E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 4,486.00 4,471.00 -15.00 -0.3% 4,461.00
High 4,487.50 4,482.50 -5.00 -0.1% 4,492.75
Low 4,443.00 4,459.00 16.00 0.4% 4,435.00
Close 4,474.25 4,464.33 -9.92 -0.2% 4,464.33
Range 44.50 23.50 -21.00 -47.2% 57.75
ATR 41.31 40.04 -1.27 -3.1% 0.00
Volume 518,985 24,139 -494,846 -95.3% 4,693,044
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,539.00 4,525.25 4,477.25
R3 4,515.50 4,501.75 4,470.75
R2 4,492.00 4,492.00 4,468.75
R1 4,478.25 4,478.25 4,466.50 4,473.50
PP 4,468.50 4,468.50 4,468.50 4,466.25
S1 4,454.75 4,454.75 4,462.25 4,450.00
S2 4,445.00 4,445.00 4,460.00
S3 4,421.50 4,431.25 4,457.75
S4 4,398.00 4,407.75 4,451.50
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,637.25 4,608.50 4,496.00
R3 4,579.50 4,550.75 4,480.25
R2 4,521.75 4,521.75 4,475.00
R1 4,493.00 4,493.00 4,469.50 4,507.50
PP 4,464.00 4,464.00 4,464.00 4,471.25
S1 4,435.25 4,435.25 4,459.00 4,449.75
S2 4,406.25 4,406.25 4,453.75
S3 4,348.50 4,377.50 4,448.50
S4 4,290.75 4,319.75 4,432.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,492.75 4,435.00 57.75 1.3% 44.00 1.0% 51% False False 938,608
10 4,549.50 4,435.00 114.50 2.6% 42.75 1.0% 26% False False 1,212,648
20 4,549.50 4,371.75 177.75 4.0% 38.75 0.9% 52% False False 1,149,816
40 4,549.50 4,347.75 201.75 4.5% 38.00 0.9% 58% False False 1,160,581
60 4,549.50 4,224.00 325.50 7.3% 39.25 0.9% 74% False False 1,203,838
80 4,549.50 4,126.75 422.75 9.5% 38.75 0.9% 80% False False 1,081,248
100 4,549.50 4,020.00 529.50 11.9% 42.00 0.9% 84% False False 865,845
120 4,549.50 3,924.00 625.50 14.0% 41.25 0.9% 86% False False 721,712
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.30
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,582.50
2.618 4,544.00
1.618 4,520.50
1.000 4,506.00
0.618 4,497.00
HIGH 4,482.50
0.618 4,473.50
0.500 4,470.75
0.382 4,468.00
LOW 4,459.00
0.618 4,444.50
1.000 4,435.50
1.618 4,421.00
2.618 4,397.50
4.250 4,359.00
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 4,470.75 4,463.75
PP 4,468.50 4,463.00
S1 4,466.50 4,462.50

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

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