E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 3,623.00 3,653.00 30.00 0.8% 3,542.50
High 3,669.00 3,664.75 -4.25 -0.1% 3,645.75
Low 3,617.75 3,634.25 16.50 0.5% 3,537.75
Close 3,652.00 3,659.50 7.50 0.2% 3,628.00
Range 51.25 30.50 -20.75 -40.5% 108.00
ATR 60.25 58.12 -2.12 -3.5% 0.00
Volume 35,040 54,889 19,849 56.6% 33,965
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,744.25 3,732.50 3,676.25
R3 3,713.75 3,702.00 3,668.00
R2 3,683.25 3,683.25 3,665.00
R1 3,671.50 3,671.50 3,662.25 3,677.50
PP 3,652.75 3,652.75 3,652.75 3,655.75
S1 3,641.00 3,641.00 3,656.75 3,647.00
S2 3,622.25 3,622.25 3,654.00
S3 3,591.75 3,610.50 3,651.00
S4 3,561.25 3,580.00 3,642.75
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,927.75 3,886.00 3,687.50
R3 3,819.75 3,778.00 3,657.75
R2 3,711.75 3,711.75 3,647.75
R1 3,670.00 3,670.00 3,638.00 3,691.00
PP 3,603.75 3,603.75 3,603.75 3,614.25
S1 3,562.00 3,562.00 3,618.00 3,583.00
S2 3,495.75 3,495.75 3,608.25
S3 3,387.75 3,454.00 3,598.25
S4 3,279.75 3,346.00 3,568.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,669.00 3,583.75 85.25 2.3% 41.75 1.1% 89% False False 24,744
10 3,669.00 3,534.00 135.00 3.7% 45.75 1.3% 93% False False 17,802
20 3,669.00 3,311.00 358.00 9.8% 62.00 1.7% 97% False False 11,339
40 3,669.00 3,215.75 453.25 12.4% 61.75 1.7% 98% False False 6,580
60 3,669.00 3,190.25 478.75 13.1% 65.25 1.8% 98% False False 5,034
80 3,669.00 3,190.25 478.75 13.1% 61.50 1.7% 98% False False 3,810
100 3,669.00 3,102.00 567.00 15.5% 57.50 1.6% 98% False False 3,052
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,794.50
2.618 3,744.50
1.618 3,714.00
1.000 3,695.25
0.618 3,683.50
HIGH 3,664.75
0.618 3,653.00
0.500 3,649.50
0.382 3,646.00
LOW 3,634.25
0.618 3,615.50
1.000 3,603.75
1.618 3,585.00
2.618 3,554.50
4.250 3,504.50
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 3,656.25 3,648.50
PP 3,652.75 3,637.50
S1 3,649.50 3,626.50

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

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