E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 28-Apr-2021
Day Change Summary
Previous Current
27-Apr-2021 28-Apr-2021 Change Change % Previous Week
Open 4,171.00 4,171.50 0.50 0.0% 4,156.00
High 4,181.25 4,183.75 2.50 0.1% 4,176.25
Low 4,157.00 4,163.50 6.50 0.2% 4,101.00
Close 4,169.00 4,166.50 -2.50 -0.1% 4,161.50
Range 24.25 20.25 -4.00 -16.5% 75.25
ATR 43.52 41.85 -1.66 -3.8% 0.00
Volume 1,183 1,691 508 42.9% 6,528
Daily Pivots for day following 28-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,232.00 4,219.50 4,177.75
R3 4,211.75 4,199.25 4,172.00
R2 4,191.50 4,191.50 4,170.25
R1 4,179.00 4,179.00 4,168.25 4,175.00
PP 4,171.25 4,171.25 4,171.25 4,169.25
S1 4,158.75 4,158.75 4,164.75 4,155.00
S2 4,151.00 4,151.00 4,162.75
S3 4,130.75 4,138.50 4,161.00
S4 4,110.50 4,118.25 4,155.25
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,372.00 4,342.00 4,203.00
R3 4,296.75 4,266.75 4,182.25
R2 4,221.50 4,221.50 4,175.25
R1 4,191.50 4,191.50 4,168.50 4,206.50
PP 4,146.25 4,146.25 4,146.25 4,153.75
S1 4,116.25 4,116.25 4,154.50 4,131.25
S2 4,071.00 4,071.00 4,147.75
S3 3,995.75 4,041.00 4,140.75
S4 3,920.50 3,965.75 4,120.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,183.75 4,105.75 78.00 1.9% 36.00 0.9% 78% True False 1,503
10 4,183.75 4,101.00 82.75 2.0% 39.75 1.0% 79% True False 1,177
20 4,183.75 3,932.00 251.75 6.0% 36.50 0.9% 93% True False 1,103
40 4,183.75 3,701.50 482.25 11.6% 49.50 1.2% 96% True False 872
60 4,183.75 3,701.50 482.25 11.6% 50.75 1.2% 96% True False 608
80 4,183.75 3,637.25 546.50 13.1% 53.50 1.3% 97% True False 470
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.53
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,269.75
2.618 4,236.75
1.618 4,216.50
1.000 4,204.00
0.618 4,196.25
HIGH 4,183.75
0.618 4,176.00
0.500 4,173.50
0.382 4,171.25
LOW 4,163.50
0.618 4,151.00
1.000 4,143.25
1.618 4,130.75
2.618 4,110.50
4.250 4,077.50
Fisher Pivots for day following 28-Apr-2021
Pivot 1 day 3 day
R1 4,173.50 4,169.00
PP 4,171.25 4,168.25
S1 4,169.00 4,167.50

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

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