E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 18-Dec-2020
Day Change Summary
Previous Current
17-Dec-2020 18-Dec-2020 Change Change % Previous Week
Open 3,697.00 3,713.00 16.00 0.4% 3,670.00
High 3,717.50 3,723.00 5.50 0.1% 3,723.00
Low 3,692.00 3,677.25 -14.75 -0.4% 3,636.25
Close 3,712.75 3,706.25 -6.50 -0.2% 3,706.25
Range 25.50 45.75 20.25 79.4% 86.75
ATR 47.64 47.51 -0.14 -0.3% 0.00
Volume 1,227,753 1,731,161 503,408 41.0% 8,662,538
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,839.50 3,818.50 3,731.50
R3 3,793.75 3,772.75 3,718.75
R2 3,748.00 3,748.00 3,714.75
R1 3,727.00 3,727.00 3,710.50 3,714.50
PP 3,702.25 3,702.25 3,702.25 3,696.00
S1 3,681.25 3,681.25 3,702.00 3,669.00
S2 3,656.50 3,656.50 3,697.75
S3 3,610.75 3,635.50 3,693.75
S4 3,565.00 3,589.75 3,681.00
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,948.75 3,914.25 3,754.00
R3 3,862.00 3,827.50 3,730.00
R2 3,775.25 3,775.25 3,722.25
R1 3,740.75 3,740.75 3,714.25 3,758.00
PP 3,688.50 3,688.50 3,688.50 3,697.00
S1 3,654.00 3,654.00 3,698.25 3,671.25
S2 3,601.75 3,601.75 3,690.25
S3 3,515.00 3,567.25 3,682.50
S4 3,428.25 3,480.50 3,658.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,723.00 3,636.25 86.75 2.3% 40.50 1.1% 81% True False 1,732,507
10 3,723.00 3,620.75 102.25 2.8% 41.75 1.1% 84% True False 1,104,161
20 3,723.00 3,534.00 189.00 5.1% 41.50 1.1% 91% True False 563,421
40 3,723.00 3,215.75 507.25 13.7% 57.50 1.5% 97% True False 283,766
60 3,723.00 3,198.50 524.50 14.2% 58.25 1.6% 97% True False 189,855
80 3,723.00 3,190.25 532.75 14.4% 62.50 1.7% 97% True False 142,662
100 3,723.00 3,177.75 545.25 14.7% 57.25 1.5% 97% True False 114,138
120 3,723.00 3,047.00 676.00 18.2% 55.75 1.5% 98% True False 95,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.93
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,917.50
2.618 3,842.75
1.618 3,797.00
1.000 3,768.75
0.618 3,751.25
HIGH 3,723.00
0.618 3,705.50
0.500 3,700.00
0.382 3,694.75
LOW 3,677.25
0.618 3,649.00
1.000 3,631.50
1.618 3,603.25
2.618 3,557.50
4.250 3,482.75
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 3,704.25 3,704.25
PP 3,702.25 3,702.25
S1 3,700.00 3,700.00

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

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