E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 28-Apr-2021
Day Change Summary
Previous Current
27-Apr-2021 28-Apr-2021 Change Change % Previous Week
Open 4,181.50 4,180.25 -1.25 0.0% 4,165.00
High 4,192.50 4,193.75 1.25 0.0% 4,186.75
Low 4,166.75 4,172.75 6.00 0.1% 4,110.50
Close 4,179.00 4,176.25 -2.75 -0.1% 4,171.50
Range 25.75 21.00 -4.75 -18.4% 76.25
ATR 44.38 42.71 -1.67 -3.8% 0.00
Volume 992,029 1,282,972 290,943 29.3% 8,279,462
Daily Pivots for day following 28-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,244.00 4,231.00 4,187.75
R3 4,223.00 4,210.00 4,182.00
R2 4,202.00 4,202.00 4,180.00
R1 4,189.00 4,189.00 4,178.25 4,185.00
PP 4,181.00 4,181.00 4,181.00 4,179.00
S1 4,168.00 4,168.00 4,174.25 4,164.00
S2 4,160.00 4,160.00 4,172.50
S3 4,139.00 4,147.00 4,170.50
S4 4,118.00 4,126.00 4,164.75
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 4,193.75 4,115.25 78.50 1.9% 37.00 0.9% 78% True False 1,349,837
10 4,193.75 4,110.50 83.25 2.0% 40.50 1.0% 79% True False 1,415,625
20 4,193.75 3,941.50 252.25 6.0% 37.50 0.9% 93% True False 1,321,385
40 4,193.75 3,710.50 483.25 11.6% 50.50 1.2% 96% True False 1,301,984
60 4,193.75 3,710.50 483.25 11.6% 51.75 1.2% 96% True False 870,559
80 4,193.75 3,642.75 551.00 13.2% 55.50 1.3% 97% True False 653,631
100 4,193.75 3,586.50 607.25 14.5% 52.75 1.3% 97% True False 523,013
120 4,193.75 3,301.75 892.00 21.4% 53.75 1.3% 98% True False 435,867
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 8.28
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,283.00
2.618 4,248.75
1.618 4,227.75
1.000 4,214.75
0.618 4,206.75
HIGH 4,193.75
0.618 4,185.75
0.500 4,183.25
0.382 4,180.75
LOW 4,172.75
0.618 4,159.75
1.000 4,151.75
1.618 4,138.75
2.618 4,117.75
4.250 4,083.50
Fisher Pivots for day following 28-Apr-2021
Pivot 1 day 3 day
R1 4,183.25 4,178.75
PP 4,181.00 4,178.00
S1 4,178.50 4,177.00

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

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