E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary
Previous Current
03-Jun-2021 04-Jun-2021 Change Change % Previous Week
Open 4,208.00 4,190.75 -17.25 -0.4% 4,206.50
High 4,213.25 4,232.00 18.75 0.4% 4,232.00
Low 4,165.25 4,177.00 11.75 0.3% 4,165.25
Close 4,191.25 4,228.25 37.00 0.9% 4,228.25
Range 48.00 55.00 7.00 14.6% 66.75
ATR 47.24 47.79 0.55 1.2% 0.00
Volume 1,384,271 1,051,573 -332,698 -24.0% 4,862,126
Daily Pivots for day following 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,377.50 4,357.75 4,258.50
R3 4,322.50 4,302.75 4,243.50
R2 4,267.50 4,267.50 4,238.25
R1 4,247.75 4,247.75 4,233.25 4,257.50
PP 4,212.50 4,212.50 4,212.50 4,217.25
S1 4,192.75 4,192.75 4,223.25 4,202.50
S2 4,157.50 4,157.50 4,218.25
S3 4,102.50 4,137.75 4,213.00
S4 4,047.50 4,082.75 4,198.00
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,408.75 4,385.25 4,265.00
R3 4,342.00 4,318.50 4,246.50
R2 4,275.25 4,275.25 4,240.50
R1 4,251.75 4,251.75 4,234.25 4,263.50
PP 4,208.50 4,208.50 4,208.50 4,214.50
S1 4,185.00 4,185.00 4,222.25 4,196.75
S2 4,141.75 4,141.75 4,216.00
S3 4,075.00 4,118.25 4,210.00
S4 4,008.25 4,051.50 4,191.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,232.00 4,165.25 66.75 1.6% 36.75 0.9% 94% True False 1,194,591
10 4,232.00 4,142.50 89.50 2.1% 37.75 0.9% 96% True False 1,193,896
20 4,238.25 4,029.25 209.00 4.9% 55.00 1.3% 95% False False 1,543,239
40 4,238.25 4,029.25 209.00 4.9% 47.00 1.1% 95% False False 1,497,170
60 4,238.25 3,843.25 395.00 9.3% 47.00 1.1% 97% False False 1,544,222
80 4,238.25 3,710.50 527.75 12.5% 52.75 1.2% 98% False False 1,164,382
100 4,238.25 3,647.50 590.75 14.0% 53.75 1.3% 98% False False 932,161
120 4,238.25 3,586.50 651.75 15.4% 53.25 1.3% 98% False False 776,991
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 True
Bear Hook False
Bull Hook False
Stretch 10.03
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,465.75
2.618 4,376.00
1.618 4,321.00
1.000 4,287.00
0.618 4,266.00
HIGH 4,232.00
0.618 4,211.00
0.500 4,204.50
0.382 4,198.00
LOW 4,177.00
0.618 4,143.00
1.000 4,122.00
1.618 4,088.00
2.618 4,033.00
4.250 3,943.25
Fisher Pivots for day following 04-Jun-2021
Pivot 1 day 3 day
R1 4,220.25 4,218.50
PP 4,212.50 4,208.50
S1 4,204.50 4,198.50

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

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