E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 4,212.75 4,230.00 17.25 0.4% 4,222.00
High 4,239.50 4,238.50 -1.00 0.0% 4,239.50
Low 4,197.25 4,221.50 24.25 0.6% 4,196.50
Close 4,228.75 4,236.50 7.75 0.2% 4,236.50
Range 42.25 17.00 -25.25 -59.8% 43.00
ATR 42.16 40.36 -1.80 -4.3% 0.00
Volume 501,508 1,289,533 788,025 157.1% 2,065,624
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,283.25 4,276.75 4,245.75
R3 4,266.25 4,259.75 4,241.25
R2 4,249.25 4,249.25 4,239.50
R1 4,242.75 4,242.75 4,238.00 4,246.00
PP 4,232.25 4,232.25 4,232.25 4,233.75
S1 4,225.75 4,225.75 4,235.00 4,229.00
S2 4,215.25 4,215.25 4,233.50
S3 4,198.25 4,208.75 4,231.75
S4 4,181.25 4,191.75 4,227.25
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,353.25 4,337.75 4,260.25
R3 4,310.25 4,294.75 4,248.25
R2 4,267.25 4,267.25 4,244.50
R1 4,251.75 4,251.75 4,240.50 4,259.50
PP 4,224.25 4,224.25 4,224.25 4,228.00
S1 4,208.75 4,208.75 4,232.50 4,216.50
S2 4,181.25 4,181.25 4,228.50
S3 4,138.25 4,165.75 4,224.75
S4 4,095.25 4,122.75 4,212.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,239.50 4,196.50 43.00 1.0% 25.25 0.6% 93% False False 413,124
10 4,239.50 4,155.25 84.25 2.0% 30.75 0.7% 96% False False 213,348
20 4,239.50 4,046.00 193.50 4.6% 41.25 1.0% 98% False False 109,017
40 4,239.50 4,020.00 219.50 5.2% 45.00 1.1% 99% False False 55,998
60 4,239.50 3,833.75 405.75 9.6% 44.50 1.1% 99% False False 37,684
80 4,239.50 3,701.50 538.00 12.7% 51.00 1.2% 99% False False 28,309
100 4,239.50 3,639.25 600.25 14.2% 51.75 1.2% 100% False False 22,664
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.00
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,310.75
2.618 4,283.00
1.618 4,266.00
1.000 4,255.50
0.618 4,249.00
HIGH 4,238.50
0.618 4,232.00
0.500 4,230.00
0.382 4,228.00
LOW 4,221.50
0.618 4,211.00
1.000 4,204.50
1.618 4,194.00
2.618 4,177.00
4.250 4,149.25
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 4,234.25 4,230.50
PP 4,232.25 4,224.50
S1 4,230.00 4,218.50

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

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