E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 22-Apr-2021
Day Change Summary
Previous Current
21-Apr-2021 22-Apr-2021 Change Change % Previous Week
Open 4,121.25 4,157.50 36.25 0.9% 4,114.25
High 4,167.25 4,171.75 4.50 0.1% 4,183.50
Low 4,113.00 4,115.25 2.25 0.1% 4,101.25
Close 4,164.75 4,127.75 -37.00 -0.9% 4,176.25
Range 54.25 56.50 2.25 4.1% 82.25
ATR 45.99 46.74 0.75 1.6% 0.00
Volume 1,505,474 1,944,942 439,468 29.2% 6,282,193
Daily Pivots for day following 22-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,307.75 4,274.25 4,158.75
R3 4,251.25 4,217.75 4,143.25
R2 4,194.75 4,194.75 4,138.00
R1 4,161.25 4,161.25 4,133.00 4,149.75
PP 4,138.25 4,138.25 4,138.25 4,132.50
S1 4,104.75 4,104.75 4,122.50 4,093.25
S2 4,081.75 4,081.75 4,117.50
S3 4,025.25 4,048.25 4,112.25
S4 3,968.75 3,991.75 4,096.75
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 4,400.50 4,370.50 4,221.50
R3 4,318.25 4,288.25 4,198.75
R2 4,236.00 4,236.00 4,191.25
R1 4,206.00 4,206.00 4,183.75 4,221.00
PP 4,153.75 4,153.75 4,153.75 4,161.00
S1 4,123.75 4,123.75 4,168.75 4,138.75
S2 4,071.50 4,071.50 4,161.25
S3 3,989.25 4,041.50 4,153.75
S4 3,907.00 3,959.25 4,131.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,183.50 4,110.50 73.00 1.8% 46.00 1.1% 24% False False 1,614,805
10 4,183.50 4,081.00 102.50 2.5% 40.75 1.0% 46% False False 1,414,270
20 4,183.50 3,843.25 340.25 8.2% 41.50 1.0% 84% False False 1,474,027
40 4,183.50 3,710.50 473.00 11.5% 55.75 1.4% 88% False False 1,183,581
60 4,183.50 3,647.50 536.00 13.0% 57.75 1.4% 90% False False 790,813
80 4,183.50 3,642.75 540.75 13.1% 55.75 1.4% 90% False False 593,602
100 4,183.50 3,573.75 609.75 14.8% 53.00 1.3% 91% False False 474,974
120 4,183.50 3,208.00 975.50 23.6% 55.00 1.3% 94% False False 395,832
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.88
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,412.00
2.618 4,319.75
1.618 4,263.25
1.000 4,228.25
0.618 4,206.75
HIGH 4,171.75
0.618 4,150.25
0.500 4,143.50
0.382 4,136.75
LOW 4,115.25
0.618 4,080.25
1.000 4,058.75
1.618 4,023.75
2.618 3,967.25
4.250 3,875.00
Fisher Pivots for day following 22-Apr-2021
Pivot 1 day 3 day
R1 4,143.50 4,141.00
PP 4,138.25 4,136.75
S1 4,133.00 4,132.25

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

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