E-mini S&P 500 Future June 2021

Trading Metrics calculated at close of trading on 03-Jun-2021

Day Change Summary
	Previous	Current
	02-Jun-2021	03-Jun-2021	Change	Change %	Previous Week
Open	4,198.50	4,208.00	9.50	0.2%	4,151.50
High	4,215.00	4,213.25	-1.75	0.0%	4,217.50
Low	4,190.75	4,165.25	-25.50	-0.6%	4,142.50
Close	4,206.25	4,191.25	-15.00	-0.4%	4,202.50
Range	24.25	48.00	23.75	97.9%	75.00
ATR	47.18	47.24	0.06	0.1%	0.00
Volume	1,059,938	1,384,271	324,333	30.6%	5,610,109

Daily Pivots for day following 03-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,334.00	4,310.50	4,217.75
R3	4,286.00	4,262.50	4,204.50
R2	4,238.00	4,238.00	4,200.00
R1	4,214.50	4,214.50	4,195.75	4,202.25
PP	4,190.00	4,190.00	4,190.00	4,183.75
S1	4,166.50	4,166.50	4,186.75	4,154.25
S2	4,142.00	4,142.00	4,182.50
S3	4,094.00	4,118.50	4,178.00
S4	4,046.00	4,070.50	4,164.75

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,412.50	4,382.50	4,243.75
R3	4,337.50	4,307.50	4,223.00
R2	4,262.50	4,262.50	4,216.25
R1	4,232.50	4,232.50	4,209.50	4,247.50
PP	4,187.50	4,187.50	4,187.50	4,195.00
S1	4,157.50	4,157.50	4,195.50	4,172.50
S2	4,112.50	4,112.50	4,188.75
S3	4,037.50	4,082.50	4,182.00
S4	3,962.50	4,007.50	4,161.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,230.00	4,165.25	64.75	1.5%	32.50	0.8%	40%	False	True	1,220,262
10	4,230.00	4,084.50	145.50	3.5%	40.50	1.0%	73%	False	False	1,237,398
20	4,238.25	4,029.25	209.00	5.0%	55.00	1.3%	78%	False	False	1,578,241
40	4,238.25	4,029.25	209.00	5.0%	46.25	1.1%	78%	False	False	1,495,590
60	4,238.25	3,843.25	395.00	9.4%	47.00	1.1%	88%	False	False	1,528,950
80	4,238.25	3,710.50	527.75	12.6%	52.25	1.2%	91%	False	False	1,151,261
100	4,238.25	3,647.50	590.75	14.1%	53.50	1.3%	92%	False	False	921,678
120	4,238.25	3,586.50	651.75	15.6%	53.25	1.3%	93%	False	False	768,231

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	10.98
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,417.25
2.618	4,339.00
1.618	4,291.00
1.000	4,261.25
0.618	4,243.00
HIGH	4,213.25
0.618	4,195.00
0.500	4,189.25
0.382	4,183.50
LOW	4,165.25
0.618	4,135.50
1.000	4,117.25
1.618	4,087.50
2.618	4,039.50
4.250	3,961.25

Fisher Pivots for day following 03-Jun-2021
Pivot	1 day	3 day
R1	4,190.50	4,197.50
PP	4,190.00	4,195.50
S1	4,189.25	4,193.50

Download as Excel Spreadsheet

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

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