E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 08-Oct-2020

Day Change Summary
	Previous	Current
	07-Oct-2020	08-Oct-2020	Change	Change %	Previous Week
Open	3,326.75	3,397.25	70.50	2.1%	3,282.00
High	3,407.25	3,438.00	30.75	0.9%	3,378.75
Low	3,324.25	3,397.25	73.00	2.2%	3,282.00
Close	3,398.00	3,428.75	30.75	0.9%	3,330.50
Range	83.00	40.75	-42.25	-50.9%	96.75
ATR	70.52	68.40	-2.13	-3.0%	0.00
Volume	3,717	1,485	-2,232	-60.0%	10,925

Daily Pivots for day following 08-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,543.50	3,527.00	3,451.25
R3	3,502.75	3,486.25	3,440.00
R2	3,462.00	3,462.00	3,436.25
R1	3,445.50	3,445.50	3,432.50	3,453.75
PP	3,421.25	3,421.25	3,421.25	3,425.50
S1	3,404.75	3,404.75	3,425.00	3,413.00
S2	3,380.50	3,380.50	3,421.25
S3	3,339.75	3,364.00	3,417.50
S4	3,299.00	3,323.25	3,406.25

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,620.75	3,572.25	3,383.75
R3	3,524.00	3,475.50	3,357.00
R2	3,427.25	3,427.25	3,348.25
R1	3,378.75	3,378.75	3,339.25	3,403.00
PP	3,330.50	3,330.50	3,330.50	3,342.50
S1	3,282.00	3,282.00	3,321.75	3,306.25
S2	3,233.75	3,233.75	3,312.75
S3	3,137.00	3,185.25	3,304.00
S4	3,040.25	3,088.50	3,277.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,438.00	3,292.00	146.00	4.3%	68.00	2.0%	94%	True	False	2,005
10	3,438.00	3,198.50	239.50	7.0%	67.00	2.0%	96%	True	False	2,439
20	3,438.00	3,190.25	247.75	7.2%	67.75	2.0%	96%	True	False	2,173
40	3,568.50	3,190.25	378.25	11.0%	61.75	1.8%	63%	False	False	1,166
60	3,568.50	3,172.00	396.50	11.6%	55.00	1.6%	65%	False	False	785

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.50
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	3,611.25
2.618	3,544.75
1.618	3,504.00
1.000	3,478.75
0.618	3,463.25
HIGH	3,438.00
0.618	3,422.50
0.500	3,417.50
0.382	3,412.75
LOW	3,397.25
0.618	3,372.00
1.000	3,356.50
1.618	3,331.25
2.618	3,290.50
4.250	3,224.00

Fisher Pivots for day following 08-Oct-2020
Pivot	1 day	3 day
R1	3,425.00	3,412.75
PP	3,421.25	3,396.50
S1	3,417.50	3,380.50

Download as Excel Spreadsheet

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

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