E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 13-Jul-2021

Day Change Summary
	Previous	Current
	12-Jul-2021	13-Jul-2021	Change	Change %	Previous Week
Open	4,362.00	4,377.00	15.00	0.3%	4,341.00
High	4,379.25	4,383.75	4.50	0.1%	4,364.00
Low	4,341.75	4,356.50	14.75	0.3%	4,279.25
Close	4,376.50	4,361.25	-15.25	-0.3%	4,360.00
Range	37.50	27.25	-10.25	-27.3%	84.75
ATR	41.30	40.30	-1.00	-2.4%	0.00
Volume	1,055,739	1,249,893	194,154	18.4%	5,892,353

Daily Pivots for day following 13-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,449.00	4,432.25	4,376.25
R3	4,421.75	4,405.00	4,368.75
R2	4,394.50	4,394.50	4,366.25
R1	4,377.75	4,377.75	4,363.75	4,372.50
PP	4,367.25	4,367.25	4,367.25	4,364.50
S1	4,350.50	4,350.50	4,358.75	4,345.25
S2	4,340.00	4,340.00	4,356.25
S3	4,312.75	4,323.25	4,353.75
S4	4,285.50	4,296.00	4,346.25

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	4,383.75	4,279.25	104.50	2.4%	48.25	1.1%	78%	True	False	1,365,970
10	4,383.75	4,269.25	114.50	2.6%	39.25	0.9%	80%	True	False	1,202,448
20	4,383.75	4,126.75	257.00	5.9%	40.75	0.9%	91%	True	False	1,252,117
40	4,383.75	4,046.00	337.75	7.7%	39.75	0.9%	93%	True	False	723,326
60	4,383.75	4,020.00	363.75	8.3%	43.50	1.0%	94%	True	False	483,267
80	4,383.75	3,833.75	550.00	12.6%	43.00	1.0%	96%	True	False	362,706
100	4,383.75	3,701.50	682.25	15.6%	48.50	1.1%	97%	True	False	290,214
120	4,383.75	3,639.25	744.50	17.1%	49.50	1.1%	97%	True	False	241,860

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	8.40
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,499.50
2.618	4,455.00
1.618	4,427.75
1.000	4,411.00
0.618	4,400.50
HIGH	4,383.75
0.618	4,373.25
0.500	4,370.00
0.382	4,367.00
LOW	4,356.50
0.618	4,339.75
1.000	4,329.25
1.618	4,312.50
2.618	4,285.25
4.250	4,240.75

Fisher Pivots for day following 13-Jul-2021
Pivot	1 day	3 day
R1	4,370.00	4,353.75
PP	4,367.25	4,346.00
S1	4,364.25	4,338.50

Download as Excel Spreadsheet

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

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