E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 09-Apr-2021
Day Change Summary
Previous Current
08-Apr-2021 09-Apr-2021 Change Change % Previous Week
Open 4,074.25 4,098.00 23.75 0.6% 4,030.00
High 4,098.50 4,121.50 23.00 0.6% 4,121.50
Low 4,072.50 4,081.00 8.50 0.2% 4,021.00
Close 4,089.00 4,119.50 30.50 0.7% 4,119.50
Range 26.00 40.50 14.50 55.8% 100.50
ATR 51.11 50.35 -0.76 -1.5% 0.00
Volume 988,346 1,090,560 102,214 10.3% 5,683,314
Daily Pivots for day following 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,228.75 4,214.75 4,141.75
R3 4,188.25 4,174.25 4,130.75
R2 4,147.75 4,147.75 4,127.00
R1 4,133.75 4,133.75 4,123.25 4,140.75
PP 4,107.25 4,107.25 4,107.25 4,111.00
S1 4,093.25 4,093.25 4,115.75 4,100.25
S2 4,066.75 4,066.75 4,112.00
S3 4,026.25 4,052.75 4,108.25
S4 3,985.75 4,012.25 4,097.25
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,388.75 4,354.75 4,174.75
R3 4,288.25 4,254.25 4,147.25
R2 4,187.75 4,187.75 4,138.00
R1 4,153.75 4,153.75 4,128.75 4,170.75
PP 4,087.25 4,087.25 4,087.25 4,096.00
S1 4,053.25 4,053.25 4,110.25 4,070.25
S2 3,986.75 3,986.75 4,101.00
S3 3,886.25 3,952.75 4,091.75
S4 3,785.75 3,852.25 4,064.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,121.50 4,021.00 100.50 2.4% 32.50 0.8% 98% True False 1,136,662
10 4,121.50 3,900.75 220.75 5.4% 40.00 1.0% 99% True False 1,414,892
20 4,121.50 3,843.25 278.25 6.8% 45.75 1.1% 99% True False 1,667,694
40 4,121.50 3,710.50 411.00 10.0% 58.25 1.4% 100% True False 858,818
60 4,121.50 3,647.50 474.00 11.5% 58.25 1.4% 100% True False 573,617
80 4,121.50 3,586.50 535.00 13.0% 56.50 1.4% 100% True False 430,531
100 4,121.50 3,499.75 621.75 15.1% 53.50 1.3% 100% True False 344,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,293.50
2.618 4,227.50
1.618 4,187.00
1.000 4,162.00
0.618 4,146.50
HIGH 4,121.50
0.618 4,106.00
0.500 4,101.25
0.382 4,096.50
LOW 4,081.00
0.618 4,056.00
1.000 4,040.50
1.618 4,015.50
2.618 3,975.00
4.250 3,909.00
Fisher Pivots for day following 09-Apr-2021
Pivot 1 day 3 day
R1 4,113.50 4,109.25
PP 4,107.25 4,099.25
S1 4,101.25 4,089.00

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

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