E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 25-Jan-2021
Day Change Summary
Previous Current
22-Jan-2021 25-Jan-2021 Change Change % Previous Week
Open 3,846.75 3,835.50 -11.25 -0.3% 3,750.00
High 3,849.00 3,853.25 4.25 0.1% 3,859.75
Low 3,813.25 3,788.50 -24.75 -0.6% 3,740.50
Close 3,834.25 3,848.50 14.25 0.4% 3,834.25
Range 35.75 64.75 29.00 81.1% 119.25
ATR 48.95 50.08 1.13 2.3% 0.00
Volume 1,186,856 1,763,898 577,042 48.6% 4,819,494
Daily Pivots for day following 25-Jan-2021
Classic Woodie Camarilla DeMark
R4 4,024.25 4,001.25 3,884.00
R3 3,959.50 3,936.50 3,866.25
R2 3,894.75 3,894.75 3,860.25
R1 3,871.75 3,871.75 3,854.50 3,883.25
PP 3,830.00 3,830.00 3,830.00 3,836.00
S1 3,807.00 3,807.00 3,842.50 3,818.50
S2 3,765.25 3,765.25 3,836.75
S3 3,700.50 3,742.25 3,830.75
S4 3,635.75 3,677.50 3,813.00
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 4,169.25 4,121.00 3,899.75
R3 4,050.00 4,001.75 3,867.00
R2 3,930.75 3,930.75 3,856.00
R1 3,882.50 3,882.50 3,845.25 3,906.50
PP 3,811.50 3,811.50 3,811.50 3,823.50
S1 3,763.25 3,763.25 3,823.25 3,787.50
S2 3,692.25 3,692.25 3,812.50
S3 3,573.00 3,644.00 3,801.50
S4 3,453.75 3,524.75 3,768.75
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% 48.75 1.3% 91% False False 1,316,678
10 3,859.75 3,740.50 119.25 3.1% 45.25 1.2% 91% False False 1,309,348
20 3,859.75 3,652.50 207.25 5.4% 49.75 1.3% 95% False False 1,274,000
40 3,859.75 3,583.75 276.00 7.2% 47.25 1.2% 96% False False 1,016,925
60 3,859.75 3,215.75 644.00 16.7% 55.75 1.4% 98% False False 679,878
80 3,859.75 3,215.75 644.00 16.7% 56.25 1.5% 98% False False 510,318
100 3,859.75 3,190.25 669.50 17.4% 61.25 1.6% 98% False False 408,571
120 3,859.75 3,190.25 669.50 17.4% 56.25 1.5% 98% False False 340,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.00
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,128.50
2.618 4,022.75
1.618 3,958.00
1.000 3,918.00
0.618 3,893.25
HIGH 3,853.25
0.618 3,828.50
0.500 3,821.00
0.382 3,813.25
LOW 3,788.50
0.618 3,748.50
1.000 3,723.75
1.618 3,683.75
2.618 3,619.00
4.250 3,513.25
Fisher Pivots for day following 25-Jan-2021
Pivot 1 day 3 day
R1 3,839.25 3,840.50
PP 3,830.00 3,832.25
S1 3,821.00 3,824.00

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

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