E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 10-Jun-2021
Day Change Summary
Previous Current
09-Jun-2021 10-Jun-2021 Change Change % Previous Week
Open 4,204.00 4,204.25 0.25 0.0% 4,180.00
High 4,215.25 4,229.00 13.75 0.3% 4,211.50
Low 4,198.00 4,188.50 -9.50 -0.2% 4,146.50
Close 4,199.25 4,219.00 19.75 0.5% 4,208.25
Range 17.25 40.50 23.25 134.8% 65.00
ATR 40.97 40.93 -0.03 -0.1% 0.00
Volume 171 227 56 32.7% 1,357
Daily Pivots for day following 10-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,333.75 4,316.75 4,241.25
R3 4,293.25 4,276.25 4,230.25
R2 4,252.75 4,252.75 4,226.50
R1 4,235.75 4,235.75 4,222.75 4,244.25
PP 4,212.25 4,212.25 4,212.25 4,216.50
S1 4,195.25 4,195.25 4,215.25 4,203.75
S2 4,171.75 4,171.75 4,211.50
S3 4,131.25 4,154.75 4,207.75
S4 4,090.75 4,114.25 4,196.75
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,383.75 4,361.00 4,244.00
R3 4,318.75 4,296.00 4,226.00
R2 4,253.75 4,253.75 4,220.25
R1 4,231.00 4,231.00 4,214.25 4,242.50
PP 4,188.75 4,188.75 4,188.75 4,194.50
S1 4,166.00 4,166.00 4,202.25 4,177.50
S2 4,123.75 4,123.75 4,196.25
S3 4,058.75 4,101.00 4,190.50
S4 3,993.75 4,036.00 4,172.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,229.00 4,158.25 70.75 1.7% 31.50 0.7% 86% True False 147
10 4,229.00 4,146.50 82.50 2.0% 31.50 0.7% 88% True False 211
20 4,229.00 4,011.25 217.75 5.2% 44.25 1.1% 95% True False 164
40 4,229.00 4,011.25 217.75 5.2% 44.50 1.1% 95% True False 250
60 4,229.00 3,824.00 405.00 9.6% 42.75 1.0% 98% True False 860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 8.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,401.00
2.618 4,335.00
1.618 4,294.50
1.000 4,269.50
0.618 4,254.00
HIGH 4,229.00
0.618 4,213.50
0.500 4,208.75
0.382 4,204.00
LOW 4,188.50
0.618 4,163.50
1.000 4,148.00
1.618 4,123.00
2.618 4,082.50
4.250 4,016.50
Fisher Pivots for day following 10-Jun-2021
Pivot 1 day 3 day
R1 4,215.50 4,215.25
PP 4,212.25 4,211.75
S1 4,208.75 4,208.00

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

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