E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 01-Jul-2021

Day Change Summary
	Previous	Current
	30-Jun-2021	01-Jul-2021	Change	Change %	Previous Week
Open	4,284.75	4,294.25	9.50	0.2%	4,142.50
High	4,294.25	4,312.00	17.75	0.4%	4,276.75
Low	4,269.25	4,286.00	16.75	0.4%	4,126.75
Close	4,288.50	4,310.75	22.25	0.5%	4,271.25
Range	25.00	26.00	1.00	4.0%	150.00
ATR	37.23	36.43	-0.80	-2.2%	0.00
Volume	1,100,062	985,190	-114,872	-10.4%	5,212,619

Daily Pivots for day following 01-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,381.00	4,371.75	4,325.00
R3	4,355.00	4,345.75	4,318.00
R2	4,329.00	4,329.00	4,315.50
R1	4,319.75	4,319.75	4,313.25	4,324.50
PP	4,303.00	4,303.00	4,303.00	4,305.25
S1	4,293.75	4,293.75	4,308.25	4,298.50
S2	4,277.00	4,277.00	4,306.00
S3	4,251.00	4,267.75	4,303.50
S4	4,225.00	4,241.75	4,296.50

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	4,312.00	4,253.50	58.50	1.4%	22.25	0.5%	98%	True	False	911,321
10	4,312.00	4,126.75	185.25	4.3%	37.25	0.9%	99%	True	False	1,081,440
20	4,312.00	4,126.75	185.25	4.3%	35.00	0.8%	99%	True	False	982,296
40	4,312.00	4,020.00	292.00	6.8%	44.50	1.0%	100%	True	False	494,255
60	4,312.00	4,020.00	292.00	6.8%	42.00	1.0%	100%	True	False	330,072
80	4,312.00	3,833.75	478.25	11.1%	43.50	1.0%	100%	True	False	247,775
100	4,312.00	3,701.50	610.50	14.2%	48.00	1.1%	100%	True	False	198,242
120	4,312.00	3,639.25	672.75	15.6%	49.50	1.1%	100%	True	False	165,212

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.43
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,422.50
2.618	4,380.00
1.618	4,354.00
1.000	4,338.00
0.618	4,328.00
HIGH	4,312.00
0.618	4,302.00
0.500	4,299.00
0.382	4,296.00
LOW	4,286.00
0.618	4,270.00
1.000	4,260.00
1.618	4,244.00
2.618	4,218.00
4.250	4,175.50

Fisher Pivots for day following 01-Jul-2021
Pivot	1 day	3 day
R1	4,306.75	4,304.00
PP	4,303.00	4,297.25
S1	4,299.00	4,290.50

Download as Excel Spreadsheet

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

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