E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 13-Aug-2021

Day Change Summary
	Previous	Current
	12-Aug-2021	13-Aug-2021	Change	Change %	Previous Week
Open	4,440.00	4,455.75	15.75	0.4%	4,428.00
High	4,456.25	4,463.25	7.00	0.2%	4,463.25
Low	4,430.25	4,451.00	20.75	0.5%	4,412.25
Close	4,454.50	4,462.50	8.00	0.2%	4,462.50
Range	26.00	12.25	-13.75	-52.9%	51.00
ATR	35.93	34.24	-1.69	-4.7%	0.00
Volume	850,527	789,104	-61,423	-7.2%	4,380,731

Daily Pivots for day following 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,495.75	4,491.25	4,469.25
R3	4,483.50	4,479.00	4,465.75
R2	4,471.25	4,471.25	4,464.75
R1	4,466.75	4,466.75	4,463.50	4,469.00
PP	4,459.00	4,459.00	4,459.00	4,460.00
S1	4,454.50	4,454.50	4,461.50	4,456.75
S2	4,446.75	4,446.75	4,460.25
S3	4,434.50	4,442.25	4,459.25
S4	4,422.25	4,430.00	4,455.75

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,599.00	4,581.75	4,490.50
R3	4,548.00	4,530.75	4,476.50
R2	4,497.00	4,497.00	4,471.75
R1	4,479.75	4,479.75	4,467.25	4,488.50
PP	4,446.00	4,446.00	4,446.00	4,450.25
S1	4,428.75	4,428.75	4,457.75	4,437.50
S2	4,395.00	4,395.00	4,453.25
S3	4,344.00	4,377.75	4,448.50
S4	4,293.00	4,326.75	4,434.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,463.25	4,412.25	51.00	1.1%	20.50	0.5%	99%	True	False	876,146
10	4,463.25	4,365.25	98.00	2.2%	26.75	0.6%	99%	True	False	963,252
20	4,463.25	4,224.00	239.25	5.4%	37.75	0.8%	100%	True	False	1,177,265
40	4,463.25	4,126.75	336.50	7.5%	39.50	0.9%	100%	True	False	1,202,846
60	4,463.25	4,075.00	388.25	8.7%	38.25	0.9%	100%	True	False	950,389
80	4,463.25	4,020.00	443.25	9.9%	42.00	0.9%	100%	True	False	713,685
100	4,463.25	3,833.75	629.50	14.1%	41.75	0.9%	100%	True	False	571,155
120	4,463.25	3,701.50	761.75	17.1%	46.25	1.0%	100%	True	False	476,023

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	8.75
Narrowest range in 159 trading days

Fibonacci Retracements and Extensions
4.250	4,515.25
2.618	4,495.25
1.618	4,483.00
1.000	4,475.50
0.618	4,470.75
HIGH	4,463.25
0.618	4,458.50
0.500	4,457.00
0.382	4,455.75
LOW	4,451.00
0.618	4,443.50
1.000	4,438.75
1.618	4,431.25
2.618	4,419.00
4.250	4,399.00

Fisher Pivots for day following 13-Aug-2021
Pivot	1 day	3 day
R1	4,460.75	4,455.75
PP	4,459.00	4,448.75
S1	4,457.00	4,442.00

Download as Excel Spreadsheet

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

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