E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 16-Mar-2021
Day Change Summary
Previous Current
15-Mar-2021 16-Mar-2021 Change Change % Previous Week
Open 3,937.50 3,957.75 20.25 0.5% 3,843.00
High 3,960.25 3,970.75 10.50 0.3% 3,949.00
Low 3,913.00 3,942.75 29.75 0.8% 3,786.50
Close 3,958.25 3,952.50 -5.75 -0.1% 3,932.75
Range 47.25 28.00 -19.25 -40.7% 162.50
ATR 67.96 65.10 -2.85 -4.2% 0.00
Volume 1,974,366 1,973,548 -818 0.0% 2,344,205
Daily Pivots for day following 16-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,039.25 4,024.00 3,968.00
R3 4,011.25 3,996.00 3,960.25
R2 3,983.25 3,983.25 3,957.75
R1 3,968.00 3,968.00 3,955.00 3,961.50
PP 3,955.25 3,955.25 3,955.25 3,952.25
S1 3,940.00 3,940.00 3,950.00 3,933.50
S2 3,927.25 3,927.25 3,947.25
S3 3,899.25 3,912.00 3,944.75
S4 3,871.25 3,884.00 3,937.00
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,377.00 4,317.25 4,022.00
R3 4,214.50 4,154.75 3,977.50
R2 4,052.00 4,052.00 3,962.50
R1 3,992.25 3,992.25 3,947.75 4,022.00
PP 3,889.50 3,889.50 3,889.50 3,904.25
S1 3,829.75 3,829.75 3,917.75 3,859.50
S2 3,727.00 3,727.00 3,903.00
S3 3,564.50 3,667.25 3,888.00
S4 3,402.00 3,504.75 3,843.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,970.75 3,847.00 123.75 3.1% 47.50 1.2% 85% True False 1,236,520
10 3,970.75 3,710.50 260.25 6.6% 72.25 1.8% 93% True False 641,324
20 3,970.75 3,710.50 260.25 6.6% 70.50 1.8% 93% True False 326,571
40 3,970.75 3,647.50 323.25 8.2% 64.25 1.6% 94% True False 164,975
60 3,970.75 3,586.50 384.25 9.7% 59.75 1.5% 95% True False 110,513
80 3,970.75 3,524.75 446.00 11.3% 55.00 1.4% 96% True False 82,948
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 20.65
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 4,089.75
2.618 4,044.00
1.618 4,016.00
1.000 3,998.75
0.618 3,988.00
HIGH 3,970.75
0.618 3,960.00
0.500 3,956.75
0.382 3,953.50
LOW 3,942.75
0.618 3,925.50
1.000 3,914.75
1.618 3,897.50
2.618 3,869.50
4.250 3,823.75
Fisher Pivots for day following 16-Mar-2021
Pivot 1 day 3 day
R1 3,956.75 3,947.00
PP 3,955.25 3,941.25
S1 3,954.00 3,935.75

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

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