E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 01-Feb-2021
Day Change Summary
Previous Current
29-Jan-2021 01-Feb-2021 Change Change % Previous Week
Open 3,770.25 3,692.25 -78.00 -2.1% 3,835.50
High 3,777.25 3,777.00 -0.25 0.0% 3,862.25
Low 3,685.50 3,656.50 -29.00 -0.8% 3,685.50
Close 3,705.25 3,765.75 60.50 1.6% 3,705.25
Range 91.75 120.50 28.75 31.3% 176.75
ATR 63.24 67.33 4.09 6.5% 0.00
Volume 2,691,820 1,687,396 -1,004,424 -37.3% 10,350,109
Daily Pivots for day following 01-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,094.50 4,050.75 3,832.00
R3 3,974.00 3,930.25 3,799.00
R2 3,853.50 3,853.50 3,787.75
R1 3,809.75 3,809.75 3,776.75 3,831.50
PP 3,733.00 3,733.00 3,733.00 3,744.00
S1 3,689.25 3,689.25 3,754.75 3,711.00
S2 3,612.50 3,612.50 3,743.75
S3 3,492.00 3,568.75 3,732.50
S4 3,371.50 3,448.25 3,699.50
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 4,281.25 4,170.00 3,802.50
R3 4,104.50 3,993.25 3,753.75
R2 3,927.75 3,927.75 3,737.75
R1 3,816.50 3,816.50 3,721.50 3,783.75
PP 3,751.00 3,751.00 3,751.00 3,734.50
S1 3,639.75 3,639.75 3,689.00 3,607.00
S2 3,574.25 3,574.25 3,672.75
S3 3,397.50 3,463.00 3,656.75
S4 3,220.75 3,286.25 3,608.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,862.25 3,656.50 205.75 5.5% 104.00 2.8% 53% False True 2,054,721
10 3,862.25 3,656.50 205.75 5.5% 76.50 2.0% 53% False True 1,685,699
20 3,862.25 3,652.50 209.75 5.6% 67.50 1.8% 54% False False 1,593,367
40 3,862.25 3,596.00 266.25 7.1% 55.00 1.5% 64% False False 1,270,672
60 3,862.25 3,311.00 551.25 14.6% 57.50 1.5% 82% False False 850,895
80 3,862.25 3,215.75 646.50 17.2% 58.50 1.6% 85% False False 638,626
100 3,862.25 3,190.25 672.00 17.8% 61.25 1.6% 86% False False 511,289
120 3,862.25 3,190.25 672.00 17.8% 59.50 1.6% 86% False False 426,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 14.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,289.00
2.618 4,092.50
1.618 3,972.00
1.000 3,897.50
0.618 3,851.50
HIGH 3,777.00
0.618 3,731.00
0.500 3,716.75
0.382 3,702.50
LOW 3,656.50
0.618 3,582.00
1.000 3,536.00
1.618 3,461.50
2.618 3,341.00
4.250 3,144.50
Fisher Pivots for day following 01-Feb-2021
Pivot 1 day 3 day
R1 3,749.50 3,757.25
PP 3,733.00 3,748.50
S1 3,716.75 3,740.00

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

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