E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 3,898.00 3,952.75 54.75 1.4% 3,880.25
High 3,957.00 3,960.75 3.75 0.1% 3,957.00
Low 3,890.50 3,919.25 28.75 0.7% 3,833.75
Close 3,954.75 3,948.75 -6.00 -0.2% 3,954.75
Range 66.50 41.50 -25.00 -37.6% 123.25
ATR 61.37 59.95 -1.42 -2.3% 0.00
Volume 1,194 998 -196 -16.4% 6,103
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,067.50 4,049.50 3,971.50
R3 4,026.00 4,008.00 3,960.25
R2 3,984.50 3,984.50 3,956.25
R1 3,966.50 3,966.50 3,952.50 3,954.75
PP 3,943.00 3,943.00 3,943.00 3,937.00
S1 3,925.00 3,925.00 3,945.00 3,913.25
S2 3,901.50 3,901.50 3,941.25
S3 3,860.00 3,883.50 3,937.25
S4 3,818.50 3,842.00 3,926.00
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,285.00 4,243.00 4,022.50
R3 4,161.75 4,119.75 3,988.75
R2 4,038.50 4,038.50 3,977.25
R1 3,996.50 3,996.50 3,966.00 4,017.50
PP 3,915.25 3,915.25 3,915.25 3,925.50
S1 3,873.25 3,873.25 3,943.50 3,894.25
S2 3,792.00 3,792.00 3,932.25
S3 3,668.75 3,750.00 3,920.75
S4 3,545.50 3,626.75 3,887.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,960.75 3,833.75 127.00 3.2% 54.50 1.4% 91% True False 1,260
10 3,968.00 3,833.75 134.25 3.4% 53.00 1.3% 86% False False 1,051
20 3,968.00 3,701.50 266.50 6.7% 62.75 1.6% 93% False False 617
40 3,968.00 3,639.25 328.75 8.3% 60.00 1.5% 94% False False 351
60 3,968.00 3,637.25 330.75 8.4% 59.25 1.5% 94% False False 249
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.23
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,137.00
2.618 4,069.50
1.618 4,028.00
1.000 4,002.25
0.618 3,986.50
HIGH 3,960.75
0.618 3,945.00
0.500 3,940.00
0.382 3,935.00
LOW 3,919.25
0.618 3,893.50
1.000 3,877.75
1.618 3,852.00
2.618 3,810.50
4.250 3,743.00
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 3,945.75 3,931.50
PP 3,943.00 3,914.50
S1 3,940.00 3,897.25

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

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