E-mini S&P 500 Future June 2021

Trading Metrics calculated at close of trading on 10-May-2021

Day Change Summary
	Previous	Current
	07-May-2021	10-May-2021	Change	Change %	Previous Week
Open	4,197.50	4,226.75	29.25	0.7%	4,181.50
High	4,232.25	4,238.25	6.00	0.1%	4,232.25
Low	4,191.75	4,172.00	-19.75	-0.5%	4,120.50
Close	4,225.25	4,183.50	-41.75	-1.0%	4,225.25
Range	40.50	66.25	25.75	63.6%	111.75
ATR	42.72	44.40	1.68	3.9%	0.00
Volume	1,652,592	1,662,210	9,618	0.6%	8,082,281

Daily Pivots for day following 10-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,396.75	4,356.25	4,220.00
R3	4,330.50	4,290.00	4,201.75
R2	4,264.25	4,264.25	4,195.75
R1	4,223.75	4,223.75	4,189.50	4,211.00
PP	4,198.00	4,198.00	4,198.00	4,191.50
S1	4,157.50	4,157.50	4,177.50	4,144.50
S2	4,131.75	4,131.75	4,171.25
S3	4,065.50	4,091.25	4,165.25
S4	3,999.25	4,025.00	4,147.00

Weekly Pivots for week ending 07-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,528.00	4,488.25	4,286.75
R3	4,416.25	4,376.50	4,256.00
R2	4,304.50	4,304.50	4,245.75
R1	4,264.75	4,264.75	4,235.50	4,284.50
PP	4,192.75	4,192.75	4,192.75	4,202.50
S1	4,153.00	4,153.00	4,215.00	4,173.00
S2	4,081.00	4,081.00	4,204.75
S3	3,969.25	4,041.25	4,194.50
S4	3,857.50	3,929.50	4,163.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,238.25	4,120.50	117.75	2.8%	51.00	1.2%	54%	True	False	1,697,650
10	4,238.25	4,120.50	117.75	2.8%	40.00	1.0%	54%	True	False	1,566,489
20	4,238.25	4,101.25	137.00	3.3%	41.50	1.0%	60%	True	False	1,507,849
40	4,238.25	3,843.25	395.00	9.4%	43.25	1.0%	86%	True	False	1,575,098
60	4,238.25	3,710.50	527.75	12.6%	52.50	1.3%	90%	True	False	1,093,297
80	4,238.25	3,647.50	590.75	14.1%	53.75	1.3%	91%	True	False	820,749
100	4,238.25	3,586.50	651.75	15.6%	53.00	1.3%	92%	True	False	656,884
120	4,238.25	3,524.75	713.50	17.1%	51.00	1.2%	92%	True	False	547,435

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.85
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	4,519.75
2.618	4,411.75
1.618	4,345.50
1.000	4,304.50
0.618	4,279.25
HIGH	4,238.25
0.618	4,213.00
0.500	4,205.00
0.382	4,197.25
LOW	4,172.00
0.618	4,131.00
1.000	4,105.75
1.618	4,064.75
2.618	3,998.50
4.250	3,890.50

Fisher Pivots for day following 10-May-2021
Pivot	1 day	3 day
R1	4,205.00	4,189.50
PP	4,198.00	4,187.50
S1	4,190.75	4,185.50

Download as Excel Spreadsheet

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

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