E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 26-Apr-2021
Day Change Summary
Previous Current
23-Apr-2021 26-Apr-2021 Change Change % Previous Week
Open 4,129.00 4,170.75 41.75 1.0% 4,165.00
High 4,186.75 4,186.00 -0.75 0.0% 4,186.75
Low 4,127.50 4,163.75 36.25 0.9% 4,110.50
Close 4,171.50 4,179.50 8.00 0.2% 4,171.50
Range 59.25 22.25 -37.00 -62.4% 76.25
ATR 47.63 45.82 -1.81 -3.8% 0.00
Volume 1,509,514 1,019,731 -489,783 -32.4% 8,279,462
Daily Pivots for day following 26-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,243.25 4,233.50 4,191.75
R3 4,221.00 4,211.25 4,185.50
R2 4,198.75 4,198.75 4,183.50
R1 4,189.00 4,189.00 4,181.50 4,194.00
PP 4,176.50 4,176.50 4,176.50 4,178.75
S1 4,166.75 4,166.75 4,177.50 4,171.50
S2 4,154.25 4,154.25 4,175.50
S3 4,132.00 4,144.50 4,173.50
S4 4,109.75 4,122.25 4,167.25
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,385.00 4,354.50 4,213.50
R3 4,308.75 4,278.25 4,192.50
R2 4,232.50 4,232.50 4,185.50
R1 4,202.00 4,202.00 4,178.50 4,217.25
PP 4,156.25 4,156.25 4,156.25 4,164.00
S1 4,125.75 4,125.75 4,164.50 4,141.00
S2 4,080.00 4,080.00 4,157.50
S3 4,003.75 4,049.50 4,150.50
S4 3,927.50 3,973.25 4,129.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,186.75 4,110.50 76.25 1.8% 49.75 1.2% 90% False False 1,536,108
10 4,186.75 4,101.25 85.50 2.0% 42.75 1.0% 92% False False 1,449,209
20 4,186.75 3,928.75 258.00 6.2% 39.00 0.9% 97% False False 1,387,312
40 4,186.75 3,710.50 476.25 11.4% 52.75 1.3% 98% False False 1,246,190
60 4,186.75 3,647.50 539.25 12.9% 54.50 1.3% 99% False False 832,828
80 4,186.75 3,642.75 544.00 13.0% 55.75 1.3% 99% False False 625,205
100 4,186.75 3,586.50 600.25 14.4% 52.75 1.3% 99% False False 500,264
120 4,186.75 3,226.25 960.50 23.0% 54.50 1.3% 99% False False 416,909
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 True
Bear Hook False
Bull Hook False
Stretch 9.05
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,280.50
2.618 4,244.25
1.618 4,222.00
1.000 4,208.25
0.618 4,199.75
HIGH 4,186.00
0.618 4,177.50
0.500 4,175.00
0.382 4,172.25
LOW 4,163.75
0.618 4,150.00
1.000 4,141.50
1.618 4,127.75
2.618 4,105.50
4.250 4,069.25
Fisher Pivots for day following 26-Apr-2021
Pivot 1 day 3 day
R1 4,178.00 4,170.00
PP 4,176.50 4,160.50
S1 4,175.00 4,151.00

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

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