E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 3,670.00 3,647.00 -23.00 -0.6% 3,687.00
High 3,691.50 3,688.50 -3.00 -0.1% 3,707.00
Low 3,637.50 3,636.25 -1.25 0.0% 3,620.75
Close 3,640.00 3,687.00 47.00 1.3% 3,653.50
Range 54.00 52.25 -1.75 -3.2% 86.25
ATR 51.18 51.26 0.08 0.1% 0.00
Volume 2,284,730 1,909,018 -375,712 -16.4% 2,379,078
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,827.25 3,809.50 3,715.75
R3 3,775.00 3,757.25 3,701.25
R2 3,722.75 3,722.75 3,696.50
R1 3,705.00 3,705.00 3,691.75 3,714.00
PP 3,670.50 3,670.50 3,670.50 3,675.00
S1 3,652.75 3,652.75 3,682.25 3,661.50
S2 3,618.25 3,618.25 3,677.50
S3 3,566.00 3,600.50 3,672.75
S4 3,513.75 3,548.25 3,658.25
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 2.3% 49.00 1.3% 77% False False 1,293,410
10 3,707.00 3,620.75 86.25 2.3% 41.25 1.1% 77% False False 669,499
20 3,707.00 3,534.00 173.00 4.7% 44.25 1.2% 88% False False 341,160
40 3,707.00 3,215.75 491.25 13.3% 58.50 1.6% 96% False False 172,154
60 3,707.00 3,190.25 516.75 14.0% 60.25 1.6% 96% False False 115,517
80 3,707.00 3,190.25 516.75 14.0% 62.50 1.7% 96% False False 86,808
100 3,707.00 3,177.75 529.25 14.4% 57.50 1.6% 96% False False 69,450
120 3,707.00 2,969.50 737.50 20.0% 56.75 1.5% 97% False False 57,878
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 10.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,910.50
2.618 3,825.25
1.618 3,773.00
1.000 3,740.75
0.618 3,720.75
HIGH 3,688.50
0.618 3,668.50
0.500 3,662.50
0.382 3,656.25
LOW 3,636.25
0.618 3,604.00
1.000 3,584.00
1.618 3,551.75
2.618 3,499.50
4.250 3,414.25
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 3,678.75 3,676.75
PP 3,670.50 3,666.50
S1 3,662.50 3,656.00

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

View Archives - Comment on this page... - Back to Index of Symbols