E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 3,551.50 3,542.50 -9.00 -0.3% 3,585.25
High 3,574.00 3,579.00 5.00 0.1% 3,627.25
Low 3,534.00 3,537.75 3.75 0.1% 3,534.00
Close 3,545.50 3,567.50 22.00 0.6% 3,545.50
Range 40.00 41.25 1.25 3.1% 93.25
ATR 67.13 65.29 -1.85 -2.8% 0.00
Volume 13,565 12,096 -1,469 -10.8% 44,381
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,685.25 3,667.50 3,590.25
R3 3,644.00 3,626.25 3,578.75
R2 3,602.75 3,602.75 3,575.00
R1 3,585.00 3,585.00 3,571.25 3,594.00
PP 3,561.50 3,561.50 3,561.50 3,565.75
S1 3,543.75 3,543.75 3,563.75 3,552.50
S2 3,520.25 3,520.25 3,560.00
S3 3,479.00 3,502.50 3,556.25
S4 3,437.75 3,461.25 3,544.75
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,848.75 3,790.25 3,596.75
R3 3,755.50 3,697.00 3,571.25
R2 3,662.25 3,662.25 3,562.50
R1 3,603.75 3,603.75 3,554.00 3,586.50
PP 3,569.00 3,569.00 3,569.00 3,560.25
S1 3,510.50 3,510.50 3,537.00 3,493.00
S2 3,475.75 3,475.75 3,528.50
S3 3,382.50 3,417.25 3,519.75
S4 3,289.25 3,324.00 3,494.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,619.75 3,534.00 85.75 2.4% 46.25 1.3% 39% False False 9,849
10 3,627.25 3,497.25 130.00 3.6% 50.50 1.4% 54% False False 7,019
20 3,657.50 3,215.75 441.75 12.4% 71.25 2.0% 80% False False 5,314
40 3,657.50 3,215.75 441.75 12.4% 65.00 1.8% 80% False False 3,529
60 3,657.50 3,190.25 467.25 13.1% 70.00 2.0% 81% False False 2,835
80 3,657.50 3,190.25 467.25 13.1% 60.50 1.7% 81% False False 2,138
100 3,657.50 3,087.50 570.00 16.0% 58.50 1.6% 84% False False 1,714
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,754.25
2.618 3,687.00
1.618 3,645.75
1.000 3,620.25
0.618 3,604.50
HIGH 3,579.00
0.618 3,563.25
0.500 3,558.50
0.382 3,553.50
LOW 3,537.75
0.618 3,512.25
1.000 3,496.50
1.618 3,471.00
2.618 3,429.75
4.250 3,362.50
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 3,564.50 3,563.75
PP 3,561.50 3,560.25
S1 3,558.50 3,556.50

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

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