E-mini S&P 500 Future June 2021

Trading Metrics calculated at close of trading on 30-Apr-2021

Day Change Summary
	Previous	Current
	29-Apr-2021	30-Apr-2021	Change	Change %	Previous Week
Open	4,184.75	4,200.75	16.00	0.4%	4,170.75
High	4,211.00	4,201.50	-9.50	-0.2%	4,211.00
Low	4,168.00	4,167.25	-0.75	0.0%	4,163.75
Close	4,203.50	4,174.50	-29.00	-0.7%	4,174.50
Range	43.00	34.25	-8.75	-20.3%	47.25
ATR	42.74	42.27	-0.46	-1.1%	0.00
Volume	1,746,965	1,898,434	151,469	8.7%	6,940,131

Daily Pivots for day following 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,283.75	4,263.50	4,193.25
R3	4,249.50	4,229.25	4,184.00
R2	4,215.25	4,215.25	4,180.75
R1	4,195.00	4,195.00	4,177.75	4,188.00
PP	4,181.00	4,181.00	4,181.00	4,177.50
S1	4,160.75	4,160.75	4,171.25	4,153.75
S2	4,146.75	4,146.75	4,168.25
S3	4,112.50	4,126.50	4,165.00
S4	4,078.25	4,092.25	4,155.75

Weekly Pivots for week ending 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,324.75	4,297.00	4,200.50
R3	4,277.50	4,249.75	4,187.50
R2	4,230.25	4,230.25	4,183.25
R1	4,202.50	4,202.50	4,178.75	4,216.50
PP	4,183.00	4,183.00	4,183.00	4,190.00
S1	4,155.25	4,155.25	4,170.25	4,169.00
S2	4,135.75	4,135.75	4,165.75
S3	4,088.50	4,108.00	4,161.50
S4	4,041.25	4,060.75	4,148.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,211.00	4,163.75	47.25	1.1%	29.25	0.7%	23%	False	False	1,388,026
10	4,211.00	4,110.50	100.50	2.4%	40.50	1.0%	64%	False	False	1,521,959
20	4,211.00	4,021.00	190.00	4.6%	36.75	0.9%	81%	False	False	1,359,255
40	4,211.00	3,718.50	492.50	11.8%	47.25	1.1%	93%	False	False	1,391,302
60	4,211.00	3,710.50	500.50	12.0%	51.25	1.2%	93%	False	False	931,214
80	4,211.00	3,647.50	563.50	13.5%	54.25	1.3%	94%	False	False	699,160
100	4,211.00	3,586.50	624.50	15.0%	53.00	1.3%	94%	False	False	559,456
120	4,211.00	3,438.25	772.75	18.5%	52.25	1.3%	95%	False	False	466,240

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.78
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,347.00
2.618	4,291.25
1.618	4,257.00
1.000	4,235.75
0.618	4,222.75
HIGH	4,201.50
0.618	4,188.50
0.500	4,184.50
0.382	4,180.25
LOW	4,167.25
0.618	4,146.00
1.000	4,133.00
1.618	4,111.75
2.618	4,077.50
4.250	4,021.75

Fisher Pivots for day following 30-Apr-2021
Pivot	1 day	3 day
R1	4,184.50	4,189.00
PP	4,181.00	4,184.25
S1	4,177.75	4,179.50

Download as Excel Spreadsheet

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

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