E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary
Previous Current
14-Jun-2021 15-Jun-2021 Change Change % Previous Week
Open 4,230.00 4,238.25 8.25 0.2% 4,199.00
High 4,238.50 4,248.25 9.75 0.2% 4,229.00
Low 4,215.00 4,218.75 3.75 0.1% 4,187.00
Close 4,236.00 4,226.50 -9.50 -0.2% 4,226.75
Range 23.50 29.50 6.00 25.5% 42.00
ATR 38.02 37.41 -0.61 -1.6% 0.00
Volume 369 797 428 116.0% 959
Daily Pivots for day following 15-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,319.75 4,302.50 4,242.75
R3 4,290.25 4,273.00 4,234.50
R2 4,260.75 4,260.75 4,232.00
R1 4,243.50 4,243.50 4,229.25 4,237.50
PP 4,231.25 4,231.25 4,231.25 4,228.00
S1 4,214.00 4,214.00 4,223.75 4,208.00
S2 4,201.75 4,201.75 4,221.00
S3 4,172.25 4,184.50 4,218.50
S4 4,142.75 4,155.00 4,210.25
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,340.25 4,325.50 4,249.75
R3 4,298.25 4,283.50 4,238.25
R2 4,256.25 4,256.25 4,234.50
R1 4,241.50 4,241.50 4,230.50 4,249.00
PP 4,214.25 4,214.25 4,214.25 4,218.00
S1 4,199.50 4,199.50 4,223.00 4,207.00
S2 4,172.25 4,172.25 4,219.00
S3 4,130.25 4,157.50 4,215.25
S4 4,088.25 4,115.50 4,203.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,248.25 4,188.50 59.75 1.4% 25.25 0.6% 64% True False 377
10 4,248.25 4,146.50 101.75 2.4% 29.50 0.7% 79% True False 340
20 4,248.25 4,036.75 211.50 5.0% 37.50 0.9% 90% True False 213
40 4,248.25 4,011.25 237.00 5.6% 43.75 1.0% 91% True False 207
60 4,248.25 3,824.00 424.25 10.0% 41.75 1.0% 95% True False 882
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.73
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,373.50
2.618 4,325.50
1.618 4,296.00
1.000 4,277.75
0.618 4,266.50
HIGH 4,248.25
0.618 4,237.00
0.500 4,233.50
0.382 4,230.00
LOW 4,218.75
0.618 4,200.50
1.000 4,189.25
1.618 4,171.00
2.618 4,141.50
4.250 4,093.50
Fisher Pivots for day following 15-Jun-2021
Pivot 1 day 3 day
R1 4,233.50 4,230.25
PP 4,231.25 4,229.00
S1 4,228.75 4,227.75

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

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