E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 19-Jul-2021

Day Change Summary
	Previous	Current
	16-Jul-2021	19-Jul-2021	Change	Change %	Previous Week
Open	4,347.75	4,320.00	-27.75	-0.6%	4,362.00
High	4,368.00	4,320.75	-47.25	-1.1%	4,384.50
Low	4,314.25	4,224.00	-90.25	-2.1%	4,314.25
Close	4,318.50	4,251.25	-67.25	-1.6%	4,318.50
Range	53.75	96.75	43.00	80.0%	70.25
ATR	40.73	44.73	4.00	9.8%	0.00
Volume	1,636,065	2,599,774	963,709	58.9%	6,862,005

Daily Pivots for day following 19-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,555.50	4,500.25	4,304.50
R3	4,458.75	4,403.50	4,277.75
R2	4,362.00	4,362.00	4,269.00
R1	4,306.75	4,306.75	4,260.00	4,286.00
PP	4,265.25	4,265.25	4,265.25	4,255.00
S1	4,210.00	4,210.00	4,242.50	4,189.25
S2	4,168.50	4,168.50	4,233.50
S3	4,071.75	4,113.25	4,224.75
S4	3,975.00	4,016.50	4,198.00

Weekly Pivots for week ending 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,549.75	4,504.50	4,357.25
R3	4,479.50	4,434.25	4,337.75
R2	4,409.25	4,409.25	4,331.50
R1	4,364.00	4,364.00	4,325.00	4,351.50
PP	4,339.00	4,339.00	4,339.00	4,333.00
S1	4,293.75	4,293.75	4,312.00	4,281.25
S2	4,268.75	4,268.75	4,305.50
S3	4,198.50	4,223.50	4,299.25
S4	4,128.25	4,153.25	4,279.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,384.50	4,224.00	160.50	3.8%	50.00	1.2%	17%	False	True	1,681,208
10	4,384.50	4,224.00	160.50	3.8%	50.75	1.2%	17%	False	True	1,535,413
20	4,384.50	4,126.75	257.75	6.1%	42.00	1.0%	48%	False	False	1,260,848
40	4,384.50	4,126.75	257.75	6.1%	39.00	0.9%	48%	False	False	901,837
60	4,384.50	4,020.00	364.50	8.6%	44.00	1.0%	63%	False	False	602,466
80	4,384.50	3,833.75	550.75	13.0%	43.25	1.0%	76%	False	False	452,111
100	4,384.50	3,701.50	683.00	16.1%	48.25	1.1%	80%	False	False	361,772
120	4,384.50	3,639.25	745.25	17.5%	50.25	1.2%	82%	False	False	301,494

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.00
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	4,732.00
2.618	4,574.00
1.618	4,477.25
1.000	4,417.50
0.618	4,380.50
HIGH	4,320.75
0.618	4,283.75
0.500	4,272.50
0.382	4,261.00
LOW	4,224.00
0.618	4,164.25
1.000	4,127.25
1.618	4,067.50
2.618	3,970.75
4.250	3,812.75

Fisher Pivots for day following 19-Jul-2021
Pivot	1 day	3 day
R1	4,272.50	4,297.00
PP	4,265.25	4,281.75
S1	4,258.25	4,266.50

Download as Excel Spreadsheet

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

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