E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 09-Sep-2021
Day Change Summary
Previous Current
08-Sep-2021 09-Sep-2021 Change Change % Previous Week
Open 4,517.50 4,511.00 -6.50 -0.1% 4,508.75
High 4,524.75 4,529.50 4.75 0.1% 4,549.50
Low 4,492.00 4,485.50 -6.50 -0.1% 4,500.75
Close 4,512.50 4,492.25 -20.25 -0.4% 4,534.50
Range 32.75 44.00 11.25 34.4% 48.75
ATR 36.29 36.84 0.55 1.5% 0.00
Volume 1,606,757 1,696,301 89,544 5.6% 5,588,372
Daily Pivots for day following 09-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,634.50 4,607.25 4,516.50
R3 4,590.50 4,563.25 4,504.25
R2 4,546.50 4,546.50 4,500.25
R1 4,519.25 4,519.25 4,496.25 4,511.00
PP 4,502.50 4,502.50 4,502.50 4,498.25
S1 4,475.25 4,475.25 4,488.25 4,467.00
S2 4,458.50 4,458.50 4,484.25
S3 4,414.50 4,431.25 4,480.25
S4 4,370.50 4,387.25 4,468.00
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 4,485.50 64.00 1.4% 34.50 0.8% 11% False True 1,350,789
10 4,549.50 4,462.25 87.25 1.9% 33.25 0.7% 34% False False 1,269,250
20 4,549.50 4,347.75 201.75 4.5% 38.50 0.9% 72% False False 1,237,288
40 4,549.50 4,224.00 325.50 7.2% 39.50 0.9% 82% False False 1,247,481
60 4,549.50 4,126.75 422.75 9.4% 40.00 0.9% 86% False False 1,242,978
80 4,549.50 4,046.00 503.50 11.2% 39.50 0.9% 89% False False 1,001,723
100 4,549.50 4,020.00 529.50 11.8% 42.00 0.9% 89% False False 802,032
120 4,549.50 3,833.75 715.75 15.9% 41.75 0.9% 92% False False 668,527
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 9.75
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,716.50
2.618 4,644.75
1.618 4,600.75
1.000 4,573.50
0.618 4,556.75
HIGH 4,529.50
0.618 4,512.75
0.500 4,507.50
0.382 4,502.25
LOW 4,485.50
0.618 4,458.25
1.000 4,441.50
1.618 4,414.25
2.618 4,370.25
4.250 4,298.50
Fisher Pivots for day following 09-Sep-2021
Pivot 1 day 3 day
R1 4,507.50 4,516.75
PP 4,502.50 4,508.50
S1 4,497.25 4,500.50

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

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