E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 3,438.75 3,388.75 -50.00 -1.5% 3,463.25
High 3,438.75 3,400.00 -38.75 -1.1% 3,486.00
Low 3,347.00 3,359.50 12.50 0.4% 3,393.00
Close 3,383.75 3,373.50 -10.25 -0.3% 3,442.00
Range 91.75 40.50 -51.25 -55.9% 93.00
ATR 60.92 59.46 -1.46 -2.4% 0.00
Volume 1,181 725 -456 -38.6% 5,831
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,499.25 3,476.75 3,395.75
R3 3,458.75 3,436.25 3,384.75
R2 3,418.25 3,418.25 3,381.00
R1 3,395.75 3,395.75 3,377.25 3,386.75
PP 3,377.75 3,377.75 3,377.75 3,373.00
S1 3,355.25 3,355.25 3,369.75 3,346.25
S2 3,337.25 3,337.25 3,366.00
S3 3,296.75 3,314.75 3,362.25
S4 3,256.25 3,274.25 3,351.25
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,719.25 3,673.75 3,493.25
R3 3,626.25 3,580.75 3,467.50
R2 3,533.25 3,533.25 3,459.00
R1 3,487.75 3,487.75 3,450.50 3,464.00
PP 3,440.25 3,440.25 3,440.25 3,428.50
S1 3,394.75 3,394.75 3,433.50 3,371.00
S2 3,347.25 3,347.25 3,425.00
S3 3,254.25 3,301.75 3,416.50
S4 3,161.25 3,208.75 3,390.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,452.00 3,347.00 105.00 3.1% 50.25 1.5% 25% False False 1,137
10 3,514.00 3,347.00 167.00 5.0% 53.50 1.6% 16% False False 1,423
20 3,532.00 3,283.25 248.75 7.4% 58.25 1.7% 36% False False 1,637
40 3,568.50 3,190.25 378.25 11.2% 69.25 2.1% 48% False False 1,610
60 3,568.50 3,190.25 378.25 11.2% 57.00 1.7% 48% False False 1,091
80 3,568.50 3,087.50 481.00 14.3% 55.00 1.6% 59% False False 822
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,572.00
2.618 3,506.00
1.618 3,465.50
1.000 3,440.50
0.618 3,425.00
HIGH 3,400.00
0.618 3,384.50
0.500 3,379.75
0.382 3,375.00
LOW 3,359.50
0.618 3,334.50
1.000 3,319.00
1.618 3,294.00
2.618 3,253.50
4.250 3,187.50
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 3,379.75 3,399.50
PP 3,377.75 3,390.75
S1 3,375.50 3,382.25

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

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