E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 3,713.00 3,718.25 5.25 0.1% 3,670.00
High 3,723.00 3,724.00 1.00 0.0% 3,723.00
Low 3,677.25 3,596.00 -81.25 -2.2% 3,636.25
Close 3,706.25 3,685.75 -20.50 -0.6% 3,706.25
Range 45.75 128.00 82.25 179.8% 86.75
ATR 47.51 53.26 5.75 12.1% 0.00
Volume 1,731,161 1,837,575 106,414 6.1% 8,662,538
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 4,052.50 3,997.25 3,756.25
R3 3,924.50 3,869.25 3,721.00
R2 3,796.50 3,796.50 3,709.25
R1 3,741.25 3,741.25 3,697.50 3,705.00
PP 3,668.50 3,668.50 3,668.50 3,650.50
S1 3,613.25 3,613.25 3,674.00 3,577.00
S2 3,540.50 3,540.50 3,662.25
S3 3,412.50 3,485.25 3,650.50
S4 3,284.50 3,357.25 3,615.25
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 3,724.00 3,596.00 128.00 3.5% 55.25 1.5% 70% True True 1,643,076
10 3,724.00 3,596.00 128.00 3.5% 51.25 1.4% 70% True True 1,283,788
20 3,724.00 3,537.75 186.25 5.1% 46.00 1.2% 79% True False 654,621
40 3,724.00 3,215.75 508.25 13.8% 59.75 1.6% 92% True False 329,694
60 3,724.00 3,215.75 508.25 13.8% 58.75 1.6% 92% True False 220,371
80 3,724.00 3,190.25 533.75 14.5% 63.75 1.7% 93% True False 165,631
100 3,724.00 3,190.25 533.75 14.5% 57.75 1.6% 93% True False 132,514
120 3,724.00 3,081.75 642.25 17.4% 56.50 1.5% 94% True False 110,431
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 10.48
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 4,268.00
2.618 4,059.00
1.618 3,931.00
1.000 3,852.00
0.618 3,803.00
HIGH 3,724.00
0.618 3,675.00
0.500 3,660.00
0.382 3,645.00
LOW 3,596.00
0.618 3,517.00
1.000 3,468.00
1.618 3,389.00
2.618 3,261.00
4.250 3,052.00
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 3,677.25 3,677.25
PP 3,668.50 3,668.50
S1 3,660.00 3,660.00

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

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