E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 10-May-2021
Day Change Summary
Previous Current
07-May-2021 10-May-2021 Change Change % Previous Week
Open 4,187.50 4,218.00 30.50 0.7% 4,174.50
High 4,223.25 4,228.25 5.00 0.1% 4,223.25
Low 4,182.25 4,162.50 -19.75 -0.5% 4,111.25
Close 4,215.50 4,173.50 -42.00 -1.0% 4,215.50
Range 41.00 65.75 24.75 60.4% 112.00
ATR 42.01 43.71 1.70 4.0% 0.00
Volume 2,545 2,747 202 7.9% 21,122
Daily Pivots for day following 10-May-2021
Classic Woodie Camarilla DeMark
R4 4,385.25 4,345.25 4,209.75
R3 4,319.50 4,279.50 4,191.50
R2 4,253.75 4,253.75 4,185.50
R1 4,213.75 4,213.75 4,179.50 4,201.00
PP 4,188.00 4,188.00 4,188.00 4,181.75
S1 4,148.00 4,148.00 4,167.50 4,135.00
S2 4,122.25 4,122.25 4,161.50
S3 4,056.50 4,082.25 4,155.50
S4 3,990.75 4,016.50 4,137.25
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 4,519.25 4,479.50 4,277.00
R3 4,407.25 4,367.50 4,246.25
R2 4,295.25 4,295.25 4,236.00
R1 4,255.50 4,255.50 4,225.75 4,275.50
PP 4,183.25 4,183.25 4,183.25 4,193.25
S1 4,143.50 4,143.50 4,205.25 4,163.50
S2 4,071.25 4,071.25 4,195.00
S3 3,959.25 4,031.50 4,184.75
S4 3,847.25 3,919.50 4,154.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,228.25 4,111.25 117.00 2.8% 50.25 1.2% 53% True False 4,080
10 4,228.25 4,111.25 117.00 2.8% 39.25 0.9% 53% True False 3,104
20 4,228.25 4,091.75 136.50 3.3% 40.75 1.0% 60% True False 2,107
40 4,228.25 3,833.75 394.50 9.5% 42.25 1.0% 86% True False 1,543
60 4,228.25 3,701.50 526.75 12.6% 51.50 1.2% 90% True False 1,073
80 4,228.25 3,639.25 589.00 14.1% 52.50 1.3% 91% True False 821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.93
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 4,507.75
2.618 4,400.50
1.618 4,334.75
1.000 4,294.00
0.618 4,269.00
HIGH 4,228.25
0.618 4,203.25
0.500 4,195.50
0.382 4,187.50
LOW 4,162.50
0.618 4,121.75
1.000 4,096.75
1.618 4,056.00
2.618 3,990.25
4.250 3,883.00
Fisher Pivots for day following 10-May-2021
Pivot 1 day 3 day
R1 4,195.50 4,179.50
PP 4,188.00 4,177.50
S1 4,180.75 4,175.50

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

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