E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 4,176.75 4,140.00 -36.75 -0.9% 4,181.50
High 4,185.50 4,150.50 -35.00 -0.8% 4,232.25
Low 4,103.75 4,051.00 -52.75 -1.3% 4,120.50
Close 4,146.25 4,058.75 -87.50 -2.1% 4,225.25
Range 81.75 99.50 17.75 21.7% 111.75
ATR 47.07 50.81 3.75 8.0% 0.00
Volume 2,520,859 2,629,953 109,094 4.3% 8,082,281
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 4,385.25 4,321.50 4,113.50
R3 4,285.75 4,222.00 4,086.00
R2 4,186.25 4,186.25 4,077.00
R1 4,122.50 4,122.50 4,067.75 4,104.50
PP 4,086.75 4,086.75 4,086.75 4,077.75
S1 4,023.00 4,023.00 4,049.75 4,005.00
S2 3,987.25 3,987.25 4,040.50
S3 3,887.75 3,923.50 4,031.50
S4 3,788.25 3,824.00 4,004.00
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 4,051.00 187.25 4.6% 69.00 1.7% 4% False True 2,043,446
10 4,238.25 4,051.00 187.25 4.6% 53.50 1.3% 4% False True 1,854,070
20 4,238.25 4,051.00 187.25 4.6% 47.00 1.2% 4% False True 1,634,847
40 4,238.25 3,843.25 395.00 9.7% 45.75 1.1% 55% False False 1,605,171
60 4,238.25 3,710.50 527.75 13.0% 54.00 1.3% 66% False False 1,178,971
80 4,238.25 3,647.50 590.75 14.6% 55.00 1.4% 70% False False 885,073
100 4,238.25 3,586.50 651.75 16.1% 54.25 1.3% 72% False False 708,376
120 4,238.25 3,524.75 713.50 17.6% 52.00 1.3% 75% False False 590,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.93
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 4,573.50
2.618 4,411.00
1.618 4,311.50
1.000 4,250.00
0.618 4,212.00
HIGH 4,150.50
0.618 4,112.50
0.500 4,100.75
0.382 4,089.00
LOW 4,051.00
0.618 3,989.50
1.000 3,951.50
1.618 3,890.00
2.618 3,790.50
4.250 3,628.00
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 4,100.75 4,144.50
PP 4,086.75 4,116.00
S1 4,072.75 4,087.50

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

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