E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 29-Apr-2021
Day Change Summary
Previous Current
28-Apr-2021 29-Apr-2021 Change Change % Previous Week
Open 4,180.25 4,184.75 4.50 0.1% 4,165.00
High 4,193.75 4,211.00 17.25 0.4% 4,186.75
Low 4,172.75 4,168.00 -4.75 -0.1% 4,110.50
Close 4,176.25 4,203.50 27.25 0.7% 4,171.50
Range 21.00 43.00 22.00 104.8% 76.25
ATR 42.71 42.74 0.02 0.0% 0.00
Volume 1,282,972 1,746,965 463,993 36.2% 8,279,462
Daily Pivots for day following 29-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,323.25 4,306.25 4,227.25
R3 4,280.25 4,263.25 4,215.25
R2 4,237.25 4,237.25 4,211.50
R1 4,220.25 4,220.25 4,207.50 4,228.75
PP 4,194.25 4,194.25 4,194.25 4,198.50
S1 4,177.25 4,177.25 4,199.50 4,185.75
S2 4,151.25 4,151.25 4,195.50
S3 4,108.25 4,134.25 4,191.75
S4 4,065.25 4,091.25 4,179.75
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 4,211.00 4,127.50 83.50 2.0% 34.25 0.8% 91% True False 1,310,242
10 4,211.00 4,110.50 100.50 2.4% 40.00 1.0% 93% True False 1,462,523
20 4,211.00 3,964.50 246.50 5.9% 37.50 0.9% 97% True False 1,326,625
40 4,211.00 3,710.50 500.50 11.9% 49.50 1.2% 99% True False 1,344,940
60 4,211.00 3,710.50 500.50 11.9% 51.25 1.2% 99% True False 899,627
80 4,211.00 3,647.50 563.50 13.4% 54.50 1.3% 99% True False 675,444
100 4,211.00 3,586.50 624.50 14.9% 53.00 1.3% 99% True False 540,482
120 4,211.00 3,411.50 799.50 19.0% 52.75 1.3% 99% True False 450,423
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.55
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,393.75
2.618 4,323.50
1.618 4,280.50
1.000 4,254.00
0.618 4,237.50
HIGH 4,211.00
0.618 4,194.50
0.500 4,189.50
0.382 4,184.50
LOW 4,168.00
0.618 4,141.50
1.000 4,125.00
1.618 4,098.50
2.618 4,055.50
4.250 3,985.25
Fisher Pivots for day following 29-Apr-2021
Pivot 1 day 3 day
R1 4,198.75 4,198.50
PP 4,194.25 4,193.75
S1 4,189.50 4,189.00

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

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