E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 10-Sep-2021
Day Change Summary
Previous Current
09-Sep-2021 10-Sep-2021 Change Change % Previous Week
Open 4,511.00 4,491.25 -19.75 -0.4% 4,533.00
High 4,529.50 4,518.25 -11.25 -0.2% 4,548.00
Low 4,485.50 4,456.50 -29.00 -0.6% 4,456.50
Close 4,492.25 4,458.25 -34.00 -0.8% 4,458.25
Range 44.00 61.75 17.75 40.3% 91.50
ATR 36.84 38.62 1.78 4.8% 0.00
Volume 1,696,301 1,696,301 0 0.0% 6,277,297
Daily Pivots for day following 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,663.00 4,622.25 4,492.25
R3 4,601.25 4,560.50 4,475.25
R2 4,539.50 4,539.50 4,469.50
R1 4,498.75 4,498.75 4,464.00 4,488.25
PP 4,477.75 4,477.75 4,477.75 4,472.50
S1 4,437.00 4,437.00 4,452.50 4,426.50
S2 4,416.00 4,416.00 4,447.00
S3 4,354.25 4,375.25 4,441.25
S4 4,292.50 4,313.50 4,424.25
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 4,762.00 4,701.75 4,508.50
R3 4,670.50 4,610.25 4,483.50
R2 4,579.00 4,579.00 4,475.00
R1 4,518.75 4,518.75 4,466.75 4,503.00
PP 4,487.50 4,487.50 4,487.50 4,479.75
S1 4,427.25 4,427.25 4,449.75 4,411.50
S2 4,396.00 4,396.00 4,441.50
S3 4,304.50 4,335.75 4,433.00
S4 4,213.00 4,244.25 4,408.00
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 4,456.50 93.00 2.1% 41.25 0.9% 2% False True 1,486,688
10 4,549.50 4,456.50 93.00 2.1% 36.50 0.8% 2% False True 1,308,208
20 4,549.50 4,347.75 201.75 4.5% 40.25 0.9% 55% False False 1,279,577
40 4,549.50 4,224.00 325.50 7.3% 40.00 0.9% 72% False False 1,249,595
60 4,549.50 4,126.75 422.75 9.5% 40.25 0.9% 78% False False 1,244,376
80 4,549.50 4,046.00 503.50 11.3% 39.50 0.9% 82% False False 1,022,884
100 4,549.50 4,020.00 529.50 11.9% 42.00 0.9% 83% False False 818,983
120 4,549.50 3,833.75 715.75 16.1% 41.75 0.9% 87% False False 682,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.40
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4,780.75
2.618 4,680.00
1.618 4,618.25
1.000 4,580.00
0.618 4,556.50
HIGH 4,518.25
0.618 4,494.75
0.500 4,487.50
0.382 4,480.00
LOW 4,456.50
0.618 4,418.25
1.000 4,394.75
1.618 4,356.50
2.618 4,294.75
4.250 4,194.00
Fisher Pivots for day following 10-Sep-2021
Pivot 1 day 3 day
R1 4,487.50 4,493.00
PP 4,477.75 4,481.50
S1 4,468.00 4,469.75

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

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