E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 02-Sep-2021
Day Change Summary
Previous Current
01-Sep-2021 02-Sep-2021 Change Change % Previous Week
Open 4,527.75 4,522.50 -5.25 -0.1% 4,435.00
High 4,540.00 4,544.00 4.00 0.1% 4,510.00
Low 4,519.25 4,516.00 -3.25 -0.1% 4,433.50
Close 4,521.25 4,535.25 14.00 0.3% 4,505.50
Range 20.75 28.00 7.25 34.9% 76.50
ATR 37.69 37.00 -0.69 -1.8% 0.00
Volume 1,061,414 1,016,806 -44,608 -4.2% 5,108,767
Daily Pivots for day following 02-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,615.75 4,603.50 4,550.75
R3 4,587.75 4,575.50 4,543.00
R2 4,559.75 4,559.75 4,540.50
R1 4,547.50 4,547.50 4,537.75 4,553.50
PP 4,531.75 4,531.75 4,531.75 4,534.75
S1 4,519.50 4,519.50 4,532.75 4,525.50
S2 4,503.75 4,503.75 4,530.00
S3 4,475.75 4,491.50 4,527.50
S4 4,447.75 4,463.50 4,519.75
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 4,544.00 4,462.25 81.75 1.8% 32.00 0.7% 89% True False 1,129,728
10 4,544.00 4,371.75 172.25 3.8% 34.75 0.8% 95% True False 1,086,984
20 4,544.00 4,347.75 196.25 4.3% 35.25 0.8% 96% True False 1,135,038
40 4,544.00 4,224.00 320.00 7.1% 40.00 0.9% 97% True False 1,227,195
60 4,544.00 4,126.75 417.25 9.2% 39.50 0.9% 98% True False 1,233,641
80 4,544.00 4,020.00 524.00 11.6% 41.50 0.9% 98% True False 930,307
100 4,544.00 4,020.00 524.00 11.6% 41.75 0.9% 98% True False 744,699
120 4,544.00 3,833.75 710.25 15.7% 42.25 0.9% 99% True False 620,746
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 8.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,663.00
2.618 4,617.25
1.618 4,589.25
1.000 4,572.00
0.618 4,561.25
HIGH 4,544.00
0.618 4,533.25
0.500 4,530.00
0.382 4,526.75
LOW 4,516.00
0.618 4,498.75
1.000 4,488.00
1.618 4,470.75
2.618 4,442.75
4.250 4,397.00
Fisher Pivots for day following 02-Sep-2021
Pivot 1 day 3 day
R1 4,533.50 4,533.00
PP 4,531.75 4,530.50
S1 4,530.00 4,528.25

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

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