E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 3,682.00 3,731.00 49.00 1.3% 3,718.25
High 3,732.25 3,747.75 15.50 0.4% 3,724.00
Low 3,676.00 3,714.50 38.50 1.0% 3,596.00
Close 3,727.50 3,720.00 -7.50 -0.2% 3,695.00
Range 56.25 33.25 -23.00 -40.9% 128.00
ATR 49.69 48.51 -1.17 -2.4% 0.00
Volume 760,654 992,636 231,982 30.5% 4,334,042
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,827.25 3,806.75 3,738.25
R3 3,794.00 3,773.50 3,729.25
R2 3,760.75 3,760.75 3,726.00
R1 3,740.25 3,740.25 3,723.00 3,734.00
PP 3,727.50 3,727.50 3,727.50 3,724.25
S1 3,707.00 3,707.00 3,717.00 3,700.50
S2 3,694.25 3,694.25 3,714.00
S3 3,661.00 3,673.75 3,710.75
S4 3,627.75 3,640.50 3,701.75
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 3,747.75 3,651.00 96.75 2.6% 37.75 1.0% 71% True False 849,951
10 3,747.75 3,596.00 151.75 4.1% 46.50 1.3% 82% True False 1,246,514
20 3,747.75 3,596.00 151.75 4.1% 43.75 1.2% 82% True False 864,307
40 3,747.75 3,234.25 513.50 13.8% 54.75 1.5% 95% True False 435,689
60 3,747.75 3,215.75 532.00 14.3% 56.75 1.5% 95% True False 291,018
80 3,747.75 3,190.25 557.50 15.0% 62.00 1.7% 95% True False 218,737
100 3,747.75 3,190.25 557.50 15.0% 57.75 1.6% 95% True False 175,010
120 3,747.75 3,094.75 653.00 17.6% 55.75 1.5% 96% True False 145,845
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 False
Bear Hook False
Bull Hook False
Stretch 10.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,889.00
2.618 3,834.75
1.618 3,801.50
1.000 3,781.00
0.618 3,768.25
HIGH 3,747.75
0.618 3,735.00
0.500 3,731.00
0.382 3,727.25
LOW 3,714.50
0.618 3,694.00
1.000 3,681.25
1.618 3,660.75
2.618 3,627.50
4.250 3,573.25
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 3,731.00 3,717.25
PP 3,727.50 3,714.50
S1 3,723.75 3,712.00

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

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