E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 14-May-2021
Day Change Summary
Previous Current
13-May-2021 14-May-2021 Change Change % Previous Week
Open 4,049.50 4,100.50 51.00 1.3% 4,218.00
High 4,116.50 4,168.00 51.50 1.3% 4,228.25
Low 4,020.00 4,096.00 76.00 1.9% 4,020.00
Close 4,097.25 4,159.00 61.75 1.5% 4,159.00
Range 96.50 72.00 -24.50 -25.4% 208.25
ATR 53.43 54.75 1.33 2.5% 0.00
Volume 11,941 4,093 -7,848 -65.7% 27,196
Daily Pivots for day following 14-May-2021
Classic Woodie Camarilla DeMark
R4 4,357.00 4,330.00 4,198.50
R3 4,285.00 4,258.00 4,178.75
R2 4,213.00 4,213.00 4,172.25
R1 4,186.00 4,186.00 4,165.50 4,199.50
PP 4,141.00 4,141.00 4,141.00 4,147.75
S1 4,114.00 4,114.00 4,152.50 4,127.50
S2 4,069.00 4,069.00 4,145.75
S3 3,997.00 4,042.00 4,139.25
S4 3,925.00 3,970.00 4,119.50
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 4,760.50 4,668.00 4,273.50
R3 4,552.25 4,459.75 4,216.25
R2 4,344.00 4,344.00 4,197.25
R1 4,251.50 4,251.50 4,178.00 4,193.50
PP 4,135.75 4,135.75 4,135.75 4,106.75
S1 4,043.25 4,043.25 4,140.00 3,985.50
S2 3,927.50 3,927.50 4,120.75
S3 3,719.25 3,835.00 4,101.75
S4 3,511.00 3,626.75 4,044.50
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 4,020.00 208.25 5.0% 82.75 2.0% 67% False False 5,439
10 4,228.25 4,020.00 208.25 5.0% 62.00 1.5% 67% False False 4,831
20 4,228.25 4,020.00 208.25 5.0% 51.00 1.2% 67% False False 3,150
40 4,228.25 3,833.75 394.50 9.5% 46.00 1.1% 82% False False 2,087
60 4,228.25 3,701.50 526.75 12.7% 54.50 1.3% 87% False False 1,473
80 4,228.25 3,639.25 589.00 14.2% 54.50 1.3% 88% False False 1,127
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 9.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,474.00
2.618 4,356.50
1.618 4,284.50
1.000 4,240.00
0.618 4,212.50
HIGH 4,168.00
0.618 4,140.50
0.500 4,132.00
0.382 4,123.50
LOW 4,096.00
0.618 4,051.50
1.000 4,024.00
1.618 3,979.50
2.618 3,907.50
4.250 3,790.00
Fisher Pivots for day following 14-May-2021
Pivot 1 day 3 day
R1 4,150.00 4,137.25
PP 4,141.00 4,115.75
S1 4,132.00 4,094.00

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

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