75 4,518.00
S1 4,508.50 4,515.25

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

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