E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 3,636.00 3,647.25 11.25 0.3% 3,545.00
High 3,654.00 3,663.75 9.75 0.3% 3,635.75
Low 3,624.50 3,637.75 13.25 0.4% 3,528.25
Close 3,649.00 3,646.50 -2.50 -0.1% 3,617.75
Range 29.50 26.00 -3.50 -11.9% 107.50
ATR 60.96 58.46 -2.50 -4.1% 0.00
Volume 38 55 17 44.7% 207
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,727.25 3,713.00 3,660.75
R3 3,701.25 3,687.00 3,653.75
R2 3,675.25 3,675.25 3,651.25
R1 3,661.00 3,661.00 3,649.00 3,655.00
PP 3,649.25 3,649.25 3,649.25 3,646.50
S1 3,635.00 3,635.00 3,644.00 3,629.00
S2 3,623.25 3,623.25 3,641.75
S3 3,597.25 3,609.00 3,639.25
S4 3,571.25 3,583.00 3,632.25
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,916.50 3,874.50 3,677.00
R3 3,809.00 3,767.00 3,647.25
R2 3,701.50 3,701.50 3,637.50
R1 3,659.50 3,659.50 3,627.50 3,680.50
PP 3,594.00 3,594.00 3,594.00 3,604.50
S1 3,552.00 3,552.00 3,608.00 3,573.00
S2 3,486.50 3,486.50 3,598.00
S3 3,379.00 3,444.50 3,588.25
S4 3,271.50 3,337.00 3,558.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,663.75 3,573.75 90.00 2.5% 34.50 0.9% 81% True False 83
10 3,663.75 3,524.75 139.00 3.8% 37.75 1.0% 88% True False 65
20 3,663.75 3,411.50 252.25 6.9% 52.00 1.4% 93% True False 129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.93
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 3,774.25
2.618 3,731.75
1.618 3,705.75
1.000 3,689.75
0.618 3,679.75
HIGH 3,663.75
0.618 3,653.75
0.500 3,650.75
0.382 3,647.75
LOW 3,637.75
0.618 3,621.75
1.000 3,611.75
1.618 3,595.75
2.618 3,569.75
4.250 3,527.25
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 3,650.75 3,645.75
PP 3,649.25 3,645.00
S1 3,648.00 3,644.00

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

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