E-mini S&P 500 Future June 2021

Trading Metrics calculated at close of trading on 29-Mar-2021

Day Change Summary
	Previous	Current
	26-Mar-2021	29-Mar-2021	Change	Change %	Previous Week
Open	3,907.50	3,962.25	54.75	1.4%	3,893.50
High	3,968.00	3,971.25	3.25	0.1%	3,968.00
Low	3,900.75	3,928.75	28.00	0.7%	3,843.25
Close	3,964.75	3,959.00	-5.75	-0.1%	3,964.75
Range	67.25	42.50	-24.75	-36.8%	124.75
ATR	62.47	61.04	-1.43	-2.3%	0.00
Volume	1,984,060	2,003,052	18,992	1.0%	9,530,991

Daily Pivots for day following 29-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,080.50	4,062.25	3,982.50
R3	4,038.00	4,019.75	3,970.75
R2	3,995.50	3,995.50	3,966.75
R1	3,977.25	3,977.25	3,963.00	3,965.00
PP	3,953.00	3,953.00	3,953.00	3,947.00
S1	3,934.75	3,934.75	3,955.00	3,922.50
S2	3,910.50	3,910.50	3,951.25
S3	3,868.00	3,892.25	3,947.25
S4	3,825.50	3,849.75	3,935.50

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,299.50	4,257.00	4,033.25
R3	4,174.75	4,132.25	3,999.00
R2	4,050.00	4,050.00	3,987.50
R1	4,007.50	4,007.50	3,976.25	4,028.75
PP	3,925.25	3,925.25	3,925.25	3,936.00
S1	3,882.75	3,882.75	3,953.25	3,904.00
S2	3,800.50	3,800.50	3,942.00
S3	3,675.75	3,758.00	3,930.50
S4	3,551.00	3,633.25	3,896.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,971.25	3,843.25	128.00	3.2%	55.75	1.4%	90%	True	False	2,041,611
10	3,978.50	3,843.25	135.25	3.4%	54.00	1.4%	86%	False	False	1,962,148
20	3,978.50	3,710.50	268.00	6.8%	63.75	1.6%	93%	False	False	1,204,313
40	3,978.50	3,647.50	331.00	8.4%	61.25	1.5%	94%	False	False	605,457
60	3,978.50	3,642.75	335.75	8.5%	61.50	1.6%	94%	False	False	404,549
80	3,978.50	3,586.50	392.00	9.9%	56.50	1.4%	95%	False	False	303,539
100	3,978.50	3,297.75	680.75	17.2%	57.25	1.4%	97%	False	False	242,858

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	14.08
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4,152.00
2.618	4,082.50
1.618	4,040.00
1.000	4,013.75
0.618	3,997.50
HIGH	3,971.25
0.618	3,955.00
0.500	3,950.00
0.382	3,945.00
LOW	3,928.75
0.618	3,902.50
1.000	3,886.25
1.618	3,860.00
2.618	3,817.50
4.250	3,748.00

Fisher Pivots for day following 29-Mar-2021
Pivot	1 day	3 day
R1	3,956.00	3,941.75
PP	3,953.00	3,924.50
S1	3,950.00	3,907.25

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

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