E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary
Previous Current
20-Jan-2021 21-Jan-2021 Change Change % Previous Week
Open 3,796.75 3,841.50 44.75 1.2% 3,815.50
High 3,852.50 3,859.75 7.25 0.2% 3,820.75
Low 3,788.50 3,836.50 48.00 1.3% 3,741.50
Close 3,845.00 3,846.00 1.00 0.0% 3,762.25
Range 64.00 23.25 -40.75 -63.7% 79.25
ATR 52.02 49.96 -2.05 -4.0% 0.00
Volume 1,248,787 1,068,271 -180,516 -14.5% 6,510,097
Daily Pivots for day following 21-Jan-2021
Classic Woodie Camarilla DeMark
R4 3,917.25 3,904.75 3,858.75
R3 3,894.00 3,881.50 3,852.50
R2 3,870.75 3,870.75 3,850.25
R1 3,858.25 3,858.25 3,848.25 3,864.50
PP 3,847.50 3,847.50 3,847.50 3,850.50
S1 3,835.00 3,835.00 3,843.75 3,841.25
S2 3,824.25 3,824.25 3,841.75
S3 3,801.00 3,811.75 3,839.50
S4 3,777.75 3,788.50 3,833.25
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 3,859.75 3,740.50 119.25 3.1% 46.25 1.2% 88% True False 1,316,982
10 3,859.75 3,740.50 119.25 3.1% 46.25 1.2% 88% True False 1,306,419
20 3,859.75 3,651.00 208.75 5.4% 49.00 1.3% 93% True False 1,232,804
40 3,859.75 3,537.75 322.00 8.4% 47.50 1.2% 96% True False 943,712
60 3,859.75 3,215.75 644.00 16.7% 56.25 1.5% 98% True False 630,731
80 3,859.75 3,215.75 644.00 16.7% 56.50 1.5% 98% True False 473,479
100 3,859.75 3,190.25 669.50 17.4% 60.75 1.6% 98% True False 379,065
120 3,859.75 3,190.25 669.50 17.4% 56.25 1.5% 98% True False 315,895
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 10.33
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3,958.50
2.618 3,920.50
1.618 3,897.25
1.000 3,883.00
0.618 3,874.00
HIGH 3,859.75
0.618 3,850.75
0.500 3,848.00
0.382 3,845.50
LOW 3,836.50
0.618 3,822.25
1.000 3,813.25
1.618 3,799.00
2.618 3,775.75
4.250 3,737.75
Fisher Pivots for day following 21-Jan-2021
Pivot 1 day 3 day
R1 3,848.00 3,830.75
PP 3,847.50 3,815.50
S1 3,846.75 3,800.00

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

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