E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 28-Jul-2021

Day Change Summary
	Previous	Current
	27-Jul-2021	28-Jul-2021	Change	Change %	Previous Week
Open	4,415.75	4,380.00	-35.75	-0.8%	4,320.00
High	4,416.00	4,407.75	-8.25	-0.2%	4,408.25
Low	4,364.75	4,377.50	12.75	0.3%	4,224.00
Close	4,394.50	4,393.75	-0.75	0.0%	4,403.00
Range	51.25	30.25	-21.00	-41.0%	184.25
ATR	46.03	44.90	-1.13	-2.4%	0.00
Volume	1,575,473	1,221,313	-354,160	-22.5%	7,790,889

Daily Pivots for day following 28-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,483.75	4,469.00	4,410.50
R3	4,453.50	4,438.75	4,402.00
R2	4,423.25	4,423.25	4,399.25
R1	4,408.50	4,408.50	4,396.50	4,416.00
PP	4,393.00	4,393.00	4,393.00	4,396.75
S1	4,378.25	4,378.25	4,391.00	4,385.50
S2	4,362.75	4,362.75	4,388.25
S3	4,332.50	4,348.00	4,385.50
S4	4,302.25	4,317.75	4,377.00

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,897.75	4,834.75	4,504.25
R3	4,713.50	4,650.50	4,453.75
R2	4,529.25	4,529.25	4,436.75
R1	4,466.25	4,466.25	4,420.00	4,497.75
PP	4,345.00	4,345.00	4,345.00	4,361.00
S1	4,282.00	4,282.00	4,386.00	4,313.50
S2	4,160.75	4,160.75	4,369.25
S3	3,976.50	4,097.75	4,352.25
S4	3,792.25	3,913.50	4,301.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,416.75	4,341.50	75.25	1.7%	38.75	0.9%	69%	False	False	1,178,144
10	4,416.75	4,224.00	192.75	4.4%	50.25	1.1%	88%	False	False	1,477,409
20	4,416.75	4,224.00	192.75	4.4%	45.50	1.0%	88%	False	False	1,368,284
40	4,416.75	4,126.75	290.00	6.6%	40.75	0.9%	92%	False	False	1,123,872
60	4,416.75	4,020.00	396.75	9.0%	45.50	1.0%	94%	False	False	751,009
80	4,416.75	4,020.00	396.75	9.0%	42.75	1.0%	94%	False	False	563,580
100	4,416.75	3,777.25	639.50	14.6%	45.00	1.0%	96%	False	False	451,026
120	4,416.75	3,701.50	715.25	16.3%	47.75	1.1%	97%	False	False	375,873

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.03
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,536.25
2.618	4,487.00
1.618	4,456.75
1.000	4,438.00
0.618	4,426.50
HIGH	4,407.75
0.618	4,396.25
0.500	4,392.50
0.382	4,389.00
LOW	4,377.50
0.618	4,358.75
1.000	4,347.25
1.618	4,328.50
2.618	4,298.25
4.250	4,249.00

Fisher Pivots for day following 28-Jul-2021
Pivot	1 day	3 day
R1	4,393.50	4,392.75
PP	4,393.00	4,391.75
S1	4,392.50	4,390.75

Download as Excel Spreadsheet

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

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