E-mini S&P 500 Future June 2021

Trading Metrics calculated at close of trading on 26-May-2021

Day Change Summary
	Previous	Current
	25-May-2021	26-May-2021	Change	Change %	Previous Week
Open	4,199.25	4,188.00	-11.25	-0.3%	4,169.00
High	4,212.75	4,204.25	-8.50	-0.2%	4,185.00
Low	4,179.25	4,180.50	1.25	0.0%	4,055.50
Close	4,185.50	4,193.00	7.50	0.2%	4,151.75
Range	33.50	23.75	-9.75	-29.1%	129.50
ATR	55.72	53.43	-2.28	-4.1%	0.00
Volume	1,221,701	1,051,147	-170,554	-14.0%	8,032,693

Daily Pivots for day following 26-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,263.75	4,252.25	4,206.00
R3	4,240.00	4,228.50	4,199.50
R2	4,216.25	4,216.25	4,197.25
R1	4,204.75	4,204.75	4,195.25	4,210.50
PP	4,192.50	4,192.50	4,192.50	4,195.50
S1	4,181.00	4,181.00	4,190.75	4,186.75
S2	4,168.75	4,168.75	4,188.75
S3	4,145.00	4,157.25	4,186.50
S4	4,121.25	4,133.50	4,180.00

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,519.25	4,465.00	4,223.00
R3	4,389.75	4,335.50	4,187.25
R2	4,260.25	4,260.25	4,175.50
R1	4,206.00	4,206.00	4,163.50	4,168.50
PP	4,130.75	4,130.75	4,130.75	4,112.00
S1	4,076.50	4,076.50	4,140.00	4,039.00
S2	4,001.25	4,001.25	4,128.00
S3	3,871.75	3,947.00	4,116.25
S4	3,742.25	3,817.50	4,080.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,212.75	4,084.50	128.25	3.1%	48.75	1.2%	85%	False	False	1,254,534
10	4,212.75	4,029.25	183.50	4.4%	59.25	1.4%	89%	False	False	1,524,629
20	4,238.25	4,029.25	209.00	5.0%	56.50	1.3%	78%	False	False	1,689,349
40	4,238.25	3,941.50	296.75	7.1%	47.00	1.1%	85%	False	False	1,505,367
60	4,238.25	3,710.50	527.75	12.6%	52.50	1.3%	91%	False	False	1,431,106
80	4,238.25	3,710.50	527.75	12.6%	53.00	1.3%	91%	False	False	1,075,257
100	4,238.25	3,642.75	595.50	14.2%	55.75	1.3%	92%	False	False	860,775
120	4,238.25	3,586.50	651.75	15.5%	53.25	1.3%	93%	False	False	717,402

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.95
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	4,305.25
2.618	4,266.50
1.618	4,242.75
1.000	4,228.00
0.618	4,219.00
HIGH	4,204.25
0.618	4,195.25
0.500	4,192.50
0.382	4,189.50
LOW	4,180.50
0.618	4,165.75
1.000	4,156.75
1.618	4,142.00
2.618	4,118.25
4.250	4,079.50

Fisher Pivots for day following 26-May-2021
Pivot	1 day	3 day
R1	4,192.75	4,188.00
PP	4,192.50	4,182.75
S1	4,192.50	4,177.50

Download as Excel Spreadsheet

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

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