E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 02-Jul-2021
Day Change Summary
Previous Current
01-Jul-2021 02-Jul-2021 Change Change % Previous Week
Open 4,294.25 4,309.75 15.50 0.4% 4,275.00
High 4,312.00 4,347.00 35.00 0.8% 4,347.00
Low 4,286.00 4,308.00 22.00 0.5% 4,264.25
Close 4,310.75 4,342.75 32.00 0.7% 4,342.75
Range 26.00 39.00 13.00 50.0% 82.75
ATR 36.43 36.61 0.18 0.5% 0.00
Volume 985,190 999,780 14,590 1.5% 4,650,226
Daily Pivots for day following 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,449.50 4,435.25 4,364.25
R3 4,410.50 4,396.25 4,353.50
R2 4,371.50 4,371.50 4,350.00
R1 4,357.25 4,357.25 4,346.25 4,364.50
PP 4,332.50 4,332.50 4,332.50 4,336.25
S1 4,318.25 4,318.25 4,339.25 4,325.50
S2 4,293.50 4,293.50 4,335.50
S3 4,254.50 4,279.25 4,332.00
S4 4,215.50 4,240.25 4,321.25
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,566.25 4,537.25 4,388.25
R3 4,483.50 4,454.50 4,365.50
R2 4,400.75 4,400.75 4,358.00
R1 4,371.75 4,371.75 4,350.25 4,386.25
PP 4,318.00 4,318.00 4,318.00 4,325.25
S1 4,289.00 4,289.00 4,335.25 4,303.50
S2 4,235.25 4,235.25 4,327.50
S3 4,152.50 4,206.25 4,320.00
S4 4,069.75 4,123.50 4,297.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,347.00 4,264.25 82.75 1.9% 25.50 0.6% 95% True False 930,045
10 4,347.00 4,126.75 220.25 5.1% 33.25 0.8% 98% True False 986,284
20 4,347.00 4,126.75 220.25 5.1% 34.25 0.8% 98% True False 1,031,221
40 4,347.00 4,020.00 327.00 7.5% 44.00 1.0% 99% True False 519,120
60 4,347.00 4,020.00 327.00 7.5% 42.25 1.0% 99% True False 346,720
80 4,347.00 3,833.75 513.25 11.8% 43.25 1.0% 99% True False 260,270
100 4,347.00 3,701.50 645.50 14.9% 48.25 1.1% 99% True False 208,239
120 4,347.00 3,639.25 707.75 16.3% 49.50 1.1% 99% True False 173,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.20
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,512.75
2.618 4,449.00
1.618 4,410.00
1.000 4,386.00
0.618 4,371.00
HIGH 4,347.00
0.618 4,332.00
0.500 4,327.50
0.382 4,323.00
LOW 4,308.00
0.618 4,284.00
1.000 4,269.00
1.618 4,245.00
2.618 4,206.00
4.250 4,142.25
Fisher Pivots for day following 02-Jul-2021
Pivot 1 day 3 day
R1 4,337.75 4,331.25
PP 4,332.50 4,319.75
S1 4,327.50 4,308.00

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

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