E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 4,206.50 4,198.50 -8.00 -0.2% 4,151.50
High 4,230.00 4,215.00 -15.00 -0.4% 4,217.50
Low 4,190.00 4,190.75 0.75 0.0% 4,142.50
Close 4,198.50 4,206.25 7.75 0.2% 4,202.50
Range 40.00 24.25 -15.75 -39.4% 75.00
ATR 48.94 47.18 -1.76 -3.6% 0.00
Volume 1,366,344 1,059,938 -306,406 -22.4% 5,610,109
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,276.75 4,265.75 4,219.50
R3 4,252.50 4,241.50 4,213.00
R2 4,228.25 4,228.25 4,210.75
R1 4,217.25 4,217.25 4,208.50 4,222.75
PP 4,204.00 4,204.00 4,204.00 4,206.75
S1 4,193.00 4,193.00 4,204.00 4,198.50
S2 4,179.75 4,179.75 4,201.75
S3 4,155.50 4,168.75 4,199.50
S4 4,131.25 4,144.50 4,193.00
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 4,412.50 4,382.50 4,243.75
R3 4,337.50 4,307.50 4,223.00
R2 4,262.50 4,262.50 4,216.25
R1 4,232.50 4,232.50 4,209.50 4,247.50
PP 4,187.50 4,187.50 4,187.50 4,195.00
S1 4,157.50 4,157.50 4,195.50 4,172.50
S2 4,112.50 4,112.50 4,188.75
S3 4,037.50 4,082.50 4,182.00
S4 3,962.50 4,007.50 4,161.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,230.00 4,177.75 52.25 1.2% 27.75 0.7% 55% False False 1,153,638
10 4,230.00 4,055.50 174.50 4.1% 42.50 1.0% 86% False False 1,330,283
20 4,238.25 4,029.25 209.00 5.0% 54.00 1.3% 85% False False 1,579,940
40 4,238.25 4,029.25 209.00 5.0% 45.50 1.1% 85% False False 1,488,522
60 4,238.25 3,816.50 421.75 10.0% 47.50 1.1% 92% False False 1,506,927
80 4,238.25 3,710.50 527.75 12.5% 52.00 1.2% 94% False False 1,133,990
100 4,238.25 3,647.50 590.75 14.0% 53.50 1.3% 95% False False 907,847
120 4,238.25 3,586.50 651.75 15.5% 53.25 1.3% 95% False False 756,700
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,318.00
2.618 4,278.50
1.618 4,254.25
1.000 4,239.25
0.618 4,230.00
HIGH 4,215.00
0.618 4,205.75
0.500 4,203.00
0.382 4,200.00
LOW 4,190.75
0.618 4,175.75
1.000 4,166.50
1.618 4,151.50
2.618 4,127.25
4.250 4,087.75
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 4,205.00 4,210.00
PP 4,204.00 4,208.75
S1 4,203.00 4,207.50

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

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