E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 06-May-2021
Day Change Summary
Previous Current
05-May-2021 06-May-2021 Change Change % Previous Week
Open 4,158.25 4,158.75 0.50 0.0% 4,170.75
High 4,180.00 4,197.25 17.25 0.4% 4,211.00
Low 4,153.00 4,140.50 -12.50 -0.3% 4,163.75
Close 4,160.00 4,194.25 34.25 0.8% 4,174.50
Range 27.00 56.75 29.75 110.2% 47.25
ATR 41.83 42.89 1.07 2.5% 0.00
Volume 1,418,246 1,751,616 333,370 23.5% 6,940,131
Daily Pivots for day following 06-May-2021
Classic Woodie Camarilla DeMark
R4 4,347.50 4,327.75 4,225.50
R3 4,290.75 4,271.00 4,209.75
R2 4,234.00 4,234.00 4,204.75
R1 4,214.25 4,214.25 4,199.50 4,224.00
PP 4,177.25 4,177.25 4,177.25 4,182.25
S1 4,157.50 4,157.50 4,189.00 4,167.50
S2 4,120.50 4,120.50 4,183.75
S3 4,063.75 4,100.75 4,178.75
S4 4,007.00 4,044.00 4,163.00
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,324.75 4,297.00 4,200.50
R3 4,277.50 4,249.75 4,187.50
R2 4,230.25 4,230.25 4,183.25
R1 4,202.50 4,202.50 4,178.75 4,216.50
PP 4,183.00 4,183.00 4,183.00 4,190.00
S1 4,155.25 4,155.25 4,170.25 4,169.00
S2 4,135.75 4,135.75 4,165.75
S3 4,088.50 4,108.00 4,161.50
S4 4,041.25 4,060.75 4,148.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,202.50 4,120.50 82.00 2.0% 41.00 1.0% 90% False False 1,665,624
10 4,211.00 4,120.50 90.50 2.2% 37.50 0.9% 81% False False 1,487,933
20 4,211.00 4,081.00 130.00 3.1% 39.00 0.9% 87% False False 1,451,101
40 4,211.00 3,843.25 367.75 8.8% 43.00 1.0% 95% False False 1,544,714
60 4,211.00 3,710.50 500.50 11.9% 52.00 1.2% 97% False False 1,038,097
80 4,211.00 3,647.50 563.50 13.4% 53.50 1.3% 97% False False 779,392
100 4,211.00 3,586.50 624.50 14.9% 53.00 1.3% 97% False False 623,741
120 4,211.00 3,494.50 716.50 17.1% 51.25 1.2% 98% False False 519,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,438.50
2.618 4,345.75
1.618 4,289.00
1.000 4,254.00
0.618 4,232.25
HIGH 4,197.25
0.618 4,175.50
0.500 4,169.00
0.382 4,162.25
LOW 4,140.50
0.618 4,105.50
1.000 4,083.75
1.618 4,048.75
2.618 3,992.00
4.250 3,899.25
Fisher Pivots for day following 06-May-2021
Pivot 1 day 3 day
R1 4,185.75 4,182.50
PP 4,177.25 4,170.75
S1 4,169.00 4,159.00

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

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