I assume that this question is asking about reader feelings after having read the entire play. Reader feelings will be subjective, but in my teaching experience, there are some fairly consistent feelings expressed by students.
One feeling is that of disbelief mixed with sadness. The disbelief is understandable. It is unbelievable that John and other townspeople would willingly go to their deaths knowing that they could live if they only confessed a lie. The sadness is a part of the disbelief, because most readers know that Miller's play is dramatizing an actual historical event. A reader could feel disbelief at a complete work of fiction, but knowing that these people really existed adds another layer of emotional response to the piece. Miller created characters that we know and love; it is sad to see them die, but it is heartbreaking knowing that they really existed and actually went through this horrible event.
Another typical reader feeling about the ending to this play is anger. There usually isn't a single unifying source of the anger, either. Some students are angered that John would choose to die with his good name rather than confess a lie and actually give his children the chance to grow up with a father. Some readers are actually quite angry at John's decision because they feel he selfishly robbed his family. Other readers have been angered by what seems to be the town's ability to ignore reason and concrete evidence. Modern day readers are used to court cases that present definitive evidence of something occurring, but Miller's play shows readers a very different court case. The judges simply take the word of Abigail and the other girls over the word of the accused. The unfairness of the entire situation bothers readers, but the fact that so many deaths resulted from the situation moves those readers toward anger.