E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 10-Jun-2021

Day Change Summary
	Previous	Current
	09-Jun-2021	10-Jun-2021	Change	Change %	Previous Week
Open	4,204.00	4,204.25	0.25	0.0%	4,180.00
High	4,215.25	4,229.00	13.75	0.3%	4,211.50
Low	4,198.00	4,188.50	-9.50	-0.2%	4,146.50
Close	4,199.25	4,219.00	19.75	0.5%	4,208.25
Range	17.25	40.50	23.25	134.8%	65.00
ATR	40.97	40.93	-0.03	-0.1%	0.00
Volume	171	227	56	32.7%	1,357

Daily Pivots for day following 10-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,333.75	4,316.75	4,241.25
R3	4,293.25	4,276.25	4,230.25
R2	4,252.75	4,252.75	4,226.50
R1	4,235.75	4,235.75	4,222.75	4,244.25
PP	4,212.25	4,212.25	4,212.25	4,216.50
S1	4,195.25	4,195.25	4,215.25	4,203.75
S2	4,171.75	4,171.75	4,211.50
S3	4,131.25	4,154.75	4,207.75
S4	4,090.75	4,114.25	4,196.75

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,383.75	4,361.00	4,244.00
R3	4,318.75	4,296.00	4,226.00
R2	4,253.75	4,253.75	4,220.25
R1	4,231.00	4,231.00	4,214.25	4,242.50
PP	4,188.75	4,188.75	4,188.75	4,194.50
S1	4,166.00	4,166.00	4,202.25	4,177.50
S2	4,123.75	4,123.75	4,196.25
S3	4,058.75	4,101.00	4,190.50
S4	3,993.75	4,036.00	4,172.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,229.00	4,158.25	70.75	1.7%	31.50	0.7%	86%	True	False	147
10	4,229.00	4,146.50	82.50	2.0%	31.50	0.7%	88%	True	False	211
20	4,229.00	4,011.25	217.75	5.2%	44.25	1.1%	95%	True	False	164
40	4,229.00	4,011.25	217.75	5.2%	44.50	1.1%	95%	True	False	250
60	4,229.00	3,824.00	405.00	9.6%	42.75	1.0%	98%	True	False	860

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.20
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,401.00
2.618	4,335.00
1.618	4,294.50
1.000	4,269.50
0.618	4,254.00
HIGH	4,229.00
0.618	4,213.50
0.500	4,208.75
0.382	4,204.00
LOW	4,188.50
0.618	4,163.50
1.000	4,148.00
1.618	4,123.00
2.618	4,082.50
4.250	4,016.50

Fisher Pivots for day following 10-Jun-2021
Pivot	1 day	3 day
R1	4,215.50	4,215.25
PP	4,212.25	4,211.75
S1	4,208.75	4,208.00

Download as Excel Spreadsheet

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

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