E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 12-Jul-2021

Day Change Summary
	Previous	Current
	09-Jul-2021	12-Jul-2021	Change	Change %	Previous Week
Open	4,310.25	4,362.00	51.75	1.2%	4,341.00
High	4,364.00	4,379.25	15.25	0.3%	4,364.00
Low	4,293.25	4,341.75	48.50	1.1%	4,279.25
Close	4,360.00	4,376.50	16.50	0.4%	4,360.00
Range	70.75	37.50	-33.25	-47.0%	84.75
ATR	41.59	41.30	-0.29	-0.7%	0.00
Volume	1,311,506	1,055,739	-255,767	-19.5%	5,892,353

Daily Pivots for day following 12-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,478.25	4,465.00	4,397.00
R3	4,440.75	4,427.50	4,386.75
R2	4,403.25	4,403.25	4,383.50
R1	4,390.00	4,390.00	4,380.00	4,396.50
PP	4,365.75	4,365.75	4,365.75	4,369.25
S1	4,352.50	4,352.50	4,373.00	4,359.00
S2	4,328.25	4,328.25	4,369.50
S3	4,290.75	4,315.00	4,366.25
S4	4,253.25	4,277.50	4,356.00

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	4,379.25	4,279.25	100.00	2.3%	51.50	1.2%	97%	True	False	1,389,618
10	4,379.25	4,264.25	115.00	2.6%	38.50	0.9%	98%	True	False	1,159,831
20	4,379.25	4,126.75	252.50	5.8%	40.75	0.9%	99%	True	False	1,275,345
40	4,379.25	4,046.00	333.25	7.6%	41.00	0.9%	99%	True	False	692,181
60	4,379.25	4,020.00	359.25	8.2%	43.50	1.0%	99%	True	False	462,447
80	4,379.25	3,833.75	545.50	12.5%	43.50	1.0%	99%	True	False	347,099
100	4,379.25	3,701.50	677.75	15.5%	49.00	1.1%	100%	True	False	277,716
120	4,379.25	3,639.25	740.00	16.9%	49.75	1.1%	100%	True	False	231,444

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	8.43
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,538.50
2.618	4,477.50
1.618	4,440.00
1.000	4,416.75
0.618	4,402.50
HIGH	4,379.25
0.618	4,365.00
0.500	4,360.50
0.382	4,356.00
LOW	4,341.75
0.618	4,318.50
1.000	4,304.25
1.618	4,281.00
2.618	4,243.50
4.250	4,182.50

Fisher Pivots for day following 12-Jul-2021
Pivot	1 day	3 day
R1	4,371.25	4,360.75
PP	4,365.75	4,345.00
S1	4,360.50	4,329.25

Download as Excel Spreadsheet

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

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