E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	3,663.25	3,660.00	-3.25	-0.1%	3,634.25
High	3,674.00	3,692.00	18.00	0.5%	3,692.00
Low	3,647.50	3,658.25	10.75	0.3%	3,583.75
Close	3,656.75	3,690.00	33.25	0.9%	3,690.00
Range	26.50	33.75	7.25	27.4%	108.25
ATR	55.86	54.39	-1.47	-2.6%	0.00
Volume	33,344	33,933	589	1.8%	179,275

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,781.25	3,769.50	3,708.50
R3	3,747.50	3,735.75	3,699.25
R2	3,713.75	3,713.75	3,696.25
R1	3,702.00	3,702.00	3,693.00	3,708.00
PP	3,680.00	3,680.00	3,680.00	3,683.00
S1	3,668.25	3,668.25	3,687.00	3,674.00
S2	3,646.25	3,646.25	3,683.75
S3	3,612.50	3,634.50	3,680.75
S4	3,578.75	3,600.75	3,671.50

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,980.00	3,943.25	3,749.50
R3	3,871.75	3,835.00	3,719.75
R2	3,763.50	3,763.50	3,709.75
R1	3,726.75	3,726.75	3,700.00	3,745.00
PP	3,655.25	3,655.25	3,655.25	3,664.50
S1	3,618.50	3,618.50	3,680.00	3,637.00
S2	3,547.00	3,547.00	3,670.25
S3	3,438.75	3,510.25	3,660.25
S4	3,330.50	3,402.00	3,630.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,692.00	3,583.75	108.25	2.9%	40.00	1.1%	98%	True	False	35,855
10	3,692.00	3,534.00	158.00	4.3%	41.25	1.1%	99%	True	False	22,680
20	3,692.00	3,447.75	244.25	6.6%	52.25	1.4%	99%	True	False	14,240
40	3,692.00	3,215.75	476.25	12.9%	60.25	1.6%	100%	True	False	8,132
60	3,692.00	3,190.25	501.75	13.6%	62.75	1.7%	100%	True	False	6,146
80	3,692.00	3,190.25	501.75	13.6%	61.00	1.7%	100%	True	False	4,649
100	3,692.00	3,172.00	520.00	14.1%	57.25	1.5%	100%	True	False	3,724

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.70
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,835.50
2.618	3,780.25
1.618	3,746.50
1.000	3,725.75
0.618	3,712.75
HIGH	3,692.00
0.618	3,679.00
0.500	3,675.00
0.382	3,671.25
LOW	3,658.25
0.618	3,637.50
1.000	3,624.50
1.618	3,603.75
2.618	3,570.00
4.250	3,514.75

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	3,685.00	3,681.00
PP	3,680.00	3,672.00
S1	3,675.00	3,663.00

Download as Excel Spreadsheet

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

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