E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 31-Dec-2020

Day Change Summary
	Previous	Current
	30-Dec-2020	31-Dec-2020	Change	Change %	Previous Week
Open	3,724.50	3,725.00	0.50	0.0%	3,718.25
High	3,738.25	3,753.00	14.75	0.4%	3,724.00
Low	3,716.50	3,715.00	-1.50	0.0%	3,596.00
Close	3,724.25	3,748.75	24.50	0.7%	3,695.00
Range	21.75	38.00	16.25	74.7%	128.00
ATR	46.60	45.99	-0.61	-1.3%	0.00
Volume	769,995	993,343	223,348	29.0%	4,334,042

Daily Pivots for day following 31-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,853.00	3,838.75	3,769.75
R3	3,815.00	3,800.75	3,759.25
R2	3,777.00	3,777.00	3,755.75
R1	3,762.75	3,762.75	3,752.25	3,770.00
PP	3,739.00	3,739.00	3,739.00	3,742.50
S1	3,724.75	3,724.75	3,745.25	3,732.00
S2	3,701.00	3,701.00	3,741.75
S3	3,663.00	3,686.75	3,738.25
S4	3,625.00	3,648.75	3,727.75

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	3,753.00	3,676.00	77.00	2.1%	33.25	0.9%	94%	True	False	777,255
10	3,753.00	3,596.00	157.00	4.2%	44.75	1.2%	97%	True	False	1,080,958
20	3,753.00	3,596.00	157.00	4.2%	42.75	1.1%	97%	True	False	947,978
40	3,753.00	3,311.00	442.00	11.8%	52.25	1.4%	99%	True	False	479,658
60	3,753.00	3,215.75	537.25	14.3%	55.50	1.5%	99%	True	False	320,379
80	3,753.00	3,190.25	562.75	15.0%	59.75	1.6%	99%	True	False	240,770
100	3,753.00	3,190.25	562.75	15.0%	57.75	1.5%	99%	True	False	192,643
120	3,753.00	3,102.00	651.00	17.4%	55.00	1.5%	99%	True	False	160,539

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.13
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,914.50
2.618	3,852.50
1.618	3,814.50
1.000	3,791.00
0.618	3,776.50
HIGH	3,753.00
0.618	3,738.50
0.500	3,734.00
0.382	3,729.50
LOW	3,715.00
0.618	3,691.50
1.000	3,677.00
1.618	3,653.50
2.618	3,615.50
4.250	3,553.50

Fisher Pivots for day following 31-Dec-2020
Pivot	1 day	3 day
R1	3,743.75	3,743.75
PP	3,739.00	3,738.75
S1	3,734.00	3,733.75

Download as Excel Spreadsheet

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

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