E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 06-Jul-2021

Day Change Summary
	Previous	Current
	02-Jul-2021	06-Jul-2021	Change	Change %	Previous Week
Open	4,309.75	4,341.00	31.25	0.7%	4,275.00
High	4,347.00	4,348.00	1.00	0.0%	4,347.00
Low	4,308.00	4,305.25	-2.75	-0.1%	4,264.25
Close	4,342.75	4,334.00	-8.75	-0.2%	4,342.75
Range	39.00	42.75	3.75	9.6%	82.75
ATR	36.61	37.05	0.44	1.2%	0.00
Volume	999,780	1,368,133	368,353	36.8%	4,650,226

Daily Pivots for day following 06-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,457.25	4,438.50	4,357.50
R3	4,414.50	4,395.75	4,345.75
R2	4,371.75	4,371.75	4,341.75
R1	4,353.00	4,353.00	4,338.00	4,341.00
PP	4,329.00	4,329.00	4,329.00	4,323.00
S1	4,310.25	4,310.25	4,330.00	4,298.25
S2	4,286.25	4,286.25	4,326.25
S3	4,243.50	4,267.50	4,322.25
S4	4,200.75	4,224.75	4,310.50

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	4,348.00	4,269.25	78.75	1.8%	30.50	0.7%	82%	True	False	1,038,927
10	4,348.00	4,205.75	142.25	3.3%	28.25	0.7%	90%	True	False	980,535
20	4,348.00	4,126.75	221.25	5.1%	35.50	0.8%	94%	True	False	1,097,405
40	4,348.00	4,020.00	328.00	7.6%	44.25	1.0%	96%	True	False	553,259
60	4,348.00	4,020.00	328.00	7.6%	42.25	1.0%	96%	True	False	369,511
80	4,348.00	3,833.75	514.25	11.9%	42.75	1.0%	97%	True	False	277,370
100	4,348.00	3,701.50	646.50	14.9%	48.25	1.1%	98%	True	False	221,920
120	4,348.00	3,639.25	708.75	16.4%	49.50	1.1%	98%	True	False	184,945

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.33
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,529.75
2.618	4,460.00
1.618	4,417.25
1.000	4,390.75
0.618	4,374.50
HIGH	4,348.00
0.618	4,331.75
0.500	4,326.50
0.382	4,321.50
LOW	4,305.25
0.618	4,278.75
1.000	4,262.50
1.618	4,236.00
2.618	4,193.25
4.250	4,123.50

Fisher Pivots for day following 06-Jul-2021
Pivot	1 day	3 day
R1	4,331.50	4,328.25
PP	4,329.00	4,322.75
S1	4,326.50	4,317.00

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

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