E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 03-Aug-2021

Day Change Summary
	Previous	Current
	02-Aug-2021	03-Aug-2021	Change	Change %	Previous Week
Open	4,396.50	4,383.75	-12.75	-0.3%	4,400.50
High	4,419.75	4,417.00	-2.75	-0.1%	4,422.50
Low	4,377.25	4,365.25	-12.00	-0.3%	4,364.75
Close	4,379.75	4,415.00	35.25	0.8%	4,389.50
Range	42.50	51.75	9.25	21.8%	57.75
ATR	44.29	44.83	0.53	1.2%	0.00
Volume	1,193,301	1,296,856	103,555	8.7%	6,121,892

Daily Pivots for day following 03-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,554.25	4,536.50	4,443.50
R3	4,502.50	4,484.75	4,429.25
R2	4,450.75	4,450.75	4,424.50
R1	4,433.00	4,433.00	4,419.75	4,442.00
PP	4,399.00	4,399.00	4,399.00	4,403.50
S1	4,381.25	4,381.25	4,410.25	4,390.00
S2	4,347.25	4,347.25	4,405.50
S3	4,295.50	4,329.50	4,400.75
S4	4,243.75	4,277.75	4,386.50

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,565.50	4,535.25	4,421.25
R3	4,507.75	4,477.50	4,405.50
R2	4,450.00	4,450.00	4,400.00
R1	4,419.75	4,419.75	4,394.75	4,406.00
PP	4,392.25	4,392.25	4,392.25	4,385.50
S1	4,362.00	4,362.00	4,384.25	4,348.25
S2	4,334.50	4,334.50	4,379.00
S3	4,276.75	4,304.25	4,373.50
S4	4,219.00	4,246.50	4,357.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,422.50	4,365.25	57.25	1.3%	40.25	0.9%	87%	False	True	1,219,589
10	4,422.50	4,310.00	112.50	2.5%	41.00	0.9%	93%	False	False	1,195,878
20	4,422.50	4,224.00	198.50	4.5%	47.50	1.1%	96%	False	False	1,389,458
40	4,422.50	4,126.75	295.75	6.7%	41.50	0.9%	97%	False	False	1,243,432
60	4,422.50	4,020.00	402.50	9.1%	45.25	1.0%	98%	False	False	831,992
80	4,422.50	4,020.00	402.50	9.1%	43.50	1.0%	98%	False	False	624,498
100	4,422.50	3,833.75	588.75	13.3%	43.75	1.0%	99%	False	False	499,787
120	4,422.50	3,701.50	721.00	16.3%	48.25	1.1%	99%	False	False	416,510

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	True
Bear Hook	False
Bull Hook	False
Stretch	10.73
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,637.00
2.618	4,552.50
1.618	4,500.75
1.000	4,468.75
0.618	4,449.00
HIGH	4,417.00
0.618	4,397.25
0.500	4,391.00
0.382	4,385.00
LOW	4,365.25
0.618	4,333.25
1.000	4,313.50
1.618	4,281.50
2.618	4,229.75
4.250	4,145.25

Fisher Pivots for day following 03-Aug-2021
Pivot	1 day	3 day
R1	4,407.00	4,407.50
PP	4,399.00	4,400.00
S1	4,391.00	4,392.50

Download as Excel Spreadsheet

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

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