E-mini S&P 500 Future September 2021

Trading Metrics calculated at close of trading on 18-Jun-2021

Day Change Summary
	Previous	Current
	17-Jun-2021	18-Jun-2021	Change	Change %	Previous Week
Open	4,204.25	4,216.00	11.75	0.3%	4,238.50
High	4,222.75	4,220.00	-2.75	-0.1%	4,258.25
Low	4,183.00	4,140.75	-42.25	-1.0%	4,140.75
Close	4,212.25	4,153.50	-58.75	-1.4%	4,153.50
Range	39.75	79.25	39.50	99.4%	117.50
ATR	39.47	42.31	2.84	7.2%	0.00
Volume	1,746,318	1,951,342	205,024	11.7%	8,695,965

Daily Pivots for day following 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,409.25	4,360.50	4,197.00
R3	4,330.00	4,281.25	4,175.25
R2	4,250.75	4,250.75	4,168.00
R1	4,202.00	4,202.00	4,160.75	4,186.75
PP	4,171.50	4,171.50	4,171.50	4,163.75
S1	4,122.75	4,122.75	4,146.25	4,107.50
S2	4,092.25	4,092.25	4,139.00
S3	4,013.00	4,043.50	4,131.75
S4	3,933.75	3,964.25	4,110.00

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,536.75	4,462.50	4,218.00
R3	4,419.25	4,345.00	4,185.75
R2	4,301.75	4,301.75	4,175.00
R1	4,227.50	4,227.50	4,164.25	4,206.00
PP	4,184.25	4,184.25	4,184.25	4,173.25
S1	4,110.00	4,110.00	4,142.75	4,088.50
S2	4,066.75	4,066.75	4,132.00
S3	3,949.25	3,992.50	4,121.25
S4	3,831.75	3,875.00	4,089.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,258.25	4,140.75	117.50	2.8%	44.75	1.1%	11%	False	True	1,739,193
10	4,258.25	4,140.75	117.50	2.8%	35.00	0.8%	11%	False	True	1,076,158
20	4,258.25	4,133.50	124.75	3.0%	36.00	0.9%	16%	False	False	542,826
40	4,258.25	4,020.00	238.25	5.7%	45.00	1.1%	56%	False	False	273,274
60	4,258.25	3,833.75	424.50	10.2%	43.50	1.0%	75%	False	False	182,532
80	4,258.25	3,701.50	556.75	13.4%	49.75	1.2%	81%	False	False	137,003
100	4,258.25	3,639.25	619.00	14.9%	51.75	1.2%	83%	False	False	109,623

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	8.98
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	4,556.75
2.618	4,427.50
1.618	4,348.25
1.000	4,299.25
0.618	4,269.00
HIGH	4,220.00
0.618	4,189.75
0.500	4,180.50
0.382	4,171.00
LOW	4,140.75
0.618	4,091.75
1.000	4,061.50
1.618	4,012.50
2.618	3,933.25
4.250	3,804.00

Fisher Pivots for day following 18-Jun-2021
Pivot	1 day	3 day
R1	4,180.50	4,191.00
PP	4,171.50	4,178.50
S1	4,162.50	4,166.00

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

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