E-mini S&P 500 Future June 2021

Trading Metrics calculated at close of trading on 09-Apr-2021

Day Change Summary
	Previous	Current
	08-Apr-2021	09-Apr-2021	Change	Change %	Previous Week
Open	4,074.25	4,098.00	23.75	0.6%	4,030.00
High	4,098.50	4,121.50	23.00	0.6%	4,121.50
Low	4,072.50	4,081.00	8.50	0.2%	4,021.00
Close	4,089.00	4,119.50	30.50	0.7%	4,119.50
Range	26.00	40.50	14.50	55.8%	100.50
ATR	51.11	50.35	-0.76	-1.5%	0.00
Volume	988,346	1,090,560	102,214	10.3%	5,683,314

Daily Pivots for day following 09-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,228.75	4,214.75	4,141.75
R3	4,188.25	4,174.25	4,130.75
R2	4,147.75	4,147.75	4,127.00
R1	4,133.75	4,133.75	4,123.25	4,140.75
PP	4,107.25	4,107.25	4,107.25	4,111.00
S1	4,093.25	4,093.25	4,115.75	4,100.25
S2	4,066.75	4,066.75	4,112.00
S3	4,026.25	4,052.75	4,108.25
S4	3,985.75	4,012.25	4,097.25

Weekly Pivots for week ending 09-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,388.75	4,354.75	4,174.75
R3	4,288.25	4,254.25	4,147.25
R2	4,187.75	4,187.75	4,138.00
R1	4,153.75	4,153.75	4,128.75	4,170.75
PP	4,087.25	4,087.25	4,087.25	4,096.00
S1	4,053.25	4,053.25	4,110.25	4,070.25
S2	3,986.75	3,986.75	4,101.00
S3	3,886.25	3,952.75	4,091.75
S4	3,785.75	3,852.25	4,064.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,121.50	4,021.00	100.50	2.4%	32.50	0.8%	98%	True	False	1,136,662
10	4,121.50	3,900.75	220.75	5.4%	40.00	1.0%	99%	True	False	1,414,892
20	4,121.50	3,843.25	278.25	6.8%	45.75	1.1%	99%	True	False	1,667,694
40	4,121.50	3,710.50	411.00	10.0%	58.25	1.4%	100%	True	False	858,818
60	4,121.50	3,647.50	474.00	11.5%	58.25	1.4%	100%	True	False	573,617
80	4,121.50	3,586.50	535.00	13.0%	56.50	1.4%	100%	True	False	430,531
100	4,121.50	3,499.75	621.75	15.1%	53.50	1.3%	100%	True	False	344,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.25
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,293.50
2.618	4,227.50
1.618	4,187.00
1.000	4,162.00
0.618	4,146.50
HIGH	4,121.50
0.618	4,106.00
0.500	4,101.25
0.382	4,096.50
LOW	4,081.00
0.618	4,056.00
1.000	4,040.50
1.618	4,015.50
2.618	3,975.00
4.250	3,909.00

Fisher Pivots for day following 09-Apr-2021
Pivot	1 day	3 day
R1	4,113.50	4,109.25
PP	4,107.25	4,099.25
S1	4,101.25	4,089.00

Download as Excel Spreadsheet

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

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