E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 3,660.00 3,687.00 27.00 0.7% 3,634.25
High 3,692.00 3,697.25 5.25 0.1% 3,692.00
Low 3,658.25 3,664.25 6.00 0.2% 3,583.75
Close 3,690.00 3,682.50 -7.50 -0.2% 3,690.00
Range 33.75 33.00 -0.75 -2.2% 108.25
ATR 54.39 52.86 -1.53 -2.8% 0.00
Volume 33,933 41,302 7,369 21.7% 179,275
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,780.25 3,764.50 3,700.75
R3 3,747.25 3,731.50 3,691.50
R2 3,714.25 3,714.25 3,688.50
R1 3,698.50 3,698.50 3,685.50 3,690.00
PP 3,681.25 3,681.25 3,681.25 3,677.00
S1 3,665.50 3,665.50 3,679.50 3,657.00
S2 3,648.25 3,648.25 3,676.50
S3 3,615.25 3,632.50 3,673.50
S4 3,582.25 3,599.50 3,664.25
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,980.00 3,943.25 3,749.50
R3 3,871.75 3,835.00 3,719.75
R2 3,763.50 3,763.50 3,709.75
R1 3,726.75 3,726.75 3,700.00 3,745.00
PP 3,655.25 3,655.25 3,655.25 3,664.50
S1 3,618.50 3,618.50 3,680.00 3,637.00
S2 3,547.00 3,547.00 3,670.25
S3 3,438.75 3,510.25 3,660.25
S4 3,330.50 3,402.00 3,630.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,697.25 3,617.75 79.50 2.2% 35.00 1.0% 81% True False 39,701
10 3,697.25 3,537.75 159.50 4.3% 40.50 1.1% 91% True False 25,454
20 3,697.25 3,497.25 200.00 5.4% 51.00 1.4% 93% True False 16,215
40 3,697.25 3,215.75 481.50 13.1% 60.25 1.6% 97% True False 9,128
60 3,697.25 3,190.25 507.00 13.8% 62.00 1.7% 97% True False 6,828
80 3,697.25 3,190.25 507.00 13.8% 61.00 1.7% 97% True False 5,165
100 3,697.25 3,173.00 524.25 14.2% 57.00 1.6% 97% True False 4,137
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,837.50
2.618 3,783.75
1.618 3,750.75
1.000 3,730.25
0.618 3,717.75
HIGH 3,697.25
0.618 3,684.75
0.500 3,680.75
0.382 3,676.75
LOW 3,664.25
0.618 3,643.75
1.000 3,631.25
1.618 3,610.75
2.618 3,577.75
4.250 3,524.00
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 3,682.00 3,679.00
PP 3,681.25 3,675.75
S1 3,680.75 3,672.50

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

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