E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 4,114.00 4,107.75 -6.25 -0.2% 4,226.75
High 4,123.00 4,169.25 46.25 1.1% 4,238.25
Low 4,055.50 4,084.50 29.00 0.7% 4,029.25
Close 4,111.50 4,154.25 42.75 1.0% 4,169.00
Range 67.50 84.75 17.25 25.6% 209.00
ATR 56.37 58.39 2.03 3.6% 0.00
Volume 2,313,119 1,486,599 -826,520 -35.7% 10,707,274
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 4,390.25 4,357.00 4,200.75
R3 4,305.50 4,272.25 4,177.50
R2 4,220.75 4,220.75 4,169.75
R1 4,187.50 4,187.50 4,162.00 4,204.00
PP 4,136.00 4,136.00 4,136.00 4,144.25
S1 4,102.75 4,102.75 4,146.50 4,119.50
S2 4,051.25 4,051.25 4,138.75
S3 3,966.50 4,018.00 4,131.00
S4 3,881.75 3,933.25 4,107.75
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 4,772.50 4,679.75 4,284.00
R3 4,563.50 4,470.75 4,226.50
R2 4,354.50 4,354.50 4,207.25
R1 4,261.75 4,261.75 4,188.25 4,203.50
PP 4,145.50 4,145.50 4,145.50 4,116.50
S1 4,052.75 4,052.75 4,149.75 3,994.50
S2 3,936.50 3,936.50 4,130.75
S3 3,727.50 3,843.75 4,111.50
S4 3,518.50 3,634.75 4,054.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,179.50 4,055.50 124.00 3.0% 67.00 1.6% 80% False False 1,615,827
10 4,238.25 4,029.25 209.00 5.0% 72.00 1.7% 60% False False 1,892,583
20 4,238.25 4,029.25 209.00 5.0% 54.75 1.3% 60% False False 1,690,258
40 4,238.25 3,843.25 395.00 9.5% 48.25 1.2% 79% False False 1,582,143
60 4,238.25 3,710.50 527.75 12.7% 55.50 1.3% 84% False False 1,352,473
80 4,238.25 3,647.50 590.75 14.2% 57.00 1.4% 86% False False 1,015,675
100 4,238.25 3,642.75 595.50 14.3% 55.50 1.3% 86% False False 812,933
120 4,238.25 3,573.75 664.50 16.0% 53.25 1.3% 87% False False 677,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,529.50
2.618 4,391.25
1.618 4,306.50
1.000 4,254.00
0.618 4,221.75
HIGH 4,169.25
0.618 4,137.00
0.500 4,127.00
0.382 4,116.75
LOW 4,084.50
0.618 4,032.00
1.000 3,999.75
1.618 3,947.25
2.618 3,862.50
4.250 3,724.25
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 4,145.00 4,142.00
PP 4,136.00 4,129.75
S1 4,127.00 4,117.50

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

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