E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 08-Jun-2021

Day Change Summary
	Previous	Current
	07-Jun-2021	08-Jun-2021	Change	Change %	Previous Week
Open	4,222.00	4,217.50	-4.50	-0.1%	4,195.75
High	4,222.50	4,227.00	4.50	0.1%	4,221.75
Low	4,204.25	4,196.50	-7.75	-0.2%	4,155.25
Close	4,215.75	4,216.25	0.50	0.0%	4,218.25
Range	18.25	30.50	12.25	67.1%	66.50
ATR	45.03	43.99	-1.04	-2.3%	0.00
Volume	44,449	106,636	62,187	139.9%	64,610

Daily Pivots for day following 08-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,304.75	4,291.00	4,233.00
R3	4,274.25	4,260.50	4,224.75
R2	4,243.75	4,243.75	4,221.75
R1	4,230.00	4,230.00	4,219.00	4,221.50
PP	4,213.25	4,213.25	4,213.25	4,209.00
S1	4,199.50	4,199.50	4,213.50	4,191.00
S2	4,182.75	4,182.75	4,210.75
S3	4,152.25	4,169.00	4,207.75
S4	4,121.75	4,138.50	4,199.50

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	4,227.00	4,155.25	71.75	1.7%	35.00	0.8%	85%	True	False	40,176
10	4,227.00	4,155.25	71.75	1.7%	31.75	0.8%	85%	True	False	23,648
20	4,227.00	4,020.00	207.00	4.9%	51.25	1.2%	95%	True	False	14,308
40	4,228.25	4,020.00	208.25	4.9%	46.00	1.1%	94%	False	False	8,207
60	4,228.25	3,833.75	394.50	9.4%	45.25	1.1%	97%	False	False	5,798
80	4,228.25	3,701.50	526.75	12.5%	51.50	1.2%	98%	False	False	4,382
100	4,228.25	3,639.25	589.00	14.0%	52.25	1.2%	98%	False	False	3,519

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,356.50
2.618	4,306.75
1.618	4,276.25
1.000	4,257.50
0.618	4,245.75
HIGH	4,227.00
0.618	4,215.25
0.500	4,211.75
0.382	4,208.25
LOW	4,196.50
0.618	4,177.75
1.000	4,166.00
1.618	4,147.25
2.618	4,116.75
4.250	4,067.00

Fisher Pivots for day following 08-Jun-2021
Pivot	1 day	3 day
R1	4,214.75	4,210.00
PP	4,213.25	4,203.50
S1	4,211.75	4,197.00

Download as Excel Spreadsheet

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

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