E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 07-Sep-2021

Day Change Summary
	Previous	Current
	03-Sep-2021	07-Sep-2021	Change	Change %	Previous Week
Open	4,536.75	4,533.00	-3.75	-0.1%	4,508.75
High	4,549.50	4,548.00	-1.50	0.0%	4,549.50
Low	4,519.25	4,510.75	-8.50	-0.2%	4,500.75
Close	4,534.50	4,519.25	-15.25	-0.3%	4,534.50
Range	30.25	37.25	7.00	23.1%	48.75
ATR	36.51	36.57	0.05	0.1%	0.00
Volume	1,156,146	1,277,938	121,792	10.5%	5,588,372

Daily Pivots for day following 07-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,637.75	4,615.75	4,539.75
R3	4,600.50	4,578.50	4,529.50
R2	4,563.25	4,563.25	4,526.00
R1	4,541.25	4,541.25	4,522.75	4,533.50
PP	4,526.00	4,526.00	4,526.00	4,522.25
S1	4,504.00	4,504.00	4,515.75	4,496.50
S2	4,488.75	4,488.75	4,512.50
S3	4,451.50	4,466.75	4,509.00
S4	4,414.25	4,429.50	4,498.75

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,674.50	4,653.25	4,561.25
R3	4,625.75	4,604.50	4,548.00
R2	4,577.00	4,577.00	4,543.50
R1	4,555.75	4,555.75	4,539.00	4,566.50
PP	4,528.25	4,528.25	4,528.25	4,533.50
S1	4,507.00	4,507.00	4,530.00	4,517.50
S2	4,479.50	4,479.50	4,525.50
S3	4,430.75	4,458.25	4,521.00
S4	4,382.00	4,409.50	4,507.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,549.50	4,510.75	38.75	0.9%	29.25	0.6%	22%	False	True	1,178,100
10	4,549.50	4,462.25	87.25	1.9%	29.50	0.6%	65%	False	False	1,097,805
20	4,549.50	4,347.75	201.75	4.5%	36.75	0.8%	85%	False	False	1,169,704
40	4,549.50	4,224.00	325.50	7.2%	39.00	0.9%	91%	False	False	1,228,866
60	4,549.50	4,126.75	422.75	9.4%	39.50	0.9%	93%	False	False	1,244,359
80	4,549.50	4,046.00	503.50	11.1%	40.00	0.9%	94%	False	False	960,523
100	4,549.50	4,020.00	529.50	11.7%	41.75	0.9%	94%	False	False	769,014
120	4,549.50	3,833.75	715.75	15.8%	42.00	0.9%	96%	False	False	641,021

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.33
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,706.25
2.618	4,645.50
1.618	4,608.25
1.000	4,585.25
0.618	4,571.00
HIGH	4,548.00
0.618	4,533.75
0.500	4,529.50
0.382	4,525.00
LOW	4,510.75
0.618	4,487.75
1.000	4,473.50
1.618	4,450.50
2.618	4,413.25
4.250	4,352.50

Fisher Pivots for day following 07-Sep-2021
Pivot	1 day	3 day
R1	4,529.50	4,530.00
PP	4,526.00	4,526.50
S1	4,522.50	4,523.00

Download as Excel Spreadsheet

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

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