E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 09-Jul-2021

Day Change Summary
	Previous	Current
	08-Jul-2021	09-Jul-2021	Change	Change %	Previous Week
Open	4,352.25	4,310.25	-42.00	-1.0%	4,341.00
High	4,352.25	4,364.00	11.75	0.3%	4,364.00
Low	4,279.25	4,293.25	14.00	0.3%	4,279.25
Close	4,313.00	4,360.00	47.00	1.1%	4,360.00
Range	73.00	70.75	-2.25	-3.1%	84.75
ATR	39.35	41.59	2.24	5.7%	0.00
Volume	1,991,636	1,311,506	-680,130	-34.1%	5,892,353

Daily Pivots for day following 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,551.25	4,526.50	4,399.00
R3	4,480.50	4,455.75	4,379.50
R2	4,409.75	4,409.75	4,373.00
R1	4,385.00	4,385.00	4,366.50	4,397.50
PP	4,339.00	4,339.00	4,339.00	4,345.25
S1	4,314.25	4,314.25	4,353.50	4,326.50
S2	4,268.25	4,268.25	4,347.00
S3	4,197.50	4,243.50	4,340.50
S4	4,126.75	4,172.75	4,321.00

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,588.75	4,559.00	4,406.50
R3	4,504.00	4,474.25	4,383.25
R2	4,419.25	4,419.25	4,375.50
R1	4,389.50	4,389.50	4,367.75	4,404.50
PP	4,334.50	4,334.50	4,334.50	4,341.75
S1	4,304.75	4,304.75	4,352.25	4,319.50
S2	4,249.75	4,249.75	4,344.50
S3	4,165.00	4,220.00	4,336.75
S4	4,080.25	4,135.25	4,313.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,364.00	4,279.25	84.75	1.9%	51.75	1.2%	95%	True	False	1,378,426
10	4,364.00	4,253.50	110.50	2.5%	37.00	0.8%	96%	True	False	1,144,873
20	4,364.00	4,126.75	237.25	5.4%	39.75	0.9%	98%	True	False	1,287,034
40	4,364.00	4,020.00	344.00	7.9%	42.50	1.0%	99%	True	False	666,086
60	4,364.00	4,020.00	344.00	7.9%	43.75	1.0%	99%	True	False	444,863
80	4,364.00	3,833.75	530.25	12.2%	43.75	1.0%	99%	True	False	333,906
100	4,364.00	3,701.50	662.50	15.2%	48.75	1.1%	99%	True	False	267,160
120	4,364.00	3,639.25	724.75	16.6%	50.00	1.1%	99%	True	False	222,646

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	7.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,664.75
2.618	4,549.25
1.618	4,478.50
1.000	4,434.75
0.618	4,407.75
HIGH	4,364.00
0.618	4,337.00
0.500	4,328.50
0.382	4,320.25
LOW	4,293.25
0.618	4,249.50
1.000	4,222.50
1.618	4,178.75
2.618	4,108.00
4.250	3,992.50

Fisher Pivots for day following 09-Jul-2021
Pivot	1 day	3 day
R1	4,349.50	4,347.25
PP	4,339.00	4,334.50
S1	4,328.50	4,321.50

Download as Excel Spreadsheet

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

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