E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 05-Apr-2021
Day Change Summary
Previous Current
01-Apr-2021 05-Apr-2021 Change Change % Previous Week
Open 3,958.00 4,019.75 61.75 1.6% 3,952.75
High 4,004.25 4,064.25 60.00 1.5% 4,004.25
Low 3,955.00 4,011.00 56.00 1.4% 3,919.25
Close 3,999.50 4,057.50 58.00 1.5% 3,999.50
Range 49.25 53.25 4.00 8.1% 85.00
ATR 56.35 56.95 0.60 1.1% 0.00
Volume 1,805 892 -913 -50.6% 4,719
Daily Pivots for day following 05-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,204.00 4,184.00 4,086.75
R3 4,150.75 4,130.75 4,072.25
R2 4,097.50 4,097.50 4,067.25
R1 4,077.50 4,077.50 4,062.50 4,087.50
PP 4,044.25 4,044.25 4,044.25 4,049.25
S1 4,024.25 4,024.25 4,052.50 4,034.25
S2 3,991.00 3,991.00 4,047.75
S3 3,937.75 3,971.00 4,042.75
S4 3,884.50 3,917.75 4,028.25
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 4,064.25 3,919.25 145.00 3.6% 43.75 1.1% 95% True False 1,122
10 4,064.25 3,833.75 230.50 5.7% 51.00 1.3% 97% True False 1,171
20 4,064.25 3,777.25 287.00 7.1% 53.50 1.3% 98% True False 811
40 4,064.25 3,701.50 362.75 8.9% 57.50 1.4% 98% True False 458
60 4,064.25 3,639.25 425.00 10.5% 57.50 1.4% 98% True False 325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.88
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,290.50
2.618 4,203.75
1.618 4,150.50
1.000 4,117.50
0.618 4,097.25
HIGH 4,064.25
0.618 4,044.00
0.500 4,037.50
0.382 4,031.25
LOW 4,011.00
0.618 3,978.00
1.000 3,957.75
1.618 3,924.75
2.618 3,871.50
4.250 3,784.75
Fisher Pivots for day following 05-Apr-2021
Pivot 1 day 3 day
R1 4,051.00 4,037.75
PP 4,044.25 4,018.00
S1 4,037.50 3,998.00

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

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