E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 21-Oct-2020

Day Change Summary
	Previous	Current
	20-Oct-2020	21-Oct-2020	Change	Change %	Previous Week
Open	3,425.50	3,429.00	3.50	0.1%	3,459.75
High	3,459.25	3,450.00	-9.25	-0.3%	3,532.00
Low	3,408.75	3,411.00	2.25	0.1%	3,423.00
Close	3,422.50	3,422.75	0.25	0.0%	3,452.50
Range	50.50	39.00	-11.50	-22.8%	109.00
ATR	63.02	61.30	-1.72	-2.7%	0.00
Volume	978	1,780	802	82.0%	9,386

Daily Pivots for day following 21-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,545.00	3,522.75	3,444.25
R3	3,506.00	3,483.75	3,433.50
R2	3,467.00	3,467.00	3,430.00
R1	3,444.75	3,444.75	3,426.25	3,436.50
PP	3,428.00	3,428.00	3,428.00	3,423.75
S1	3,405.75	3,405.75	3,419.25	3,397.50
S2	3,389.00	3,389.00	3,415.50
S3	3,350.00	3,366.75	3,412.00
S4	3,311.00	3,327.75	3,401.25

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,796.25	3,733.25	3,512.50
R3	3,687.25	3,624.25	3,482.50
R2	3,578.25	3,578.25	3,472.50
R1	3,515.25	3,515.25	3,462.50	3,492.25
PP	3,469.25	3,469.25	3,469.25	3,457.50
S1	3,406.25	3,406.25	3,442.50	3,383.25
S2	3,360.25	3,360.25	3,432.50
S3	3,251.25	3,297.25	3,422.50
S4	3,142.25	3,188.25	3,392.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,498.50	3,402.25	96.25	2.8%	54.75	1.6%	21%	False	False	1,887
10	3,532.00	3,397.25	134.75	3.9%	51.75	1.5%	19%	False	False	1,618
20	3,532.00	3,190.25	341.75	10.0%	60.75	1.8%	68%	False	False	2,066
40	3,568.50	3,190.25	378.25	11.1%	67.50	2.0%	61%	False	False	1,523
60	3,568.50	3,177.75	390.75	11.4%	57.00	1.7%	63%	False	False	1,027
80	3,568.50	3,014.75	553.75	16.2%	55.25	1.6%	74%	False	False	774

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.45
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3,615.75
2.618	3,552.00
1.618	3,513.00
1.000	3,489.00
0.618	3,474.00
HIGH	3,450.00
0.618	3,435.00
0.500	3,430.50
0.382	3,426.00
LOW	3,411.00
0.618	3,387.00
1.000	3,372.00
1.618	3,348.00
2.618	3,309.00
4.250	3,245.25

Fisher Pivots for day following 21-Oct-2020
Pivot	1 day	3 day
R1	3,430.50	3,444.00
PP	3,428.00	3,437.00
S1	3,425.25	3,430.00

Download as Excel Spreadsheet

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

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