E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 07-Jul-2021

Day Change Summary
	Previous	Current
	06-Jul-2021	07-Jul-2021	Change	Change %	Previous Week
Open	4,341.00	4,328.00	-13.00	-0.3%	4,275.00
High	4,348.00	4,353.25	5.25	0.1%	4,347.00
Low	4,305.25	4,320.25	15.00	0.3%	4,264.25
Close	4,334.00	4,349.75	15.75	0.4%	4,342.75
Range	42.75	33.00	-9.75	-22.8%	82.75
ATR	37.05	36.76	-0.29	-0.8%	0.00
Volume	1,368,133	1,221,078	-147,055	-10.7%	4,650,226

Daily Pivots for day following 07-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,440.00	4,428.00	4,368.00
R3	4,407.00	4,395.00	4,358.75
R2	4,374.00	4,374.00	4,355.75
R1	4,362.00	4,362.00	4,352.75	4,368.00
PP	4,341.00	4,341.00	4,341.00	4,344.00
S1	4,329.00	4,329.00	4,346.75	4,335.00
S2	4,308.00	4,308.00	4,343.75
S3	4,275.00	4,296.00	4,340.75
S4	4,242.00	4,263.00	4,331.50

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	4,353.25	4,269.25	84.00	1.9%	33.25	0.8%	96%	True	False	1,134,848
10	4,353.25	4,230.50	122.75	2.8%	27.50	0.6%	97%	True	False	996,268
20	4,353.25	4,126.75	226.50	5.2%	35.50	0.8%	98%	True	False	1,153,128
40	4,353.25	4,020.00	333.25	7.7%	43.25	1.0%	99%	True	False	583,718
60	4,353.25	4,020.00	333.25	7.7%	42.50	1.0%	99%	True	False	389,847
80	4,353.25	3,833.75	519.50	11.9%	42.75	1.0%	99%	True	False	292,630
100	4,353.25	3,701.50	651.75	15.0%	48.25	1.1%	99%	True	False	234,131
120	4,353.25	3,639.25	714.00	16.4%	49.50	1.1%	100%	True	False	195,120

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	6.75
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,493.50
2.618	4,439.75
1.618	4,406.75
1.000	4,386.25
0.618	4,373.75
HIGH	4,353.25
0.618	4,340.75
0.500	4,336.75
0.382	4,332.75
LOW	4,320.25
0.618	4,299.75
1.000	4,287.25
1.618	4,266.75
2.618	4,233.75
4.250	4,180.00

Fisher Pivots for day following 07-Jul-2021
Pivot	1 day	3 day
R1	4,345.50	4,343.00
PP	4,341.00	4,336.00
S1	4,336.75	4,329.25

Download as Excel Spreadsheet

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

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