E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 4,184.00 4,222.00 38.00 0.9% 4,195.75
High 4,221.75 4,222.50 0.75 0.0% 4,221.75
Low 4,167.25 4,204.25 37.00 0.9% 4,155.25
Close 4,218.25 4,215.75 -2.50 -0.1% 4,218.25
Range 54.50 18.25 -36.25 -66.5% 66.50
ATR 47.09 45.03 -2.06 -4.4% 0.00
Volume 21,270 44,449 23,179 109.0% 64,610
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,269.00 4,260.50 4,225.75
R3 4,250.75 4,242.25 4,220.75
R2 4,232.50 4,232.50 4,219.00
R1 4,224.00 4,224.00 4,217.50 4,219.00
PP 4,214.25 4,214.25 4,214.25 4,211.75
S1 4,205.75 4,205.75 4,214.00 4,201.00
S2 4,196.00 4,196.00 4,212.50
S3 4,177.75 4,187.50 4,210.75
S4 4,159.50 4,169.25 4,205.75
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,398.00 4,374.50 4,254.75
R3 4,331.50 4,308.00 4,236.50
R2 4,265.00 4,265.00 4,230.50
R1 4,241.50 4,241.50 4,224.25 4,253.25
PP 4,198.50 4,198.50 4,198.50 4,204.25
S1 4,175.00 4,175.00 4,212.25 4,186.75
S2 4,132.00 4,132.00 4,206.00
S3 4,065.50 4,108.50 4,200.00
S4 3,999.00 4,042.00 4,181.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,222.50 4,155.25 67.25 1.6% 36.75 0.9% 90% True False 21,811
10 4,222.50 4,133.50 89.00 2.1% 35.00 0.8% 92% True False 13,378
20 4,228.25 4,020.00 208.25 4.9% 53.00 1.3% 94% False False 9,113
40 4,228.25 4,020.00 208.25 4.9% 45.50 1.1% 94% False False 5,564
60 4,228.25 3,833.75 394.50 9.4% 45.25 1.1% 97% False False 4,024
80 4,228.25 3,701.50 526.75 12.5% 51.50 1.2% 98% False False 3,049
100 4,228.25 3,639.25 589.00 14.0% 52.25 1.2% 98% False False 2,452
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 9.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,300.00
2.618 4,270.25
1.618 4,252.00
1.000 4,240.75
0.618 4,233.75
HIGH 4,222.50
0.618 4,215.50
0.500 4,213.50
0.382 4,211.25
LOW 4,204.25
0.618 4,193.00
1.000 4,186.00
1.618 4,174.75
2.618 4,156.50
4.250 4,126.75
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 4,215.00 4,206.75
PP 4,214.25 4,197.75
S1 4,213.50 4,189.00

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

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