E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 07-Jun-2021

Day Change Summary
	Previous	Current
	04-Jun-2021	07-Jun-2021	Change	Change %	Previous Week
Open	4,184.00	4,222.00	38.00	0.9%	4,195.75
High	4,221.75	4,222.50	0.75	0.0%	4,221.75
Low	4,167.25	4,204.25	37.00	0.9%	4,155.25
Close	4,218.25	4,215.75	-2.50	-0.1%	4,218.25
Range	54.50	18.25	-36.25	-66.5%	66.50
ATR	47.09	45.03	-2.06	-4.4%	0.00
Volume	21,270	44,449	23,179	109.0%	64,610

Daily Pivots for day following 07-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,269.00	4,260.50	4,225.75
R3	4,250.75	4,242.25	4,220.75
R2	4,232.50	4,232.50	4,219.00
R1	4,224.00	4,224.00	4,217.50	4,219.00
PP	4,214.25	4,214.25	4,214.25	4,211.75
S1	4,205.75	4,205.75	4,214.00	4,201.00
S2	4,196.00	4,196.00	4,212.50
S3	4,177.75	4,187.50	4,210.75
S4	4,159.50	4,169.25	4,205.75

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,398.00	4,374.50	4,254.75
R3	4,331.50	4,308.00	4,236.50
R2	4,265.00	4,265.00	4,230.50
R1	4,241.50	4,241.50	4,224.25	4,253.25
PP	4,198.50	4,198.50	4,198.50	4,204.25
S1	4,175.00	4,175.00	4,212.25	4,186.75
S2	4,132.00	4,132.00	4,206.00
S3	4,065.50	4,108.50	4,200.00
S4	3,999.00	4,042.00	4,181.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,222.50	4,155.25	67.25	1.6%	36.75	0.9%	90%	True	False	21,811
10	4,222.50	4,133.50	89.00	2.1%	35.00	0.8%	92%	True	False	13,378
20	4,228.25	4,020.00	208.25	4.9%	53.00	1.3%	94%	False	False	9,113
40	4,228.25	4,020.00	208.25	4.9%	45.50	1.1%	94%	False	False	5,564
60	4,228.25	3,833.75	394.50	9.4%	45.25	1.1%	97%	False	False	4,024
80	4,228.25	3,701.50	526.75	12.5%	51.50	1.2%	98%	False	False	3,049
100	4,228.25	3,639.25	589.00	14.0%	52.25	1.2%	98%	False	False	2,452

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	9.35
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,300.00
2.618	4,270.25
1.618	4,252.00
1.000	4,240.75
0.618	4,233.75
HIGH	4,222.50
0.618	4,215.50
0.500	4,213.50
0.382	4,211.25
LOW	4,204.25
0.618	4,193.00
1.000	4,186.00
1.618	4,174.75
2.618	4,156.50
4.250	4,126.75

Fisher Pivots for day following 07-Jun-2021
Pivot	1 day	3 day
R1	4,215.00	4,206.75
PP	4,214.25	4,197.75
S1	4,213.50	4,189.00

Download as Excel Spreadsheet

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

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