E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 04-Jan-2021

Day Change Summary
	Previous	Current
	31-Dec-2020	04-Jan-2021	Change	Change %	Previous Week
Open	3,725.00	3,748.75	23.75	0.6%	3,682.00
High	3,753.00	3,773.25	20.25	0.5%	3,753.00
Low	3,715.00	3,652.50	-62.50	-1.7%	3,676.00
Close	3,748.75	3,692.25	-56.50	-1.5%	3,748.75
Range	38.00	120.75	82.75	217.8%	77.00
ATR	45.99	51.33	5.34	11.6%	0.00
Volume	993,343	2,037,616	1,044,273	105.1%	3,516,628

Daily Pivots for day following 04-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,068.25	4,001.00	3,758.75
R3	3,947.50	3,880.25	3,725.50
R2	3,826.75	3,826.75	3,714.50
R1	3,759.50	3,759.50	3,703.25	3,732.75
PP	3,706.00	3,706.00	3,706.00	3,692.50
S1	3,638.75	3,638.75	3,681.25	3,612.00
S2	3,585.25	3,585.25	3,670.00
S3	3,464.50	3,518.00	3,659.00
S4	3,343.75	3,397.25	3,625.75

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3,957.00	3,929.75	3,791.00
R3	3,880.00	3,852.75	3,770.00
R2	3,803.00	3,803.00	3,762.75
R1	3,775.75	3,775.75	3,755.75	3,789.50
PP	3,726.00	3,726.00	3,726.00	3,732.75
S1	3,698.75	3,698.75	3,741.75	3,712.50
S2	3,649.00	3,649.00	3,734.75
S3	3,572.00	3,621.75	3,727.50
S4	3,495.00	3,544.75	3,706.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,773.25	3,652.50	120.75	3.3%	54.00	1.5%	33%	True	True	1,110,848
10	3,773.25	3,596.00	177.25	4.8%	54.25	1.5%	54%	True	False	1,161,944
20	3,773.25	3,596.00	177.25	4.8%	47.50	1.3%	54%	True	False	1,048,191
40	3,773.25	3,418.75	354.50	9.6%	51.25	1.4%	77%	True	False	530,431
60	3,773.25	3,215.75	557.50	15.1%	56.00	1.5%	85%	True	False	354,278
80	3,773.25	3,190.25	583.00	15.8%	59.50	1.6%	86%	True	False	266,237
100	3,773.25	3,190.25	583.00	15.8%	58.50	1.6%	86%	True	False	213,018
120	3,773.25	3,172.00	601.25	16.3%	55.50	1.5%	87%	True	False	177,519

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	12.08
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4,286.50
2.618	4,089.25
1.618	3,968.50
1.000	3,894.00
0.618	3,847.75
HIGH	3,773.25
0.618	3,727.00
0.500	3,713.00
0.382	3,698.75
LOW	3,652.50
0.618	3,578.00
1.000	3,531.75
1.618	3,457.25
2.618	3,336.50
4.250	3,139.25

Fisher Pivots for day following 04-Jan-2021
Pivot	1 day	3 day
R1	3,713.00	3,713.00
PP	3,706.00	3,706.00
S1	3,699.00	3,699.00

Download as Excel Spreadsheet

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

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