E-mini S&P 500 Future June 2021

Trading Metrics calculated at close of trading on 19-Feb-2021

Day Change Summary
	Previous	Current
	18-Feb-2021	19-Feb-2021	Change	Change %	Previous Week
Open	3,917.00	3,901.50	-15.50	-0.4%	3,924.50
High	3,926.00	3,920.25	-5.75	-0.1%	3,948.25
Low	3,870.50	3,880.75	10.25	0.3%	3,870.50
Close	3,899.25	3,892.50	-6.75	-0.2%	3,892.50
Range	55.50	39.50	-16.00	-28.8%	77.75
ATR	51.80	50.93	-0.88	-1.7%	0.00
Volume	8,141	8,303	162	2.0%	24,934

Daily Pivots for day following 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,016.25	3,994.00	3,914.25
R3	3,976.75	3,954.50	3,903.25
R2	3,937.25	3,937.25	3,899.75
R1	3,915.00	3,915.00	3,896.00	3,906.50
PP	3,897.75	3,897.75	3,897.75	3,893.50
S1	3,875.50	3,875.50	3,889.00	3,867.00
S2	3,858.25	3,858.25	3,885.25
S3	3,818.75	3,836.00	3,881.75
S4	3,779.25	3,796.50	3,870.75

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,137.00	4,092.50	3,935.25
R3	4,059.25	4,014.75	3,914.00
R2	3,981.50	3,981.50	3,906.75
R1	3,937.00	3,937.00	3,899.75	3,920.50
PP	3,903.75	3,903.75	3,903.75	3,895.50
S1	3,859.25	3,859.25	3,885.25	3,842.50
S2	3,826.00	3,826.00	3,878.25
S3	3,748.25	3,781.50	3,871.00
S4	3,670.50	3,703.75	3,849.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,948.25	3,870.50	77.75	2.0%	42.75	1.1%	28%	False	False	5,689
10	3,948.25	3,849.75	98.50	2.5%	37.00	0.9%	43%	False	False	4,607
20	3,948.25	3,647.50	300.75	7.7%	57.50	1.5%	81%	False	False	3,955
40	3,948.25	3,641.25	307.00	7.9%	52.75	1.4%	82%	False	False	2,860
60	3,948.25	3,528.25	420.00	10.8%	49.50	1.3%	87%	False	False	2,040

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	10.00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,088.00
2.618	4,023.75
1.618	3,984.25
1.000	3,959.75
0.618	3,944.75
HIGH	3,920.25
0.618	3,905.25
0.500	3,900.50
0.382	3,895.75
LOW	3,880.75
0.618	3,856.25
1.000	3,841.25
1.618	3,816.75
2.618	3,777.25
4.250	3,713.00

Fisher Pivots for day following 19-Feb-2021
Pivot	1 day	3 day
R1	3,900.50	3,898.25
PP	3,897.75	3,896.25
S1	3,895.25	3,894.50

Download as Excel Spreadsheet

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

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