E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 12-Feb-2021
Day Change Summary
Previous Current
11-Feb-2021 12-Feb-2021 Change Change % Previous Week
Open 3,907.00 3,905.25 -1.75 0.0% 3,889.00
High 3,920.50 3,936.25 15.75 0.4% 3,936.25
Low 3,884.50 3,890.25 5.75 0.1% 3,878.25
Close 3,912.00 3,931.00 19.00 0.5% 3,931.00
Range 36.00 46.00 10.00 27.8% 58.00
ATR 55.26 54.60 -0.66 -1.2% 0.00
Volume 1,296,054 1,050,298 -245,756 -19.0% 5,761,535
Daily Pivots for day following 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,057.25 4,040.00 3,956.25
R3 4,011.25 3,994.00 3,943.75
R2 3,965.25 3,965.25 3,939.50
R1 3,948.00 3,948.00 3,935.25 3,956.50
PP 3,919.25 3,919.25 3,919.25 3,923.50
S1 3,902.00 3,902.00 3,926.75 3,910.50
S2 3,873.25 3,873.25 3,922.50
S3 3,827.25 3,856.00 3,918.25
S4 3,781.25 3,810.00 3,905.75
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,089.25 4,068.00 3,963.00
R3 4,031.25 4,010.00 3,947.00
R2 3,973.25 3,973.25 3,941.75
R1 3,952.00 3,952.00 3,936.25 3,962.50
PP 3,915.25 3,915.25 3,915.25 3,920.50
S1 3,894.00 3,894.00 3,925.75 3,904.50
S2 3,857.25 3,857.25 3,920.25
S3 3,799.25 3,836.00 3,915.00
S4 3,741.25 3,778.00 3,899.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,936.25 3,878.25 58.00 1.5% 35.25 0.9% 91% True False 1,152,307
10 3,936.25 3,656.50 279.75 7.1% 49.50 1.3% 98% True False 1,242,966
20 3,936.25 3,656.50 279.75 7.1% 59.75 1.5% 98% True False 1,469,036
40 3,936.25 3,596.00 340.25 8.7% 55.00 1.4% 98% True False 1,373,226
60 3,936.25 3,534.00 402.25 10.2% 51.25 1.3% 99% True False 1,029,204
80 3,936.25 3,215.75 720.50 18.3% 56.75 1.4% 99% True False 772,690
100 3,936.25 3,190.25 746.00 19.0% 58.25 1.5% 99% True False 618,601
120 3,936.25 3,190.25 746.00 19.0% 60.00 1.5% 99% True False 515,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,131.75
2.618 4,056.75
1.618 4,010.75
1.000 3,982.25
0.618 3,964.75
HIGH 3,936.25
0.618 3,918.75
0.500 3,913.25
0.382 3,907.75
LOW 3,890.25
0.618 3,861.75
1.000 3,844.25
1.618 3,815.75
2.618 3,769.75
4.250 3,694.75
Fisher Pivots for day following 12-Feb-2021
Pivot 1 day 3 day
R1 3,925.00 3,923.00
PP 3,919.25 3,915.25
S1 3,913.25 3,907.25

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

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