E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 09-Aug-2021

Day Change Summary
	Previous	Current
	06-Aug-2021	09-Aug-2021	Change	Change %	Previous Week
Open	4,410.75	4,421.00	10.25	0.2%	4,389.00
High	4,423.00	4,421.50	-1.50	0.0%	4,423.00
Low	4,406.25	4,402.50	-3.75	-0.1%	4,355.50
Close	4,419.50	4,415.75	-3.75	-0.1%	4,419.50
Range	16.75	19.00	2.25	13.4%	67.50
ATR	39.76	38.28	-1.48	-3.7%	0.00
Volume	11,613	2,081	-9,532	-82.1%	19,361

Daily Pivots for day following 09-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,470.25	4,462.00	4,426.25
R3	4,451.25	4,443.00	4,421.00
R2	4,432.25	4,432.25	4,419.25
R1	4,424.00	4,424.00	4,417.50	4,418.50
PP	4,413.25	4,413.25	4,413.25	4,410.50
S1	4,405.00	4,405.00	4,414.00	4,399.50
S2	4,394.25	4,394.25	4,412.25
S3	4,375.25	4,386.00	4,410.50
S4	4,356.25	4,367.00	4,405.25

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,601.75	4,578.25	4,456.50
R3	4,534.25	4,510.75	4,438.00
R2	4,466.75	4,466.75	4,432.00
R1	4,443.25	4,443.25	4,425.75	4,455.00
PP	4,399.25	4,399.25	4,399.25	4,405.25
S1	4,375.75	4,375.75	4,413.25	4,387.50
S2	4,331.75	4,331.75	4,407.00
S3	4,264.25	4,308.25	4,401.00
S4	4,196.75	4,240.75	4,382.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,423.00	4,355.50	67.50	1.5%	27.50	0.6%	89%	False	False	3,916
10	4,423.00	4,354.75	68.25	1.5%	33.50	0.8%	89%	False	False	3,186
20	4,423.00	4,214.25	208.75	4.7%	40.50	0.9%	97%	False	False	2,359
40	4,423.00	4,117.00	306.00	6.9%	40.00	0.9%	98%	False	False	1,755
60	4,423.00	4,036.75	386.25	8.7%	40.25	0.9%	98%	False	False	1,228
80	4,423.00	4,011.25	411.75	9.3%	42.00	0.9%	98%	False	False	1,005
100	4,423.00	3,824.00	599.00	13.6%	41.50	0.9%	99%	False	False	1,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,502.25
2.618	4,471.25
1.618	4,452.25
1.000	4,440.50
0.618	4,433.25
HIGH	4,421.50
0.618	4,414.25
0.500	4,412.00
0.382	4,409.75
LOW	4,402.50
0.618	4,390.75
1.000	4,383.50
1.618	4,371.75
2.618	4,352.75
4.250	4,321.75

Fisher Pivots for day following 09-Aug-2021
Pivot	1 day	3 day
R1	4,414.50	4,411.75
PP	4,413.25	4,407.75
S1	4,412.00	4,403.75

Download as Excel Spreadsheet

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

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