E-mini S&P 500 Future June 2021

Trading Metrics calculated at close of trading on 21-Dec-2020

Day Change Summary
	Previous	Current
	18-Dec-2020	21-Dec-2020	Change	Change %	Previous Week
Open	3,703.00	3,710.00	7.00	0.2%	3,653.50
High	3,711.75	3,712.75	1.00	0.0%	3,711.75
Low	3,666.75	3,586.50	-80.25	-2.2%	3,625.75
Close	3,695.50	3,675.50	-20.00	-0.5%	3,695.50
Range	45.00	126.25	81.25	180.6%	86.00
ATR	48.12	53.70	5.58	11.6%	0.00
Volume	1,250	1,269	19	1.5%	3,701

Daily Pivots for day following 21-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	4,037.00	3,982.50	3,745.00
R3	3,910.75	3,856.25	3,710.25
R2	3,784.50	3,784.50	3,698.75
R1	3,730.00	3,730.00	3,687.00	3,694.00
PP	3,658.25	3,658.25	3,658.25	3,640.25
S1	3,603.75	3,603.75	3,664.00	3,568.00
S2	3,532.00	3,532.00	3,652.25
S3	3,405.75	3,477.50	3,640.75
S4	3,279.50	3,351.25	3,606.00

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,935.75	3,901.50	3,742.75
R3	3,849.75	3,815.50	3,719.25
R2	3,763.75	3,763.75	3,711.25
R1	3,729.50	3,729.50	3,703.50	3,746.50
PP	3,677.75	3,677.75	3,677.75	3,686.25
S1	3,643.50	3,643.50	3,687.50	3,660.50
S2	3,591.75	3,591.75	3,679.75
S3	3,505.75	3,557.50	3,671.75
S4	3,419.75	3,471.50	3,648.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,712.75	3,586.50	126.25	3.4%	54.25	1.5%	70%	True	True	940
10	3,712.75	3,586.50	126.25	3.4%	50.25	1.4%	70%	True	True	624
20	3,712.75	3,528.25	184.50	5.0%	43.25	1.2%	80%	True	False	399

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.08
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	4,249.25
2.618	4,043.25
1.618	3,917.00
1.000	3,839.00
0.618	3,790.75
HIGH	3,712.75
0.618	3,664.50
0.500	3,649.50
0.382	3,634.75
LOW	3,586.50
0.618	3,508.50
1.000	3,460.25
1.618	3,382.25
2.618	3,256.00
4.250	3,050.00

Fisher Pivots for day following 21-Dec-2020
Pivot	1 day	3 day
R1	3,667.00	3,667.00
PP	3,658.25	3,658.25
S1	3,649.50	3,649.50

Download as Excel Spreadsheet

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

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