E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 28-Dec-2020

Day Change Summary
	Previous	Current
	24-Dec-2020	28-Dec-2020	Change	Change %	Previous Week
Open	3,685.25	3,682.00	-3.25	-0.1%	3,718.25
High	3,696.00	3,732.25	36.25	1.0%	3,724.00
Low	3,678.50	3,676.00	-2.50	-0.1%	3,596.00
Close	3,695.00	3,727.50	32.50	0.9%	3,695.00
Range	17.50	56.25	38.75	221.4%	128.00
ATR	49.18	49.69	0.50	1.0%	0.00
Volume	369,650	760,654	391,004	105.8%	4,334,042

Daily Pivots for day following 28-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,880.75	3,860.25	3,758.50
R3	3,824.50	3,804.00	3,743.00
R2	3,768.25	3,768.25	3,737.75
R1	3,747.75	3,747.75	3,732.75	3,758.00
PP	3,712.00	3,712.00	3,712.00	3,717.00
S1	3,691.50	3,691.50	3,722.25	3,701.75
S2	3,655.75	3,655.75	3,717.25
S3	3,599.50	3,635.25	3,712.00
S4	3,543.25	3,579.00	3,696.50

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	4,055.75	4,003.25	3,765.50
R3	3,927.75	3,875.25	3,730.25
R2	3,799.75	3,799.75	3,718.50
R1	3,747.25	3,747.25	3,706.75	3,709.50
PP	3,671.75	3,671.75	3,671.75	3,652.75
S1	3,619.25	3,619.25	3,683.25	3,581.50
S2	3,543.75	3,543.75	3,671.50
S3	3,415.75	3,491.25	3,659.75
S4	3,287.75	3,363.25	3,624.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,732.25	3,596.00	136.25	3.7%	56.75	1.5%	97%	True	False	1,018,939
10	3,732.25	3,596.00	136.25	3.7%	48.50	1.3%	97%	True	False	1,375,723
20	3,732.25	3,583.75	148.50	4.0%	45.00	1.2%	97%	True	False	815,779
40	3,732.25	3,215.75	516.50	13.9%	55.75	1.5%	99%	True	False	410,978
60	3,732.25	3,215.75	516.50	13.9%	57.50	1.5%	99%	True	False	274,527
80	3,732.25	3,190.25	542.00	14.5%	63.75	1.7%	99%	True	False	206,332
100	3,732.25	3,190.25	542.00	14.5%	57.75	1.6%	99%	True	False	165,084
120	3,732.25	3,087.50	644.75	17.3%	56.00	1.5%	99%	True	False	137,573

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	10.88
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,971.25
2.618	3,879.50
1.618	3,823.25
1.000	3,788.50
0.618	3,767.00
HIGH	3,732.25
0.618	3,710.75
0.500	3,704.00
0.382	3,697.50
LOW	3,676.00
0.618	3,641.25
1.000	3,619.75
1.618	3,585.00
2.618	3,528.75
4.250	3,437.00

Fisher Pivots for day following 28-Dec-2020
Pivot	1 day	3 day
R1	3,719.75	3,715.50
PP	3,712.00	3,703.50
S1	3,704.00	3,691.50

Download as Excel Spreadsheet

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

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