E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 4,142.75 4,142.00 -0.75 0.0% 4,162.00
High 4,174.25 4,196.00 21.75 0.5% 4,174.25
Low 4,137.50 4,133.50 -4.00 -0.1% 4,046.00
Close 4,141.75 4,184.00 42.25 1.0% 4,141.75
Range 36.75 62.50 25.75 70.1% 128.25
ATR 56.10 56.56 0.46 0.8% 0.00
Volume 5,604 3,941 -1,663 -29.7% 21,290
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 4,358.75 4,333.75 4,218.50
R3 4,296.25 4,271.25 4,201.25
R2 4,233.75 4,233.75 4,195.50
R1 4,208.75 4,208.75 4,189.75 4,221.25
PP 4,171.25 4,171.25 4,171.25 4,177.50
S1 4,146.25 4,146.25 4,178.25 4,158.75
S2 4,108.75 4,108.75 4,172.50
S3 4,046.25 4,083.75 4,166.75
S4 3,983.75 4,021.25 4,149.50
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 4,505.50 4,451.75 4,212.25
R3 4,377.25 4,323.50 4,177.00
R2 4,249.00 4,249.00 4,165.25
R1 4,195.25 4,195.25 4,153.50 4,158.00
PP 4,120.75 4,120.75 4,120.75 4,102.00
S1 4,067.00 4,067.00 4,130.00 4,029.75
S2 3,992.50 3,992.50 4,118.25
S3 3,864.25 3,938.75 4,106.50
S4 3,736.00 3,810.50 4,071.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,196.00 4,046.00 150.00 3.6% 63.25 1.5% 92% True False 4,443
10 4,196.00 4,020.00 176.00 4.2% 70.50 1.7% 93% True False 4,968
20 4,228.25 4,020.00 208.25 5.0% 55.00 1.3% 79% False False 4,036
40 4,228.25 3,919.25 309.00 7.4% 46.50 1.1% 86% False False 2,538
60 4,228.25 3,701.50 526.75 12.6% 53.00 1.3% 92% False False 1,883
80 4,228.25 3,639.25 589.00 14.1% 53.75 1.3% 92% False False 1,438
100 4,228.25 3,637.25 591.00 14.1% 53.75 1.3% 93% False False 1,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,461.50
2.618 4,359.50
1.618 4,297.00
1.000 4,258.50
0.618 4,234.50
HIGH 4,196.00
0.618 4,172.00
0.500 4,164.75
0.382 4,157.50
LOW 4,133.50
0.618 4,095.00
1.000 4,071.00
1.618 4,032.50
2.618 3,970.00
4.250 3,868.00
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 4,177.50 4,167.75
PP 4,171.25 4,151.75
S1 4,164.75 4,135.50

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

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