E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 14-Jan-2021

Day Change Summary
	Previous	Current
	13-Jan-2021	14-Jan-2021	Change	Change %	Previous Week
Open	3,792.00	3,808.50	16.50	0.4%	3,748.75
High	3,813.50	3,817.75	4.25	0.1%	3,824.50
Low	3,776.50	3,786.25	9.75	0.3%	3,652.50
Close	3,803.75	3,791.25	-12.50	-0.3%	3,817.50
Range	37.00	31.50	-5.50	-14.9%	172.00
ATR	51.69	50.25	-1.44	-2.8%	0.00
Volume	1,049,186	1,170,812	121,626	11.6%	8,500,252

Daily Pivots for day following 14-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3,893.00	3,873.50	3,808.50
R3	3,861.50	3,842.00	3,800.00
R2	3,830.00	3,830.00	3,797.00
R1	3,810.50	3,810.50	3,794.25	3,804.50
PP	3,798.50	3,798.50	3,798.50	3,795.50
S1	3,779.00	3,779.00	3,788.25	3,773.00
S2	3,767.00	3,767.00	3,785.50
S3	3,735.50	3,747.50	3,782.50
S4	3,704.00	3,716.00	3,774.00

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	3,768.00	56.50	1.5%	40.25	1.1%	41%	False	False	1,269,614
10	3,824.50	3,652.50	172.00	4.5%	56.75	1.5%	81%	False	False	1,422,222
20	3,824.50	3,596.00	228.50	6.0%	50.00	1.3%	85%	False	False	1,277,417
40	3,824.50	3,534.00	290.50	7.7%	47.25	1.2%	89%	False	False	809,289
60	3,824.50	3,215.75	608.75	16.1%	55.75	1.5%	95%	False	False	540,575
80	3,824.50	3,190.25	634.25	16.7%	57.75	1.5%	95%	False	False	405,992
100	3,824.50	3,190.25	634.25	16.7%	60.00	1.6%	95%	False	False	324,930
120	3,824.50	3,177.75	646.75	17.1%	56.25	1.5%	95%	False	False	270,778

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	16.40
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3,951.50
2.618	3,900.25
1.618	3,868.75
1.000	3,849.25
0.618	3,837.25
HIGH	3,817.75
0.618	3,805.75
0.500	3,802.00
0.382	3,798.25
LOW	3,786.25
0.618	3,766.75
1.000	3,754.75
1.618	3,735.25
2.618	3,703.75
4.250	3,652.50

Fisher Pivots for day following 14-Jan-2021
Pivot	1 day	3 day
R1	3,802.00	3,793.00
PP	3,798.50	3,792.25
S1	3,794.75	3,791.75

Download as Excel Spreadsheet

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

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