E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 06-Aug-2021
Day Change Summary
Previous Current
05-Aug-2021 06-Aug-2021 Change Change % Previous Week
Open 4,396.25 4,420.25 24.00 0.5% 4,396.50
High 4,422.75 4,433.25 10.50 0.2% 4,433.25
Low 4,393.75 4,416.00 22.25 0.5% 4,365.25
Close 4,421.50 4,429.50 8.00 0.2% 4,429.50
Range 29.00 17.25 -11.75 -40.5% 68.00
ATR 42.30 40.51 -1.79 -4.2% 0.00
Volume 763,343 951,045 187,702 24.6% 5,251,796
Daily Pivots for day following 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,478.00 4,471.00 4,439.00
R3 4,460.75 4,453.75 4,434.25
R2 4,443.50 4,443.50 4,432.75
R1 4,436.50 4,436.50 4,431.00 4,440.00
PP 4,426.25 4,426.25 4,426.25 4,428.00
S1 4,419.25 4,419.25 4,428.00 4,422.75
S2 4,409.00 4,409.00 4,426.25
S3 4,391.75 4,402.00 4,424.75
S4 4,374.50 4,384.75 4,420.00
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 4,613.25 4,589.50 4,467.00
R3 4,545.25 4,521.50 4,448.25
R2 4,477.25 4,477.25 4,442.00
R1 4,453.50 4,453.50 4,435.75 4,465.50
PP 4,409.25 4,409.25 4,409.25 4,415.25
S1 4,385.50 4,385.50 4,423.25 4,397.50
S2 4,341.25 4,341.25 4,417.00
S3 4,273.25 4,317.50 4,410.75
S4 4,205.25 4,249.50 4,392.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,433.25 4,365.25 68.00 1.5% 32.75 0.7% 94% True False 1,050,359
10 4,433.25 4,364.75 68.50 1.5% 36.25 0.8% 95% True False 1,137,368
20 4,433.25 4,224.00 209.25 4.7% 42.25 1.0% 98% True False 1,301,329
40 4,433.25 4,126.75 306.50 6.9% 41.00 0.9% 99% True False 1,294,181
60 4,433.25 4,020.00 413.25 9.3% 42.25 1.0% 99% True False 877,833
80 4,433.25 4,020.00 413.25 9.3% 43.25 1.0% 99% True False 658,979
100 4,433.25 3,833.75 599.50 13.5% 43.50 1.0% 99% True False 527,391
120 4,433.25 3,701.50 731.75 16.5% 47.75 1.1% 99% True False 439,521
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.28
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4,506.50
2.618 4,478.50
1.618 4,461.25
1.000 4,450.50
0.618 4,444.00
HIGH 4,433.25
0.618 4,426.75
0.500 4,424.50
0.382 4,422.50
LOW 4,416.00
0.618 4,405.25
1.000 4,398.75
1.618 4,388.00
2.618 4,370.75
4.250 4,342.75
Fisher Pivots for day following 06-Aug-2021
Pivot 1 day 3 day
R1 4,428.00 4,423.75
PP 4,426.25 4,418.00
S1 4,424.50 4,412.25

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

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