E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 17-Sep-2021

Day Change Summary
	Previous	Current
	16-Sep-2021	17-Sep-2021	Change	Change %	Previous Week
Open	4,486.00	4,471.00	-15.00	-0.3%	4,461.00
High	4,487.50	4,482.50	-5.00	-0.1%	4,492.75
Low	4,443.00	4,459.00	16.00	0.4%	4,435.00
Close	4,474.25	4,464.33	-9.92	-0.2%	4,464.33
Range	44.50	23.50	-21.00	-47.2%	57.75
ATR	41.31	40.04	-1.27	-3.1%	0.00
Volume	518,985	24,139	-494,846	-95.3%	4,693,044

Daily Pivots for day following 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,539.00	4,525.25	4,477.25
R3	4,515.50	4,501.75	4,470.75
R2	4,492.00	4,492.00	4,468.75
R1	4,478.25	4,478.25	4,466.50	4,473.50
PP	4,468.50	4,468.50	4,468.50	4,466.25
S1	4,454.75	4,454.75	4,462.25	4,450.00
S2	4,445.00	4,445.00	4,460.00
S3	4,421.50	4,431.25	4,457.75
S4	4,398.00	4,407.75	4,451.50

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,637.25	4,608.50	4,496.00
R3	4,579.50	4,550.75	4,480.25
R2	4,521.75	4,521.75	4,475.00
R1	4,493.00	4,493.00	4,469.50	4,507.50
PP	4,464.00	4,464.00	4,464.00	4,471.25
S1	4,435.25	4,435.25	4,459.00	4,449.75
S2	4,406.25	4,406.25	4,453.75
S3	4,348.50	4,377.50	4,448.50
S4	4,290.75	4,319.75	4,432.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,492.75	4,435.00	57.75	1.3%	44.00	1.0%	51%	False	False	938,608
10	4,549.50	4,435.00	114.50	2.6%	42.75	1.0%	26%	False	False	1,212,648
20	4,549.50	4,371.75	177.75	4.0%	38.75	0.9%	52%	False	False	1,149,816
40	4,549.50	4,347.75	201.75	4.5%	38.00	0.9%	58%	False	False	1,160,581
60	4,549.50	4,224.00	325.50	7.3%	39.25	0.9%	74%	False	False	1,203,838
80	4,549.50	4,126.75	422.75	9.5%	38.75	0.9%	80%	False	False	1,081,248
100	4,549.50	4,020.00	529.50	11.9%	42.00	0.9%	84%	False	False	865,845
120	4,549.50	3,924.00	625.50	14.0%	41.25	0.9%	86%	False	False	721,712

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.30
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4,582.50
2.618	4,544.00
1.618	4,520.50
1.000	4,506.00
0.618	4,497.00
HIGH	4,482.50
0.618	4,473.50
0.500	4,470.75
0.382	4,468.00
LOW	4,459.00
0.618	4,444.50
1.000	4,435.50
1.618	4,421.00
2.618	4,397.50
4.250	4,359.00

Fisher Pivots for day following 17-Sep-2021
Pivot	1 day	3 day
R1	4,470.75	4,463.75
PP	4,468.50	4,463.00
S1	4,466.50	4,462.50

Download as Excel Spreadsheet

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

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