E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 10-Dec-2020

Day Change Summary
	Previous	Current
	09-Dec-2020	10-Dec-2020	Change	Change %	Previous Week
Open	3,700.25	3,661.25	-39.00	-1.1%	3,634.25
High	3,707.00	3,673.25	-33.75	-0.9%	3,692.00
Low	3,651.50	3,636.00	-15.50	-0.4%	3,583.75
Close	3,664.25	3,660.75	-3.50	-0.1%	3,690.00
Range	55.50	37.25	-18.25	-32.9%	108.25
ATR	52.41	51.33	-1.08	-2.1%	0.00
Volume	111,361	505,622	394,261	354.0%	179,275

Daily Pivots for day following 10-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,768.50	3,751.75	3,681.25
R3	3,731.25	3,714.50	3,671.00
R2	3,694.00	3,694.00	3,667.50
R1	3,677.25	3,677.25	3,664.25	3,667.00
PP	3,656.75	3,656.75	3,656.75	3,651.50
S1	3,640.00	3,640.00	3,657.25	3,629.75
S2	3,619.50	3,619.50	3,654.00
S3	3,582.25	3,602.75	3,650.50
S4	3,545.00	3,565.50	3,640.25

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	3,707.00	3,636.00	71.00	1.9%	40.50	1.1%	35%	False	True	151,337
10	3,707.00	3,583.75	123.25	3.4%	40.00	1.1%	62%	False	False	90,915
20	3,707.00	3,504.50	202.50	5.5%	45.25	1.2%	77%	False	False	49,378
40	3,707.00	3,215.75	491.25	13.4%	59.25	1.6%	91%	False	False	26,070
60	3,707.00	3,190.25	516.75	14.1%	62.25	1.7%	91%	False	False	18,118
80	3,707.00	3,190.25	516.75	14.1%	62.00	1.7%	91%	False	False	13,683
100	3,707.00	3,173.00	534.00	14.6%	57.25	1.6%	91%	False	False	10,951

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	9.63
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,831.50
2.618	3,770.75
1.618	3,733.50
1.000	3,710.50
0.618	3,696.25
HIGH	3,673.25
0.618	3,659.00
0.500	3,654.50
0.382	3,650.25
LOW	3,636.00
0.618	3,613.00
1.000	3,598.75
1.618	3,575.75
2.618	3,538.50
4.250	3,477.75

Fisher Pivots for day following 10-Dec-2020
Pivot	1 day	3 day
R1	3,658.75	3,671.50
PP	3,656.75	3,668.00
S1	3,654.50	3,664.25

Download as Excel Spreadsheet

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

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