E-mini S&P 500 Future June 2021

Trading Metrics calculated at close of trading on 30-Mar-2021

Day Change Summary
	Previous	Current
	29-Mar-2021	30-Mar-2021	Change	Change %	Previous Week
Open	3,962.25	3,965.25	3.00	0.1%	3,893.50
High	3,971.25	3,968.50	-2.75	-0.1%	3,968.00
Low	3,928.75	3,933.75	5.00	0.1%	3,843.25
Close	3,959.00	3,947.75	-11.25	-0.3%	3,964.75
Range	42.50	34.75	-7.75	-18.2%	124.75
ATR	61.04	59.17	-1.88	-3.1%	0.00
Volume	2,003,052	1,590,486	-412,566	-20.6%	9,530,991

Daily Pivots for day following 30-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,054.25	4,035.75	3,966.75
R3	4,019.50	4,001.00	3,957.25
R2	3,984.75	3,984.75	3,954.00
R1	3,966.25	3,966.25	3,951.00	3,958.00
PP	3,950.00	3,950.00	3,950.00	3,946.00
S1	3,931.50	3,931.50	3,944.50	3,923.50
S2	3,915.25	3,915.25	3,941.50
S3	3,880.50	3,896.75	3,938.25
S4	3,845.75	3,862.00	3,928.75

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%	53.00	1.3%	82%	False	False	1,984,113
10	3,978.50	3,843.25	135.25	3.4%	54.75	1.4%	77%	False	False	1,923,842
20	3,978.50	3,710.50	268.00	6.8%	63.50	1.6%	89%	False	False	1,282,583
40	3,978.50	3,710.50	268.00	6.8%	59.00	1.5%	89%	False	False	645,146
60	3,978.50	3,642.75	335.75	8.5%	61.50	1.6%	91%	False	False	431,047
80	3,978.50	3,586.50	392.00	9.9%	56.50	1.4%	92%	False	False	323,420
100	3,978.50	3,301.75	676.75	17.1%	57.00	1.4%	95%	False	False	258,763

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.10
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,116.25
2.618	4,059.50
1.618	4,024.75
1.000	4,003.25
0.618	3,990.00
HIGH	3,968.50
0.618	3,955.25
0.500	3,951.00
0.382	3,947.00
LOW	3,933.75
0.618	3,912.25
1.000	3,899.00
1.618	3,877.50
2.618	3,842.75
4.250	3,786.00

Fisher Pivots for day following 30-Mar-2021
Pivot	1 day	3 day
R1	3,951.00	3,943.75
PP	3,950.00	3,940.00
S1	3,949.00	3,936.00

Download as Excel Spreadsheet

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

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