E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 3,429.00 3,423.25 -5.75 -0.2% 3,459.75
High 3,450.00 3,443.00 -7.00 -0.2% 3,532.00
Low 3,411.00 3,393.00 -18.00 -0.5% 3,423.00
Close 3,422.75 3,439.50 16.75 0.5% 3,452.50
Range 39.00 50.00 11.00 28.2% 109.00
ATR 61.30 60.50 -0.81 -1.3% 0.00
Volume 1,780 1,578 -202 -11.3% 9,386
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,575.25 3,557.25 3,467.00
R3 3,525.25 3,507.25 3,453.25
R2 3,475.25 3,475.25 3,448.75
R1 3,457.25 3,457.25 3,444.00 3,466.25
PP 3,425.25 3,425.25 3,425.25 3,429.50
S1 3,407.25 3,407.25 3,435.00 3,416.25
S2 3,375.25 3,375.25 3,430.25
S3 3,325.25 3,357.25 3,425.75
S4 3,275.25 3,307.25 3,412.00
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 3,393.00 105.50 3.1% 54.00 1.6% 44% False True 1,432
10 3,532.00 3,393.00 139.00 4.0% 52.75 1.5% 33% False True 1,627
20 3,532.00 3,198.50 333.50 9.7% 59.75 1.7% 72% False False 2,033
40 3,568.50 3,190.25 378.25 11.0% 67.50 2.0% 66% False False 1,559
60 3,568.50 3,177.75 390.75 11.4% 57.00 1.7% 67% False False 1,053
80 3,568.50 3,047.00 521.50 15.2% 55.00 1.6% 75% False False 794
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,655.50
2.618 3,574.00
1.618 3,524.00
1.000 3,493.00
0.618 3,474.00
HIGH 3,443.00
0.618 3,424.00
0.500 3,418.00
0.382 3,412.00
LOW 3,393.00
0.618 3,362.00
1.000 3,343.00
1.618 3,312.00
2.618 3,262.00
4.250 3,180.50
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 3,432.25 3,435.00
PP 3,425.25 3,430.50
S1 3,418.00 3,426.00

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

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