E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 20-Jan-2021

Day Change Summary
	Previous	Current
	19-Jan-2021	20-Jan-2021	Change	Change %	Previous Week
Open	3,750.00	3,796.75	46.75	1.2%	3,815.50
High	3,797.00	3,852.50	55.50	1.5%	3,820.75
Low	3,740.50	3,788.50	48.00	1.3%	3,741.50
Close	3,790.50	3,845.00	54.50	1.4%	3,762.25
Range	56.50	64.00	7.50	13.3%	79.25
ATR	51.10	52.02	0.92	1.8%	0.00
Volume	1,315,580	1,248,787	-66,793	-5.1%	6,510,097

Daily Pivots for day following 20-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,020.75	3,996.75	3,880.25
R3	3,956.75	3,932.75	3,862.50
R2	3,892.75	3,892.75	3,856.75
R1	3,868.75	3,868.75	3,850.75	3,880.75
PP	3,828.75	3,828.75	3,828.75	3,834.50
S1	3,804.75	3,804.75	3,839.25	3,816.75
S2	3,764.75	3,764.75	3,833.25
S3	3,700.75	3,740.75	3,827.50
S4	3,636.75	3,676.75	3,809.75

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	3,852.50	3,740.50	112.00	2.9%	49.00	1.3%	93%	True	False	1,313,165
10	3,852.50	3,685.50	167.00	4.3%	53.00	1.4%	96%	True	False	1,412,307
20	3,852.50	3,596.00	256.50	6.7%	54.25	1.4%	97%	True	False	1,271,269
40	3,852.50	3,534.00	318.50	8.3%	47.75	1.2%	98%	True	False	917,345
60	3,852.50	3,215.75	636.75	16.6%	56.25	1.5%	99%	True	False	612,933
80	3,852.50	3,198.50	654.00	17.0%	57.25	1.5%	99%	True	False	460,208
100	3,852.50	3,190.25	662.25	17.2%	60.75	1.6%	99%	True	False	368,384
120	3,852.50	3,177.75	674.75	17.5%	56.75	1.5%	99%	True	False	306,993

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	False
Bear Hook	False
Bull Hook	False
Stretch	13.03
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4,124.50
2.618	4,020.00
1.618	3,956.00
1.000	3,916.50
0.618	3,892.00
HIGH	3,852.50
0.618	3,828.00
0.500	3,820.50
0.382	3,813.00
LOW	3,788.50
0.618	3,749.00
1.000	3,724.50
1.618	3,685.00
2.618	3,621.00
4.250	3,516.50

Fisher Pivots for day following 20-Jan-2021
Pivot	1 day	3 day
R1	3,836.75	3,828.75
PP	3,828.75	3,812.75
S1	3,820.50	3,796.50

Download as Excel Spreadsheet

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

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