E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 23-Jun-2021

Day Change Summary
	Previous	Current
	22-Jun-2021	23-Jun-2021	Change	Change %	Previous Week
Open	4,219.25	4,237.50	18.25	0.4%	4,238.50
High	4,245.50	4,248.25	2.75	0.1%	4,258.25
Low	4,205.75	4,230.50	24.75	0.6%	4,140.75
Close	4,236.25	4,231.50	-4.75	-0.1%	4,153.50
Range	39.75	17.75	-22.00	-55.3%	117.50
ATR	45.49	43.51	-1.98	-4.4%	0.00
Volume	1,063,749	938,299	-125,450	-11.8%	8,695,965

Daily Pivots for day following 23-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,290.00	4,278.50	4,241.25
R3	4,272.25	4,260.75	4,236.50
R2	4,254.50	4,254.50	4,234.75
R1	4,243.00	4,243.00	4,233.25	4,240.00
PP	4,236.75	4,236.75	4,236.75	4,235.25
S1	4,225.25	4,225.25	4,229.75	4,222.00
S2	4,219.00	4,219.00	4,228.25
S3	4,201.25	4,207.50	4,226.50
S4	4,183.50	4,189.75	4,221.75

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,536.75	4,462.50	4,218.00
R3	4,419.25	4,345.00	4,185.75
R2	4,301.75	4,301.75	4,175.00
R1	4,227.50	4,227.50	4,164.25	4,206.00
PP	4,184.25	4,184.25	4,184.25	4,173.25
S1	4,110.00	4,110.00	4,142.75	4,088.50
S2	4,066.75	4,066.75	4,132.00
S3	3,949.25	3,992.50	4,121.25
S4	3,831.75	3,875.00	4,089.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,248.25	4,126.75	121.50	2.9%	54.00	1.3%	86%	True	False	1,425,066
10	4,258.25	4,126.75	131.50	3.1%	43.50	1.0%	80%	False	False	1,391,467
20	4,258.25	4,126.75	131.50	3.1%	37.00	0.9%	80%	False	False	713,478
40	4,258.25	4,020.00	238.25	5.6%	46.25	1.1%	89%	False	False	358,854
60	4,258.25	3,924.00	334.25	7.9%	43.25	1.0%	92%	False	False	239,586
80	4,258.25	3,701.50	556.75	13.2%	48.00	1.1%	95%	False	False	179,844
100	4,258.25	3,639.25	619.00	14.6%	50.00	1.2%	96%	False	False	143,892
120	4,258.25	3,637.25	621.00	14.7%	51.25	1.2%	96%	False	False	119,918

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.83
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4,323.75
2.618	4,294.75
1.618	4,277.00
1.000	4,266.00
0.618	4,259.25
HIGH	4,248.25
0.618	4,241.50
0.500	4,239.50
0.382	4,237.25
LOW	4,230.50
0.618	4,219.50
1.000	4,212.75
1.618	4,201.75
2.618	4,184.00
4.250	4,155.00

Fisher Pivots for day following 23-Jun-2021
Pivot	1 day	3 day
R1	4,239.50	4,216.75
PP	4,236.75	4,202.25
S1	4,234.00	4,187.50

Download as Excel Spreadsheet

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

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