E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 23-Apr-2021
Day Change Summary
Previous Current
22-Apr-2021 23-Apr-2021 Change Change % Previous Week
Open 4,157.50 4,129.00 -28.50 -0.7% 4,165.00
High 4,171.75 4,186.75 15.00 0.4% 4,186.75
Low 4,115.25 4,127.50 12.25 0.3% 4,110.50
Close 4,127.75 4,171.50 43.75 1.1% 4,171.50
Range 56.50 59.25 2.75 4.9% 76.25
ATR 46.74 47.63 0.89 1.9% 0.00
Volume 1,944,942 1,509,514 -435,428 -22.4% 8,279,462
Daily Pivots for day following 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,339.75 4,314.75 4,204.00
R3 4,280.50 4,255.50 4,187.75
R2 4,221.25 4,221.25 4,182.25
R1 4,196.25 4,196.25 4,177.00 4,208.75
PP 4,162.00 4,162.00 4,162.00 4,168.00
S1 4,137.00 4,137.00 4,166.00 4,149.50
S2 4,102.75 4,102.75 4,160.75
S3 4,043.50 4,077.75 4,155.25
S4 3,984.25 4,018.50 4,139.00
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,385.00 4,354.50 4,213.50
R3 4,308.75 4,278.25 4,192.50
R2 4,232.50 4,232.50 4,185.50
R1 4,202.00 4,202.00 4,178.50 4,217.25
PP 4,156.25 4,156.25 4,156.25 4,164.00
S1 4,125.75 4,125.75 4,164.50 4,141.00
S2 4,080.00 4,080.00 4,157.50
S3 4,003.75 4,049.50 4,150.50
S4 3,927.50 3,973.25 4,129.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,186.75 4,110.50 76.25 1.8% 52.00 1.2% 80% True False 1,655,892
10 4,186.75 4,101.25 85.50 2.0% 42.50 1.0% 82% True False 1,456,165
20 4,186.75 3,900.75 286.00 6.9% 41.25 1.0% 95% True False 1,435,529
40 4,186.75 3,710.50 476.25 11.4% 54.00 1.3% 97% True False 1,220,993
60 4,186.75 3,647.50 539.25 12.9% 56.25 1.3% 97% True False 815,919
80 4,186.75 3,642.75 544.00 13.0% 55.75 1.3% 97% True False 612,465
100 4,186.75 3,573.75 613.00 14.7% 53.25 1.3% 98% True False 490,069
120 4,186.75 3,208.00 978.75 23.5% 54.75 1.3% 98% True False 408,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.33
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4,438.50
2.618 4,341.75
1.618 4,282.50
1.000 4,246.00
0.618 4,223.25
HIGH 4,186.75
0.618 4,164.00
0.500 4,157.00
0.382 4,150.25
LOW 4,127.50
0.618 4,091.00
1.000 4,068.25
1.618 4,031.75
2.618 3,972.50
4.250 3,875.75
Fisher Pivots for day following 23-Apr-2021
Pivot 1 day 3 day
R1 4,166.75 4,164.25
PP 4,162.00 4,157.00
S1 4,157.00 4,150.00

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

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