E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 27-Aug-2021

Day Change Summary
	Previous	Current
	26-Aug-2021	27-Aug-2021	Change	Change %	Previous Week
Open	4,493.75	4,470.00	-23.75	-0.5%	4,435.00
High	4,494.25	4,510.00	15.75	0.4%	4,510.00
Low	4,465.00	4,462.25	-2.75	-0.1%	4,433.50
Close	4,466.50	4,505.50	39.00	0.9%	4,505.50
Range	29.25	47.75	18.50	63.2%	76.50
ATR	39.58	40.16	0.58	1.5%	0.00
Volume	1,306,718	1,216,414	-90,304	-6.9%	5,108,767

Daily Pivots for day following 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,635.75	4,618.50	4,531.75
R3	4,588.00	4,570.75	4,518.75
R2	4,540.25	4,540.25	4,514.25
R1	4,523.00	4,523.00	4,510.00	4,531.50
PP	4,492.50	4,492.50	4,492.50	4,497.00
S1	4,475.25	4,475.25	4,501.00	4,484.00
S2	4,444.75	4,444.75	4,496.75
S3	4,397.00	4,427.50	4,492.25
S4	4,349.25	4,379.75	4,479.25

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,712.50	4,685.50	4,547.50
R3	4,636.00	4,609.00	4,526.50
R2	4,559.50	4,559.50	4,519.50
R1	4,532.50	4,532.50	4,512.50	4,546.00
PP	4,483.00	4,483.00	4,483.00	4,489.75
S1	4,456.00	4,456.00	4,498.50	4,469.50
S2	4,406.50	4,406.50	4,491.50
S3	4,330.00	4,379.50	4,484.50
S4	4,253.50	4,303.00	4,463.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,510.00	4,433.50	76.50	1.7%	33.25	0.7%	94%	True	False	1,021,753
10	4,510.00	4,347.75	162.25	3.6%	47.50	1.1%	97%	True	False	1,293,677
20	4,510.00	4,347.75	162.25	3.6%	37.00	0.8%	97%	True	False	1,128,465
40	4,510.00	4,224.00	286.00	6.3%	42.00	0.9%	98%	True	False	1,255,905
60	4,510.00	4,126.75	383.25	8.5%	39.50	0.9%	99%	True	False	1,164,702
80	4,510.00	4,020.00	490.00	10.9%	43.25	1.0%	99%	True	False	875,080
100	4,510.00	4,020.00	490.00	10.9%	42.00	0.9%	99%	True	False	700,405
120	4,510.00	3,833.75	676.25	15.0%	43.00	1.0%	99%	True	False	583,818

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.18
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,713.00
2.618	4,635.00
1.618	4,587.25
1.000	4,557.75
0.618	4,539.50
HIGH	4,510.00
0.618	4,491.75
0.500	4,486.00
0.382	4,480.50
LOW	4,462.25
0.618	4,432.75
1.000	4,414.50
1.618	4,385.00
2.618	4,337.25
4.250	4,259.25

Fisher Pivots for day following 27-Aug-2021
Pivot	1 day	3 day
R1	4,499.00	4,499.00
PP	4,492.50	4,492.50
S1	4,486.00	4,486.00

Download as Excel Spreadsheet

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

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