E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	3,653.00	3,663.25	10.25	0.3%	3,542.50
High	3,664.75	3,674.00	9.25	0.3%	3,645.75
Low	3,634.25	3,647.50	13.25	0.4%	3,537.75
Close	3,659.50	3,656.75	-2.75	-0.1%	3,628.00
Range	30.50	26.50	-4.00	-13.1%	108.00
ATR	58.12	55.86	-2.26	-3.9%	0.00
Volume	54,889	33,344	-21,545	-39.3%	33,965

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,739.00	3,724.25	3,671.25
R3	3,712.50	3,697.75	3,664.00
R2	3,686.00	3,686.00	3,661.50
R1	3,671.25	3,671.25	3,659.25	3,665.50
PP	3,659.50	3,659.50	3,659.50	3,656.50
S1	3,644.75	3,644.75	3,654.25	3,639.00
S2	3,633.00	3,633.00	3,652.00
S3	3,606.50	3,618.25	3,649.50
S4	3,580.00	3,591.75	3,642.25

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	3,674.00	3,583.75	90.25	2.5%	39.25	1.1%	81%	True	False	30,492
10	3,674.00	3,534.00	140.00	3.8%	41.75	1.1%	88%	True	False	20,043
20	3,674.00	3,418.75	255.25	7.0%	55.25	1.5%	93%	True	False	12,671
40	3,674.00	3,215.75	458.25	12.5%	60.25	1.6%	96%	True	False	7,321
60	3,674.00	3,190.25	483.75	13.2%	63.75	1.7%	96%	True	False	5,585
80	3,674.00	3,190.25	483.75	13.2%	61.25	1.7%	96%	True	False	4,225
100	3,674.00	3,172.00	502.00	13.7%	57.25	1.6%	97%	True	False	3,384

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.38
Narrowest range in 67 trading days

Fibonacci Retracements and Extensions
4.250	3,786.50
2.618	3,743.50
1.618	3,717.00
1.000	3,700.50
0.618	3,690.50
HIGH	3,674.00
0.618	3,664.00
0.500	3,660.75
0.382	3,657.50
LOW	3,647.50
0.618	3,631.00
1.000	3,621.00
1.618	3,604.50
2.618	3,578.00
4.250	3,535.00

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	3,660.75	3,653.00
PP	3,659.50	3,649.50
S1	3,658.00	3,646.00

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

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