E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 17-Mar-2021
Day Change Summary
Previous Current
16-Mar-2021 17-Mar-2021 Change Change % Previous Week
Open 3,957.75 3,957.25 -0.50 0.0% 3,843.00
High 3,970.75 3,973.50 2.75 0.1% 3,949.00
Low 3,942.75 3,925.00 -17.75 -0.5% 3,786.50
Close 3,952.50 3,963.50 11.00 0.3% 3,932.75
Range 28.00 48.50 20.50 73.2% 162.50
ATR 65.10 63.92 -1.19 -1.8% 0.00
Volume 1,973,548 1,941,883 -31,665 -1.6% 2,344,205
Daily Pivots for day following 17-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,099.50 4,080.00 3,990.25
R3 4,051.00 4,031.50 3,976.75
R2 4,002.50 4,002.50 3,972.50
R1 3,983.00 3,983.00 3,968.00 3,992.75
PP 3,954.00 3,954.00 3,954.00 3,959.00
S1 3,934.50 3,934.50 3,959.00 3,944.25
S2 3,905.50 3,905.50 3,954.50
S3 3,857.00 3,886.00 3,950.25
S4 3,808.50 3,837.50 3,936.75
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 3,973.50 3,883.25 90.25 2.3% 45.50 1.1% 89% True False 1,597,847
10 3,973.50 3,710.50 263.00 6.6% 68.75 1.7% 96% True False 832,638
20 3,973.50 3,710.50 263.00 6.6% 71.25 1.8% 96% True False 423,583
40 3,973.50 3,647.50 326.00 8.2% 64.00 1.6% 97% True False 213,437
60 3,973.50 3,586.50 387.00 9.8% 60.00 1.5% 97% True False 142,869
80 3,973.50 3,524.75 448.75 11.3% 54.75 1.4% 98% True False 107,221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,179.50
2.618 4,100.50
1.618 4,052.00
1.000 4,022.00
0.618 4,003.50
HIGH 3,973.50
0.618 3,955.00
0.500 3,949.25
0.382 3,943.50
LOW 3,925.00
0.618 3,895.00
1.000 3,876.50
1.618 3,846.50
2.618 3,798.00
4.250 3,719.00
Fisher Pivots for day following 17-Mar-2021
Pivot 1 day 3 day
R1 3,958.75 3,956.75
PP 3,954.00 3,950.00
S1 3,949.25 3,943.25

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

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