E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 10-Mar-2021
Day Change Summary
Previous Current
09-Mar-2021 10-Mar-2021 Change Change % Previous Week
Open 3,820.00 3,868.50 48.50 1.3% 3,806.75
High 3,891.50 3,906.25 14.75 0.4% 3,901.75
Low 3,816.50 3,847.00 30.50 0.8% 3,710.50
Close 3,863.50 3,886.75 23.25 0.6% 3,829.00
Range 75.00 59.25 -15.75 -21.0% 191.25
ATR 73.49 72.48 -1.02 -1.4% 0.00
Volume 62,850 135,244 72,394 115.2% 164,379
Daily Pivots for day following 10-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,057.75 4,031.50 3,919.25
R3 3,998.50 3,972.25 3,903.00
R2 3,939.25 3,939.25 3,897.50
R1 3,913.00 3,913.00 3,892.25 3,926.00
PP 3,880.00 3,880.00 3,880.00 3,886.50
S1 3,853.75 3,853.75 3,881.25 3,867.00
S2 3,820.75 3,820.75 3,876.00
S3 3,761.50 3,794.50 3,870.50
S4 3,702.25 3,735.25 3,854.25
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,387.50 4,299.50 3,934.25
R3 4,196.25 4,108.25 3,881.50
R2 4,005.00 4,005.00 3,864.00
R1 3,917.00 3,917.00 3,846.50 3,961.00
PP 3,813.75 3,813.75 3,813.75 3,835.75
S1 3,725.75 3,725.75 3,811.50 3,769.75
S2 3,622.50 3,622.50 3,794.00
S3 3,431.25 3,534.50 3,776.50
S4 3,240.00 3,343.25 3,723.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,906.25 3,710.50 195.75 5.0% 92.00 2.4% 90% True False 67,429
10 3,924.50 3,710.50 214.00 5.5% 88.25 2.3% 82% False False 43,400
20 3,948.25 3,710.50 237.75 6.1% 70.00 1.8% 74% False False 24,862
40 3,948.25 3,647.50 300.75 7.7% 63.75 1.6% 80% False False 14,070
60 3,948.25 3,586.50 361.75 9.3% 59.75 1.5% 83% False False 9,759
80 3,948.25 3,494.50 453.75 11.7% 55.25 1.4% 86% False False 7,361
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 20.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,158.00
2.618 4,061.25
1.618 4,002.00
1.000 3,965.50
0.618 3,942.75
HIGH 3,906.25
0.618 3,883.50
0.500 3,876.50
0.382 3,869.75
LOW 3,847.00
0.618 3,810.50
1.000 3,787.75
1.618 3,751.25
2.618 3,692.00
4.250 3,595.25
Fisher Pivots for day following 10-Mar-2021
Pivot 1 day 3 day
R1 3,883.50 3,873.25
PP 3,880.00 3,859.75
S1 3,876.50 3,846.50

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

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