E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary
Previous Current
13-Sep-2021 14-Sep-2021 Change Change % Previous Week
Open 4,461.00 4,475.50 14.50 0.3% 4,533.00
High 4,492.75 4,489.50 -3.25 -0.1% 4,548.00
Low 4,444.75 4,435.00 -9.75 -0.2% 4,456.50
Close 4,469.00 4,444.50 -24.50 -0.5% 4,458.25
Range 48.00 54.50 6.50 13.5% 91.50
ATR 39.29 40.38 1.09 2.8% 0.00
Volume 1,721,413 1,534,719 -186,694 -10.8% 6,277,297
Daily Pivots for day following 14-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,619.75 4,586.75 4,474.50
R3 4,565.25 4,532.25 4,459.50
R2 4,510.75 4,510.75 4,454.50
R1 4,477.75 4,477.75 4,449.50 4,467.00
PP 4,456.25 4,456.25 4,456.25 4,451.00
S1 4,423.25 4,423.25 4,439.50 4,412.50
S2 4,401.75 4,401.75 4,434.50
S3 4,347.25 4,368.75 4,429.50
S4 4,292.75 4,314.25 4,414.50
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,762.00 4,701.75 4,508.50
R3 4,670.50 4,610.25 4,483.50
R2 4,579.00 4,579.00 4,475.00
R1 4,518.75 4,518.75 4,466.75 4,503.00
PP 4,487.50 4,487.50 4,487.50 4,479.75
S1 4,427.25 4,427.25 4,449.75 4,411.50
S2 4,396.00 4,396.00 4,441.50
S3 4,304.50 4,335.75 4,433.00
S4 4,213.00 4,244.25 4,408.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,529.50 4,435.00 94.50 2.1% 48.25 1.1% 10% False True 1,651,098
10 4,549.50 4,435.00 114.50 2.6% 38.75 0.9% 8% False True 1,414,599
20 4,549.50 4,347.75 201.75 4.5% 42.50 1.0% 48% False False 1,340,952
40 4,549.50 4,252.75 296.75 6.7% 38.75 0.9% 65% False False 1,225,102
60 4,549.50 4,126.75 422.75 9.5% 40.00 0.9% 75% False False 1,237,018
80 4,549.50 4,126.75 422.75 9.5% 39.00 0.9% 75% False False 1,063,470
100 4,549.50 4,020.00 529.50 11.9% 42.00 0.9% 80% False False 851,520
120 4,549.50 3,833.75 715.75 16.1% 41.75 0.9% 85% False False 709,775
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 13.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,721.00
2.618 4,632.25
1.618 4,577.75
1.000 4,544.00
0.618 4,523.25
HIGH 4,489.50
0.618 4,468.75
0.500 4,462.25
0.382 4,455.75
LOW 4,435.00
0.618 4,401.25
1.000 4,380.50
1.618 4,346.75
2.618 4,292.25
4.250 4,203.50
Fisher Pivots for day following 14-Sep-2021
Pivot 1 day 3 day
R1 4,462.25 4,476.50
PP 4,456.25 4,466.00
S1 4,450.50 4,455.25

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

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