E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 22-Jul-2021
Day Change Summary
Previous Current
21-Jul-2021 22-Jul-2021 Change Change % Previous Week
Open 4,318.75 4,355.00 36.25 0.8% 4,362.00
High 4,355.25 4,371.50 16.25 0.4% 4,384.50
Low 4,310.00 4,341.50 31.50 0.7% 4,314.25
Close 4,350.50 4,359.50 9.00 0.2% 4,318.50
Range 45.25 30.00 -15.25 -33.7% 70.25
ATR 46.96 45.75 -1.21 -2.6% 0.00
Volume 1,191,429 981,969 -209,460 -17.6% 6,862,005
Daily Pivots for day following 22-Jul-2021
Classic Woodie Camarilla DeMark
R4 4,447.50 4,433.50 4,376.00
R3 4,417.50 4,403.50 4,367.75
R2 4,387.50 4,387.50 4,365.00
R1 4,373.50 4,373.50 4,362.25 4,380.50
PP 4,357.50 4,357.50 4,357.50 4,361.00
S1 4,343.50 4,343.50 4,356.75 4,350.50
S2 4,327.50 4,327.50 4,354.00
S3 4,297.50 4,313.50 4,351.25
S4 4,267.50 4,283.50 4,343.00
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 4,371.50 4,224.00 147.50 3.4% 60.50 1.4% 92% True False 1,650,723
10 4,384.50 4,224.00 160.50 3.7% 51.00 1.2% 84% False False 1,479,106
20 4,384.50 4,224.00 160.50 3.7% 42.00 1.0% 84% False False 1,290,354
40 4,384.50 4,126.75 257.75 5.9% 39.50 0.9% 90% False False 1,001,916
60 4,384.50 4,020.00 364.50 8.4% 44.75 1.0% 93% False False 669,354
80 4,384.50 3,924.00 460.50 10.6% 43.00 1.0% 95% False False 502,278
100 4,384.50 3,701.50 683.00 15.7% 47.00 1.1% 96% False False 401,946
120 4,384.50 3,639.25 745.25 17.1% 48.50 1.1% 97% False False 334,969
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 10.75
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,499.00
2.618 4,450.00
1.618 4,420.00
1.000 4,401.50
0.618 4,390.00
HIGH 4,371.50
0.618 4,360.00
0.500 4,356.50
0.382 4,353.00
LOW 4,341.50
0.618 4,323.00
1.000 4,311.50
1.618 4,293.00
2.618 4,263.00
4.250 4,214.00
Fisher Pivots for day following 22-Jul-2021
Pivot 1 day 3 day
R1 4,358.50 4,343.75
PP 4,357.50 4,328.00
S1 4,356.50 4,312.00

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

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