E-mini S&P 500 Future June 2021


Trading Metrics calculated at close of trading on 17-Jun-2021
Day Change Summary
Previous Current
16-Jun-2021 17-Jun-2021 Change Change % Previous Week
Open 4,248.00 4,214.25 -33.75 -0.8% 4,232.25
High 4,251.25 4,232.50 -18.75 -0.4% 4,249.00
Low 4,200.75 4,193.00 -7.75 -0.2% 4,205.75
Close 4,223.00 4,222.25 -0.75 0.0% 4,245.75
Range 50.50 39.50 -11.00 -21.8% 43.25
ATR 39.76 39.74 -0.02 0.0% 0.00
Volume 511,740 326,193 -185,547 -36.3% 5,946,269
Daily Pivots for day following 17-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,334.50 4,317.75 4,244.00
R3 4,295.00 4,278.25 4,233.00
R2 4,255.50 4,255.50 4,229.50
R1 4,238.75 4,238.75 4,225.75 4,247.00
PP 4,216.00 4,216.00 4,216.00 4,220.00
S1 4,199.25 4,199.25 4,218.75 4,207.50
S2 4,176.50 4,176.50 4,215.00
S3 4,137.00 4,159.75 4,211.50
S4 4,097.50 4,120.25 4,200.50
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 4,363.25 4,347.75 4,269.50
R3 4,320.00 4,304.50 4,257.75
R2 4,276.75 4,276.75 4,253.75
R1 4,261.25 4,261.25 4,249.75 4,269.00
PP 4,233.50 4,233.50 4,233.50 4,237.50
S1 4,218.00 4,218.00 4,241.75 4,225.75
S2 4,190.25 4,190.25 4,237.75
S3 4,147.00 4,174.75 4,233.75
S4 4,103.75 4,131.50 4,222.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,267.50 4,193.00 74.50 1.8% 32.00 0.8% 39% False True 804,145
10 4,267.50 4,177.00 90.50 2.1% 32.50 0.8% 50% False False 993,373
20 4,267.50 4,084.50 183.00 4.3% 36.50 0.9% 75% False False 1,115,386
40 4,267.50 4,029.25 238.25 5.6% 45.00 1.1% 81% False False 1,414,280
60 4,267.50 3,843.25 424.25 10.0% 43.75 1.0% 89% False False 1,436,172
80 4,267.50 3,710.50 557.00 13.2% 50.50 1.2% 92% False False 1,274,756
100 4,267.50 3,647.50 620.00 14.7% 52.50 1.2% 93% False False 1,020,758
120 4,267.50 3,642.75 624.75 14.8% 51.75 1.2% 93% False False 850,955
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,400.50
2.618 4,336.00
1.618 4,296.50
1.000 4,272.00
0.618 4,257.00
HIGH 4,232.50
0.618 4,217.50
0.500 4,212.75
0.382 4,208.00
LOW 4,193.00
0.618 4,168.50
1.000 4,153.50
1.618 4,129.00
2.618 4,089.50
4.250 4,025.00
Fisher Pivots for day following 17-Jun-2021
Pivot 1 day 3 day
R1 4,219.00 4,230.25
PP 4,216.00 4,227.50
S1 4,212.75 4,225.00

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

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