E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 4,237.50 4,233.75 -3.75 -0.1% 4,238.50
High 4,248.25 4,263.75 15.50 0.4% 4,258.25
Low 4,230.50 4,231.75 1.25 0.0% 4,140.75
Close 4,231.50 4,256.00 24.50 0.6% 4,153.50
Range 17.75 32.00 14.25 80.3% 117.50
ATR 43.51 42.70 -0.80 -1.8% 0.00
Volume 938,299 852,510 -85,789 -9.1% 8,695,965
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,346.50 4,333.25 4,273.50
R3 4,314.50 4,301.25 4,264.75
R2 4,282.50 4,282.50 4,261.75
R1 4,269.25 4,269.25 4,259.00 4,276.00
PP 4,250.50 4,250.50 4,250.50 4,253.75
S1 4,237.25 4,237.25 4,253.00 4,244.00
S2 4,218.50 4,218.50 4,250.25
S3 4,186.50 4,205.25 4,247.25
S4 4,154.50 4,173.25 4,238.50
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,536.75 4,462.50 4,218.00
R3 4,419.25 4,345.00 4,185.75
R2 4,301.75 4,301.75 4,175.00
R1 4,227.50 4,227.50 4,164.25 4,206.00
PP 4,184.25 4,184.25 4,184.25 4,173.25
S1 4,110.00 4,110.00 4,142.75 4,088.50
S2 4,066.75 4,066.75 4,132.00
S3 3,949.25 3,992.50 4,121.25
S4 3,831.75 3,875.00 4,089.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,263.75 4,126.75 137.00 3.2% 52.25 1.2% 94% True False 1,246,304
10 4,263.75 4,126.75 137.00 3.2% 42.50 1.0% 94% True False 1,426,567
20 4,263.75 4,126.75 137.00 3.2% 37.25 0.9% 94% True False 755,840
40 4,263.75 4,020.00 243.75 5.7% 46.50 1.1% 97% True False 380,125
60 4,263.75 3,932.00 331.75 7.8% 43.25 1.0% 98% True False 253,784
80 4,263.75 3,701.50 562.25 13.2% 48.00 1.1% 99% True False 190,498
100 4,263.75 3,701.50 562.25 13.2% 49.00 1.2% 99% True False 152,415
120 4,263.75 3,637.25 626.50 14.7% 51.25 1.2% 99% True False 127,022
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,399.75
2.618 4,347.50
1.618 4,315.50
1.000 4,295.75
0.618 4,283.50
HIGH 4,263.75
0.618 4,251.50
0.500 4,247.75
0.382 4,244.00
LOW 4,231.75
0.618 4,212.00
1.000 4,199.75
1.618 4,180.00
2.618 4,148.00
4.250 4,095.75
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 4,253.25 4,249.00
PP 4,250.50 4,241.75
S1 4,247.75 4,234.75

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

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