E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	3,687.00	3,675.50	-11.50	-0.3%	3,634.25
High	3,697.25	3,699.75	2.50	0.1%	3,692.00
Low	3,664.25	3,656.50	-7.75	-0.2%	3,583.75
Close	3,682.50	3,694.00	11.50	0.3%	3,690.00
Range	33.00	43.25	10.25	31.1%	108.25
ATR	52.86	52.18	-0.69	-1.3%	0.00
Volume	41,302	64,470	23,168	56.1%	179,275

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,813.25	3,796.75	3,717.75
R3	3,770.00	3,753.50	3,706.00
R2	3,726.75	3,726.75	3,702.00
R1	3,710.25	3,710.25	3,698.00	3,718.50
PP	3,683.50	3,683.50	3,683.50	3,687.50
S1	3,667.00	3,667.00	3,690.00	3,675.25
S2	3,640.25	3,640.25	3,686.00
S3	3,597.00	3,623.75	3,682.00
S4	3,553.75	3,580.50	3,670.25

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	3,699.75	3,634.25	65.50	1.8%	33.50	0.9%	91%	True	False	45,587
10	3,699.75	3,569.00	130.75	3.5%	40.75	1.1%	96%	True	False	30,691
20	3,699.75	3,497.25	202.50	5.5%	45.50	1.2%	97%	True	False	18,855
40	3,699.75	3,215.75	484.00	13.1%	59.25	1.6%	99%	True	False	10,702
60	3,699.75	3,190.25	509.50	13.8%	62.00	1.7%	99%	True	False	7,892
80	3,699.75	3,190.25	509.50	13.8%	61.25	1.7%	99%	True	False	5,971
100	3,699.75	3,173.00	526.75	14.3%	57.25	1.6%	99%	True	False	4,781

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.40
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,883.50
2.618	3,813.00
1.618	3,769.75
1.000	3,743.00
0.618	3,726.50
HIGH	3,699.75
0.618	3,683.25
0.500	3,678.00
0.382	3,673.00
LOW	3,656.50
0.618	3,629.75
1.000	3,613.25
1.618	3,586.50
2.618	3,543.25
4.250	3,472.75

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	3,688.75	3,688.75
PP	3,683.50	3,683.50
S1	3,678.00	3,678.00

Download as Excel Spreadsheet

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

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