E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 26-Feb-2021
Day Change Summary
Previous Current
25-Feb-2021 26-Feb-2021 Change Change % Previous Week
Open 3,908.00 3,800.00 -108.00 -2.8% 3,875.50
High 3,912.75 3,837.75 -75.00 -1.9% 3,912.75
Low 3,791.25 3,765.50 -25.75 -0.7% 3,765.50
Close 3,808.00 3,790.00 -18.00 -0.5% 3,790.00
Range 121.50 72.25 -49.25 -40.5% 147.25
ATR 58.97 59.92 0.95 1.6% 0.00
Volume 110 175 65 59.1% 438
Daily Pivots for day following 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,014.50 3,974.50 3,829.75
R3 3,942.25 3,902.25 3,809.75
R2 3,870.00 3,870.00 3,803.25
R1 3,830.00 3,830.00 3,796.50 3,814.00
PP 3,797.75 3,797.75 3,797.75 3,789.75
S1 3,757.75 3,757.75 3,783.50 3,741.50
S2 3,725.50 3,725.50 3,776.75
S3 3,653.25 3,685.50 3,770.25
S4 3,581.00 3,613.25 3,750.25
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,264.50 4,174.50 3,871.00
R3 4,117.25 4,027.25 3,830.50
R2 3,970.00 3,970.00 3,817.00
R1 3,880.00 3,880.00 3,803.50 3,851.50
PP 3,822.75 3,822.75 3,822.75 3,808.50
S1 3,732.75 3,732.75 3,776.50 3,704.00
S2 3,675.50 3,675.50 3,763.00
S3 3,528.25 3,585.50 3,749.50
S4 3,381.00 3,438.25 3,709.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,912.75 3,765.50 147.25 3.9% 82.00 2.2% 17% False True 87
10 3,937.50 3,765.50 172.00 4.5% 62.25 1.6% 14% False True 109
20 3,937.50 3,639.25 298.25 7.9% 56.50 1.5% 51% False False 104
40 3,937.50 3,637.25 300.25 7.9% 55.25 1.5% 51% False False 62
Crabel Price Patterns
NR True
NR4 True
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 17.00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,144.75
2.618 4,027.00
1.618 3,954.75
1.000 3,910.00
0.618 3,882.50
HIGH 3,837.75
0.618 3,810.25
0.500 3,801.50
0.382 3,793.00
LOW 3,765.50
0.618 3,720.75
1.000 3,693.25
1.618 3,648.50
2.618 3,576.25
4.250 3,458.50
Fisher Pivots for day following 26-Feb-2021
Pivot 1 day 3 day
R1 3,801.50 3,839.00
PP 3,797.75 3,822.75
S1 3,794.00 3,806.50

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

View Archives - Comment on this page... - Back to Index of Symbols