E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 16-Aug-2021

Day Change Summary
	Previous	Current
	13-Aug-2021	16-Aug-2021	Change	Change %	Previous Week
Open	4,455.75	4,456.25	0.50	0.0%	4,428.00
High	4,463.25	4,476.50	13.25	0.3%	4,463.25
Low	4,451.00	4,432.50	-18.50	-0.4%	4,412.25
Close	4,462.50	4,474.00	11.50	0.3%	4,462.50
Range	12.25	44.00	31.75	259.2%	51.00
ATR	34.24	34.94	0.70	2.0%	0.00
Volume	789,104	1,239,520	450,416	57.1%	4,380,731

Daily Pivots for day following 16-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,593.00	4,577.50	4,498.25
R3	4,549.00	4,533.50	4,486.00
R2	4,505.00	4,505.00	4,482.00
R1	4,489.50	4,489.50	4,478.00	4,497.25
PP	4,461.00	4,461.00	4,461.00	4,465.00
S1	4,445.50	4,445.50	4,470.00	4,453.25
S2	4,417.00	4,417.00	4,466.00
S3	4,373.00	4,401.50	4,462.00
S4	4,329.00	4,357.50	4,449.75

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	4,476.50	4,416.50	60.00	1.3%	25.25	0.6%	96%	True	False	966,105
10	4,476.50	4,365.25	111.25	2.5%	26.75	0.6%	98%	True	False	967,874
20	4,476.50	4,252.75	223.75	5.0%	35.00	0.8%	99%	True	False	1,109,252
40	4,476.50	4,126.75	349.75	7.8%	38.50	0.9%	99%	True	False	1,185,050
60	4,476.50	4,126.75	349.75	7.8%	37.75	0.8%	99%	True	False	970,976
80	4,476.50	4,020.00	456.50	10.2%	41.75	0.9%	99%	True	False	729,162
100	4,476.50	3,833.75	642.75	14.4%	41.50	0.9%	100%	True	False	583,539
120	4,476.50	3,701.50	775.00	17.3%	46.00	1.0%	100%	True	False	486,352

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.85
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4,663.50
2.618	4,591.75
1.618	4,547.75
1.000	4,520.50
0.618	4,503.75
HIGH	4,476.50
0.618	4,459.75
0.500	4,454.50
0.382	4,449.25
LOW	4,432.50
0.618	4,405.25
1.000	4,388.50
1.618	4,361.25
2.618	4,317.25
4.250	4,245.50

Fisher Pivots for day following 16-Aug-2021
Pivot	1 day	3 day
R1	4,467.50	4,467.00
PP	4,461.00	4,460.25
S1	4,454.50	4,453.50

Download as Excel Spreadsheet

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

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