E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 03-Feb-2021
Day Change Summary
Previous Current
02-Feb-2021 03-Feb-2021 Change Change % Previous Week
Open 3,764.75 3,829.50 64.75 1.7% 3,835.50
High 3,835.75 3,843.50 7.75 0.2% 3,862.25
Low 3,760.00 3,807.75 47.75 1.3% 3,685.50
Close 3,818.25 3,823.50 5.25 0.1% 3,705.25
Range 75.75 35.75 -40.00 -52.8% 176.75
ATR 67.93 65.63 -2.30 -3.4% 0.00
Volume 1,419,765 1,285,692 -134,073 -9.4% 10,350,109
Daily Pivots for day following 03-Feb-2021
Classic Woodie Camarilla DeMark
R4 3,932.25 3,913.50 3,843.25
R3 3,896.50 3,877.75 3,833.25
R2 3,860.75 3,860.75 3,830.00
R1 3,842.00 3,842.00 3,826.75 3,833.50
PP 3,825.00 3,825.00 3,825.00 3,820.50
S1 3,806.25 3,806.25 3,820.25 3,797.75
S2 3,789.25 3,789.25 3,817.00
S3 3,753.50 3,770.50 3,813.75
S4 3,717.75 3,734.75 3,803.75
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 3,843.50 3,656.50 187.00 4.9% 88.75 2.3% 89% True False 1,846,916
10 3,862.25 3,656.50 205.75 5.4% 75.50 2.0% 81% False False 1,699,808
20 3,862.25 3,656.50 205.75 5.4% 64.25 1.7% 81% False False 1,556,058
40 3,862.25 3,596.00 266.25 7.0% 56.50 1.5% 85% False False 1,336,627
60 3,862.25 3,447.75 414.50 10.8% 55.00 1.4% 91% False False 895,831
80 3,862.25 3,215.75 646.50 16.9% 58.25 1.5% 94% False False 672,379
100 3,862.25 3,190.25 672.00 17.6% 60.25 1.6% 94% False False 538,338
120 3,862.25 3,190.25 672.00 17.6% 59.50 1.6% 94% False False 448,642
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 14.33
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3,995.50
2.618 3,937.00
1.618 3,901.25
1.000 3,879.25
0.618 3,865.50
HIGH 3,843.50
0.618 3,829.75
0.500 3,825.50
0.382 3,821.50
LOW 3,807.75
0.618 3,785.75
1.000 3,772.00
1.618 3,750.00
2.618 3,714.25
4.250 3,655.75
Fisher Pivots for day following 03-Feb-2021
Pivot 1 day 3 day
R1 3,825.50 3,799.00
PP 3,825.00 3,774.50
S1 3,824.25 3,750.00

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

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