E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 4,280.50 4,284.75 4.25 0.1% 4,142.50
High 4,291.00 4,294.25 3.25 0.1% 4,276.75
Low 4,271.75 4,269.25 -2.50 -0.1% 4,126.75
Close 4,282.00 4,288.50 6.50 0.2% 4,271.25
Range 19.25 25.00 5.75 29.9% 150.00
ATR 38.17 37.23 -0.94 -2.5% 0.00
Volume 741,471 1,100,062 358,591 48.4% 5,212,619
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,359.00 4,348.75 4,302.25
R3 4,334.00 4,323.75 4,295.50
R2 4,309.00 4,309.00 4,293.00
R1 4,298.75 4,298.75 4,290.75 4,304.00
PP 4,284.00 4,284.00 4,284.00 4,286.50
S1 4,273.75 4,273.75 4,286.25 4,279.00
S2 4,259.00 4,259.00 4,284.00
S3 4,234.00 4,248.75 4,281.50
S4 4,209.00 4,223.75 4,274.75
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,675.00 4,623.00 4,353.75
R3 4,525.00 4,473.00 4,312.50
R2 4,375.00 4,375.00 4,298.75
R1 4,323.00 4,323.00 4,285.00 4,349.00
PP 4,225.00 4,225.00 4,225.00 4,238.00
S1 4,173.00 4,173.00 4,257.50 4,199.00
S2 4,075.00 4,075.00 4,243.75
S3 3,925.00 4,023.00 4,230.00
S4 3,775.00 3,873.00 4,188.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,294.25 4,231.75 62.50 1.5% 23.50 0.5% 91% True False 890,040
10 4,294.25 4,126.75 167.50 3.9% 38.75 0.9% 97% True False 1,157,553
20 4,294.25 4,126.75 167.50 3.9% 36.00 0.8% 97% True False 933,695
40 4,294.25 4,020.00 274.25 6.4% 44.50 1.0% 98% True False 469,691
60 4,294.25 4,020.00 274.25 6.4% 41.75 1.0% 98% True False 313,662
80 4,294.25 3,806.50 487.75 11.4% 44.00 1.0% 99% True False 235,461
100 4,294.25 3,701.50 592.75 13.8% 48.00 1.1% 99% True False 188,390
120 4,294.25 3,639.25 655.00 15.3% 49.50 1.2% 99% True False 157,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,400.50
2.618 4,359.75
1.618 4,334.75
1.000 4,319.25
0.618 4,309.75
HIGH 4,294.25
0.618 4,284.75
0.500 4,281.75
0.382 4,278.75
LOW 4,269.25
0.618 4,253.75
1.000 4,244.25
1.618 4,228.75
2.618 4,203.75
4.250 4,163.00
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 4,286.25 4,285.50
PP 4,284.00 4,282.25
S1 4,281.75 4,279.25

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

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