E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 22-Dec-2020

Day Change Summary
	Previous	Current
	21-Dec-2020	22-Dec-2020	Change	Change %	Previous Week
Open	3,718.25	3,685.00	-33.25	-0.9%	3,670.00
High	3,724.00	3,695.00	-29.00	-0.8%	3,723.00
Low	3,596.00	3,663.75	67.75	1.9%	3,636.25
Close	3,685.75	3,677.25	-8.50	-0.2%	3,706.25
Range	128.00	31.25	-96.75	-75.6%	86.75
ATR	53.26	51.69	-1.57	-3.0%	0.00
Volume	1,837,575	1,104,998	-732,577	-39.9%	8,662,538

Daily Pivots for day following 22-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,772.50	3,756.00	3,694.50
R3	3,741.25	3,724.75	3,685.75
R2	3,710.00	3,710.00	3,683.00
R1	3,693.50	3,693.50	3,680.00	3,686.00
PP	3,678.75	3,678.75	3,678.75	3,675.00
S1	3,662.25	3,662.25	3,674.50	3,655.00
S2	3,647.50	3,647.50	3,671.50
S3	3,616.25	3,631.00	3,668.75
S4	3,585.00	3,599.75	3,660.00

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	3,724.00	3,596.00	128.00	3.5%	51.00	1.4%	63%	False	False	1,482,272
10	3,724.00	3,596.00	128.00	3.5%	50.00	1.4%	63%	False	False	1,387,841
20	3,724.00	3,569.00	155.00	4.2%	45.50	1.2%	70%	False	False	709,266
40	3,724.00	3,215.75	508.25	13.8%	58.25	1.6%	91%	False	False	357,290
60	3,724.00	3,215.75	508.25	13.8%	58.50	1.6%	91%	False	False	238,774
80	3,724.00	3,190.25	533.75	14.5%	63.75	1.7%	91%	False	False	179,443
100	3,724.00	3,190.25	533.75	14.5%	57.50	1.6%	91%	False	False	143,563
120	3,724.00	3,087.50	636.50	17.3%	56.25	1.5%	93%	False	False	119,639

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.58
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,827.75
2.618	3,776.75
1.618	3,745.50
1.000	3,726.25
0.618	3,714.25
HIGH	3,695.00
0.618	3,683.00
0.500	3,679.50
0.382	3,675.75
LOW	3,663.75
0.618	3,644.50
1.000	3,632.50
1.618	3,613.25
2.618	3,582.00
4.250	3,531.00

Fisher Pivots for day following 22-Dec-2020
Pivot	1 day	3 day
R1	3,679.50	3,671.50
PP	3,678.75	3,665.75
S1	3,678.00	3,660.00

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

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