E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 28-May-2021

Day Change Summary
	Previous	Current
	27-May-2021	28-May-2021	Change	Change %	Previous Week
Open	4,171.25	4,189.75	18.50	0.4%	4,126.75
High	4,191.25	4,197.25	6.00	0.1%	4,197.25
Low	4,158.50	4,181.50	23.00	0.6%	4,123.50
Close	4,179.25	4,182.50	3.25	0.1%	4,182.50
Range	32.75	15.75	-17.00	-51.9%	73.75
ATR	49.77	47.50	-2.27	-4.6%	0.00
Volume	43	72	29	67.4%	556

Daily Pivots for day following 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,234.25	4,224.25	4,191.25
R3	4,218.50	4,208.50	4,186.75
R2	4,202.75	4,202.75	4,185.50
R1	4,192.75	4,192.75	4,184.00	4,190.00
PP	4,187.00	4,187.00	4,187.00	4,185.75
S1	4,177.00	4,177.00	4,181.00	4,174.00
S2	4,171.25	4,171.25	4,179.50
S3	4,155.50	4,161.25	4,178.25
S4	4,139.75	4,145.50	4,173.75

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,389.00	4,359.50	4,223.00
R3	4,315.25	4,285.75	4,202.75
R2	4,241.50	4,241.50	4,196.00
R1	4,212.00	4,212.00	4,189.25	4,226.75
PP	4,167.75	4,167.75	4,167.75	4,175.00
S1	4,138.25	4,138.25	4,175.75	4,153.00
S2	4,094.00	4,094.00	4,169.00
S3	4,020.25	4,064.50	4,162.25
S4	3,946.50	3,990.75	4,142.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,197.25	4,123.50	73.75	1.8%	33.25	0.8%	80%	True	False	111
10	4,197.25	4,036.75	160.50	3.8%	45.50	1.1%	91%	True	False	103
20	4,218.50	4,011.25	207.25	5.0%	53.25	1.3%	83%	False	False	224
40	4,218.50	4,002.00	216.50	5.2%	43.25	1.0%	83%	False	False	1,208

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.03
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	4,264.25
2.618	4,238.50
1.618	4,222.75
1.000	4,213.00
0.618	4,207.00
HIGH	4,197.25
0.618	4,191.25
0.500	4,189.50
0.382	4,187.50
LOW	4,181.50
0.618	4,171.75
1.000	4,165.75
1.618	4,156.00
2.618	4,140.25
4.250	4,114.50

Fisher Pivots for day following 28-May-2021
Pivot	1 day	3 day
R1	4,189.50	4,181.00
PP	4,187.00	4,179.50
S1	4,184.75	4,178.00

Download as Excel Spreadsheet

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

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