E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 3,662.75 3,670.00 7.25 0.2% 3,687.00
High 3,667.00 3,691.50 24.50 0.7% 3,707.00
Low 3,620.75 3,637.50 16.75 0.5% 3,620.75
Close 3,653.50 3,640.00 -13.50 -0.4% 3,653.50
Range 46.25 54.00 7.75 16.8% 86.25
ATR 50.97 51.18 0.22 0.4% 0.00
Volume 1,656,323 2,284,730 628,407 37.9% 2,379,078
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,818.25 3,783.25 3,669.75
R3 3,764.25 3,729.25 3,654.75
R2 3,710.25 3,710.25 3,650.00
R1 3,675.25 3,675.25 3,645.00 3,665.75
PP 3,656.25 3,656.25 3,656.25 3,651.50
S1 3,621.25 3,621.25 3,635.00 3,611.75
S2 3,602.25 3,602.25 3,630.00
S3 3,548.25 3,567.25 3,625.25
S4 3,494.25 3,513.25 3,610.25
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,919.25 3,872.50 3,701.00
R3 3,833.00 3,786.25 3,677.25
R2 3,746.75 3,746.75 3,669.25
R1 3,700.00 3,700.00 3,661.50 3,680.25
PP 3,660.50 3,660.50 3,660.50 3,650.50
S1 3,613.75 3,613.75 3,645.50 3,594.00
S2 3,574.25 3,574.25 3,637.75
S3 3,488.00 3,527.50 3,629.75
S4 3,401.75 3,441.25 3,606.00
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 3,620.75 86.25 2.4% 47.25 1.3% 22% False False 924,501
10 3,707.00 3,617.75 89.25 2.5% 41.00 1.1% 25% False False 482,101
20 3,707.00 3,534.00 173.00 4.8% 43.75 1.2% 61% False False 246,071
40 3,707.00 3,215.75 491.25 13.5% 59.25 1.6% 86% False False 124,456
60 3,707.00 3,190.25 516.75 14.2% 61.25 1.7% 87% False False 83,762
80 3,707.00 3,190.25 516.75 14.2% 62.50 1.7% 87% False False 62,945
100 3,707.00 3,173.00 534.00 14.7% 57.25 1.6% 87% False False 50,361
120 3,707.00 2,969.50 737.50 20.3% 57.00 1.6% 91% False False 41,969
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 True
Bear Hook False
Bull Hook False
Stretch 10.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,921.00
2.618 3,832.75
1.618 3,778.75
1.000 3,745.50
0.618 3,724.75
HIGH 3,691.50
0.618 3,670.75
0.500 3,664.50
0.382 3,658.25
LOW 3,637.50
0.618 3,604.25
1.000 3,583.50
1.618 3,550.25
2.618 3,496.25
4.250 3,408.00
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 3,664.50 3,656.00
PP 3,656.25 3,650.75
S1 3,648.25 3,645.50

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

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