E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 09-Dec-2020

Day Change Summary
	Previous	Current
	08-Dec-2020	09-Dec-2020	Change	Change %	Previous Week
Open	3,675.50	3,700.25	24.75	0.7%	3,634.25
High	3,699.75	3,707.00	7.25	0.2%	3,692.00
Low	3,656.50	3,651.50	-5.00	-0.1%	3,583.75
Close	3,694.00	3,664.25	-29.75	-0.8%	3,690.00
Range	43.25	55.50	12.25	28.3%	108.25
ATR	52.18	52.41	0.24	0.5%	0.00
Volume	64,470	111,361	46,891	72.7%	179,275

Daily Pivots for day following 09-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,840.75	3,808.00	3,694.75
R3	3,785.25	3,752.50	3,679.50
R2	3,729.75	3,729.75	3,674.50
R1	3,697.00	3,697.00	3,669.25	3,685.50
PP	3,674.25	3,674.25	3,674.25	3,668.50
S1	3,641.50	3,641.50	3,659.25	3,630.00
S2	3,618.75	3,618.75	3,654.00
S3	3,563.25	3,586.00	3,649.00
S4	3,507.75	3,530.50	3,633.75

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	3,707.00	3,647.50	59.50	1.6%	38.50	1.0%	28%	True	False	56,882
10	3,707.00	3,583.75	123.25	3.4%	40.00	1.1%	65%	True	False	40,813
20	3,707.00	3,504.50	202.50	5.5%	45.50	1.2%	79%	True	False	24,276
40	3,707.00	3,215.75	491.25	13.4%	59.50	1.6%	91%	True	False	13,451
60	3,707.00	3,190.25	516.75	14.1%	62.25	1.7%	92%	True	False	9,720
80	3,707.00	3,190.25	516.75	14.1%	61.75	1.7%	92%	True	False	7,363
100	3,707.00	3,173.00	534.00	14.6%	57.25	1.6%	92%	True	False	5,895

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.08
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3,943.00
2.618	3,852.25
1.618	3,796.75
1.000	3,762.50
0.618	3,741.25
HIGH	3,707.00
0.618	3,685.75
0.500	3,679.25
0.382	3,672.75
LOW	3,651.50
0.618	3,617.25
1.000	3,596.00
1.618	3,561.75
2.618	3,506.25
4.250	3,415.50

Fisher Pivots for day following 09-Dec-2020
Pivot	1 day	3 day
R1	3,679.25	3,679.25
PP	3,674.25	3,674.25
S1	3,669.25	3,669.25

Download as Excel Spreadsheet

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

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