E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 13-May-2021
Day Change Summary
Previous Current
12-May-2021 13-May-2021 Change Change % Previous Week
Open 4,140.00 4,053.50 -86.50 -2.1% 4,181.50
High 4,150.50 4,126.75 -23.75 -0.6% 4,232.25
Low 4,051.00 4,029.25 -21.75 -0.5% 4,120.50
Close 4,058.75 4,107.00 48.25 1.2% 4,225.25
Range 99.50 97.50 -2.00 -2.0% 111.75
ATR 50.81 54.15 3.33 6.6% 0.00
Volume 2,629,953 2,381,081 -248,872 -9.5% 8,082,281
Daily Pivots for day following 13-May-2021
Classic Woodie Camarilla DeMark
R4 4,380.25 4,341.00 4,160.50
R3 4,282.75 4,243.50 4,133.75
R2 4,185.25 4,185.25 4,125.00
R1 4,146.00 4,146.00 4,116.00 4,165.50
PP 4,087.75 4,087.75 4,087.75 4,097.50
S1 4,048.50 4,048.50 4,098.00 4,068.00
S2 3,990.25 3,990.25 4,089.00
S3 3,892.75 3,951.00 4,080.25
S4 3,795.25 3,853.50 4,053.50
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 4,528.00 4,488.25 4,286.75
R3 4,416.25 4,376.50 4,256.00
R2 4,304.50 4,304.50 4,245.75
R1 4,264.75 4,264.75 4,235.50 4,284.50
PP 4,192.75 4,192.75 4,192.75 4,202.50
S1 4,153.00 4,153.00 4,215.00 4,173.00
S2 4,081.00 4,081.00 4,204.75
S3 3,969.25 4,041.25 4,194.50
S4 3,857.50 3,929.50 4,163.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,238.25 4,029.25 209.00 5.1% 77.00 1.9% 37% False True 2,169,339
10 4,238.25 4,029.25 209.00 5.1% 59.00 1.4% 37% False True 1,917,481
20 4,238.25 4,029.25 209.00 5.1% 49.50 1.2% 37% False True 1,690,002
40 4,238.25 3,843.25 395.00 9.6% 47.00 1.1% 67% False False 1,616,150
60 4,238.25 3,710.50 527.75 12.9% 55.00 1.3% 75% False False 1,218,628
80 4,238.25 3,647.50 590.75 14.4% 55.50 1.4% 78% False False 914,794
100 4,238.25 3,586.50 651.75 15.9% 55.00 1.3% 80% False False 732,182
120 4,238.25 3,524.75 713.50 17.4% 52.25 1.3% 82% False False 610,197
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,541.00
2.618 4,382.00
1.618 4,284.50
1.000 4,224.25
0.618 4,187.00
HIGH 4,126.75
0.618 4,089.50
0.500 4,078.00
0.382 4,066.50
LOW 4,029.25
0.618 3,969.00
1.000 3,931.75
1.618 3,871.50
2.618 3,774.00
4.250 3,615.00
Fisher Pivots for day following 13-May-2021
Pivot 1 day 3 day
R1 4,097.25 4,107.50
PP 4,087.75 4,107.25
S1 4,078.00 4,107.00

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

View Archives - Comment on this page... - Back to Index of Symbols