E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 07-Apr-2021
Day Change Summary
Previous Current
06-Apr-2021 07-Apr-2021 Change Change % Previous Week
Open 4,060.00 4,059.25 -0.75 0.0% 3,952.75
High 4,065.50 4,065.00 -0.50 0.0% 4,004.25
Low 4,042.75 4,046.25 3.50 0.1% 3,919.25
Close 4,053.75 4,059.75 6.00 0.1% 3,999.50
Range 22.75 18.75 -4.00 -17.6% 85.00
ATR 54.51 51.95 -2.55 -4.7% 0.00
Volume 1,029 624 -405 -39.4% 4,719
Daily Pivots for day following 07-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,113.25 4,105.25 4,070.00
R3 4,094.50 4,086.50 4,065.00
R2 4,075.75 4,075.75 4,063.25
R1 4,067.75 4,067.75 4,061.50 4,071.75
PP 4,057.00 4,057.00 4,057.00 4,059.00
S1 4,049.00 4,049.00 4,058.00 4,053.00
S2 4,038.25 4,038.25 4,056.25
S3 4,019.50 4,030.25 4,054.50
S4 4,000.75 4,011.50 4,049.50
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,229.25 4,199.50 4,046.25
R3 4,144.25 4,114.50 4,023.00
R2 4,059.25 4,059.25 4,015.00
R1 4,029.50 4,029.50 4,007.25 4,044.50
PP 3,974.25 3,974.25 3,974.25 3,981.75
S1 3,944.50 3,944.50 3,991.75 3,959.50
S2 3,889.25 3,889.25 3,984.00
S3 3,804.25 3,859.50 3,976.00
S4 3,719.25 3,774.50 3,952.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,065.50 3,932.00 133.50 3.3% 37.00 0.9% 96% False False 1,128
10 4,065.50 3,833.75 231.75 5.7% 44.50 1.1% 98% False False 1,172
20 4,065.50 3,833.75 231.75 5.7% 47.75 1.2% 98% False False 883
40 4,065.50 3,701.50 364.00 9.0% 57.50 1.4% 98% False False 497
60 4,065.50 3,639.25 426.25 10.5% 56.75 1.4% 99% False False 353
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.18
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4,144.75
2.618 4,114.00
1.618 4,095.25
1.000 4,083.75
0.618 4,076.50
HIGH 4,065.00
0.618 4,057.75
0.500 4,055.50
0.382 4,053.50
LOW 4,046.25
0.618 4,034.75
1.000 4,027.50
1.618 4,016.00
2.618 3,997.25
4.250 3,966.50
Fisher Pivots for day following 07-Apr-2021
Pivot 1 day 3 day
R1 4,058.50 4,052.50
PP 4,057.00 4,045.50
S1 4,055.50 4,038.25

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

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