E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 3,793.00 3,750.00 -43.00 -1.1% 3,815.50
High 3,797.75 3,797.00 -0.75 0.0% 3,820.75
Low 3,741.50 3,740.50 -1.00 0.0% 3,741.50
Close 3,762.25 3,790.50 28.25 0.8% 3,762.25
Range 56.25 56.50 0.25 0.4% 79.25
ATR 50.68 51.10 0.42 0.8% 0.00
Volume 1,781,463 1,315,580 -465,883 -26.2% 6,510,097
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 3,945.50 3,924.50 3,821.50
R3 3,889.00 3,868.00 3,806.00
R2 3,832.50 3,832.50 3,800.75
R1 3,811.50 3,811.50 3,795.75 3,822.00
PP 3,776.00 3,776.00 3,776.00 3,781.25
S1 3,755.00 3,755.00 3,785.25 3,765.50
S2 3,719.50 3,719.50 3,780.25
S3 3,663.00 3,698.50 3,775.00
S4 3,606.50 3,642.00 3,759.50
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 4,012.50 3,966.75 3,805.75
R3 3,933.25 3,887.50 3,784.00
R2 3,854.00 3,854.00 3,776.75
R1 3,808.25 3,808.25 3,769.50 3,791.50
PP 3,774.75 3,774.75 3,774.75 3,766.50
S1 3,729.00 3,729.00 3,755.00 3,712.25
S2 3,695.50 3,695.50 3,747.75
S3 3,616.25 3,649.75 3,740.50
S4 3,537.00 3,570.50 3,718.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,817.75 3,740.50 77.25 2.0% 44.00 1.2% 65% False True 1,306,651
10 3,824.50 3,673.25 151.25 4.0% 52.25 1.4% 78% False False 1,428,831
20 3,824.50 3,596.00 228.50 6.0% 53.25 1.4% 85% False False 1,295,388
40 3,824.50 3,534.00 290.50 7.7% 47.25 1.2% 88% False False 886,314
60 3,824.50 3,215.75 608.75 16.1% 56.00 1.5% 94% False False 592,147
80 3,824.50 3,190.25 634.25 16.7% 57.25 1.5% 95% False False 444,626
100 3,824.50 3,190.25 634.25 16.7% 60.75 1.6% 95% False False 355,897
120 3,824.50 3,177.75 646.75 17.1% 56.50 1.5% 95% False False 296,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 14.38
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,037.00
2.618 3,945.00
1.618 3,888.50
1.000 3,853.50
0.618 3,832.00
HIGH 3,797.00
0.618 3,775.50
0.500 3,768.75
0.382 3,762.00
LOW 3,740.50
0.618 3,705.50
1.000 3,684.00
1.618 3,649.00
2.618 3,592.50
4.250 3,500.50
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 3,783.25 3,786.75
PP 3,776.00 3,783.00
S1 3,768.75 3,779.00

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

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