E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 16-Sep-2021
Day Change Summary
Previous Current
15-Sep-2021 16-Sep-2021 Change Change % Previous Week
Open 4,446.75 4,486.00 39.25 0.9% 4,533.00
High 4,487.50 4,487.50 0.00 0.0% 4,548.00
Low 4,437.50 4,443.00 5.50 0.1% 4,456.50
Close 4,481.75 4,474.25 -7.50 -0.2% 4,458.25
Range 50.00 44.50 -5.50 -11.0% 91.50
ATR 41.07 41.31 0.25 0.6% 0.00
Volume 893,788 518,985 -374,803 -41.9% 6,277,297
Daily Pivots for day following 16-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,601.75 4,582.50 4,498.75
R3 4,557.25 4,538.00 4,486.50
R2 4,512.75 4,512.75 4,482.50
R1 4,493.50 4,493.50 4,478.25 4,481.00
PP 4,468.25 4,468.25 4,468.25 4,462.00
S1 4,449.00 4,449.00 4,470.25 4,436.50
S2 4,423.75 4,423.75 4,466.00
S3 4,379.25 4,404.50 4,462.00
S4 4,334.75 4,360.00 4,449.75
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 4,518.25 4,435.00 83.25 1.9% 51.75 1.2% 47% False False 1,273,041
10 4,549.50 4,435.00 114.50 2.6% 43.00 1.0% 34% False False 1,311,915
20 4,549.50 4,347.75 201.75 4.5% 40.75 0.9% 63% False False 1,244,812
40 4,549.50 4,341.50 208.00 4.6% 38.25 0.9% 64% False False 1,184,526
60 4,549.50 4,224.00 325.50 7.3% 39.25 0.9% 77% False False 1,219,074
80 4,549.50 4,126.75 422.75 9.4% 38.75 0.9% 82% False False 1,081,010
100 4,549.50 4,020.00 529.50 11.8% 42.00 0.9% 86% False False 865,615
120 4,549.50 3,919.25 630.25 14.1% 41.50 0.9% 88% False False 721,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 12.80
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,676.50
2.618 4,604.00
1.618 4,559.50
1.000 4,532.00
0.618 4,515.00
HIGH 4,487.50
0.618 4,470.50
0.500 4,465.25
0.382 4,460.00
LOW 4,443.00
0.618 4,415.50
1.000 4,398.50
1.618 4,371.00
2.618 4,326.50
4.250 4,254.00
Fisher Pivots for day following 16-Sep-2021
Pivot 1 day 3 day
R1 4,471.25 4,470.25
PP 4,468.25 4,466.25
S1 4,465.25 4,462.25

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

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