E-mini S&P 500 Future June 2021

Trading Metrics calculated at close of trading on 06-May-2021

Day Change Summary
	Previous	Current
	05-May-2021	06-May-2021	Change	Change %	Previous Week
Open	4,158.25	4,158.75	0.50	0.0%	4,170.75
High	4,180.00	4,197.25	17.25	0.4%	4,211.00
Low	4,153.00	4,140.50	-12.50	-0.3%	4,163.75
Close	4,160.00	4,194.25	34.25	0.8%	4,174.50
Range	27.00	56.75	29.75	110.2%	47.25
ATR	41.83	42.89	1.07	2.5%	0.00
Volume	1,418,246	1,751,616	333,370	23.5%	6,940,131

Daily Pivots for day following 06-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,347.50	4,327.75	4,225.50
R3	4,290.75	4,271.00	4,209.75
R2	4,234.00	4,234.00	4,204.75
R1	4,214.25	4,214.25	4,199.50	4,224.00
PP	4,177.25	4,177.25	4,177.25	4,182.25
S1	4,157.50	4,157.50	4,189.00	4,167.50
S2	4,120.50	4,120.50	4,183.75
S3	4,063.75	4,100.75	4,178.75
S4	4,007.00	4,044.00	4,163.00

Weekly Pivots for week ending 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,324.75	4,297.00	4,200.50
R3	4,277.50	4,249.75	4,187.50
R2	4,230.25	4,230.25	4,183.25
R1	4,202.50	4,202.50	4,178.75	4,216.50
PP	4,183.00	4,183.00	4,183.00	4,190.00
S1	4,155.25	4,155.25	4,170.25	4,169.00
S2	4,135.75	4,135.75	4,165.75
S3	4,088.50	4,108.00	4,161.50
S4	4,041.25	4,060.75	4,148.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,202.50	4,120.50	82.00	2.0%	41.00	1.0%	90%	False	False	1,665,624
10	4,211.00	4,120.50	90.50	2.2%	37.50	0.9%	81%	False	False	1,487,933
20	4,211.00	4,081.00	130.00	3.1%	39.00	0.9%	87%	False	False	1,451,101
40	4,211.00	3,843.25	367.75	8.8%	43.00	1.0%	95%	False	False	1,544,714
60	4,211.00	3,710.50	500.50	11.9%	52.00	1.2%	97%	False	False	1,038,097
80	4,211.00	3,647.50	563.50	13.4%	53.50	1.3%	97%	False	False	779,392
100	4,211.00	3,586.50	624.50	14.9%	53.00	1.3%	97%	False	False	623,741
120	4,211.00	3,494.50	716.50	17.1%	51.25	1.2%	98%	False	False	519,812

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.98
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,438.50
2.618	4,345.75
1.618	4,289.00
1.000	4,254.00
0.618	4,232.25
HIGH	4,197.25
0.618	4,175.50
0.500	4,169.00
0.382	4,162.25
LOW	4,140.50
0.618	4,105.50
1.000	4,083.75
1.618	4,048.75
2.618	3,992.00
4.250	3,899.25

Fisher Pivots for day following 06-May-2021
Pivot	1 day	3 day
R1	4,185.75	4,182.50
PP	4,177.25	4,170.75
S1	4,169.00	4,159.00

Download as Excel Spreadsheet

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

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