E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 08-Jan-2021
Day Change Summary
Previous Current
07-Jan-2021 08-Jan-2021 Change Change % Previous Week
Open 3,752.50 3,797.75 45.25 1.2% 3,748.75
High 3,804.00 3,824.50 20.50 0.5% 3,824.50
Low 3,742.00 3,775.00 33.00 0.9% 3,652.50
Close 3,795.50 3,817.50 22.00 0.6% 3,817.50
Range 62.00 49.50 -12.50 -20.2% 172.00
ATR 55.05 54.65 -0.40 -0.7% 0.00
Volume 1,302,021 1,619,438 317,417 24.4% 8,500,252
Daily Pivots for day following 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 3,954.25 3,935.25 3,844.75
R3 3,904.75 3,885.75 3,831.00
R2 3,855.25 3,855.25 3,826.50
R1 3,836.25 3,836.25 3,822.00 3,845.75
PP 3,805.75 3,805.75 3,805.75 3,810.50
S1 3,786.75 3,786.75 3,813.00 3,796.25
S2 3,756.25 3,756.25 3,808.50
S3 3,706.75 3,737.25 3,804.00
S4 3,657.25 3,687.75 3,790.25
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 4,280.75 4,221.25 3,912.00
R3 4,108.75 4,049.25 3,864.75
R2 3,936.75 3,936.75 3,849.00
R1 3,877.25 3,877.25 3,833.25 3,907.00
PP 3,764.75 3,764.75 3,764.75 3,779.75
S1 3,705.25 3,705.25 3,801.75 3,735.00
S2 3,592.75 3,592.75 3,786.00
S3 3,420.75 3,533.25 3,770.25
S4 3,248.75 3,361.25 3,723.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,824.50 3,652.50 172.00 4.5% 75.75 2.0% 96% True False 1,700,050
10 3,824.50 3,652.50 172.00 4.5% 54.50 1.4% 96% True False 1,238,653
20 3,824.50 3,596.00 228.50 6.0% 52.00 1.4% 97% True False 1,358,770
40 3,824.50 3,504.50 320.00 8.4% 48.75 1.3% 98% True False 691,523
60 3,824.50 3,215.75 608.75 15.9% 57.00 1.5% 99% True False 461,891
80 3,824.50 3,190.25 634.25 16.6% 59.75 1.6% 99% True False 346,983
100 3,824.50 3,190.25 634.25 16.6% 59.75 1.6% 99% True False 277,644
120 3,824.50 3,173.00 651.50 17.1% 56.50 1.5% 99% True False 231,374
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 15.88
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,035.00
2.618 3,954.00
1.618 3,904.50
1.000 3,874.00
0.618 3,855.00
HIGH 3,824.50
0.618 3,805.50
0.500 3,799.75
0.382 3,794.00
LOW 3,775.00
0.618 3,744.50
1.000 3,725.50
1.618 3,695.00
2.618 3,645.50
4.250 3,564.50
Fisher Pivots for day following 08-Jan-2021
Pivot 1 day 3 day
R1 3,811.50 3,796.75
PP 3,805.75 3,775.75
S1 3,799.75 3,755.00

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

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