E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 08-Feb-2021

Day Change Summary
	Previous	Current
	05-Feb-2021	08-Feb-2021	Change	Change %	Previous Week
Open	3,864.25	3,889.00	24.75	0.6%	3,692.25
High	3,888.25	3,911.25	23.00	0.6%	3,888.25
Low	3,860.00	3,885.50	25.50	0.7%	3,656.50
Close	3,880.25	3,908.00	27.75	0.7%	3,880.25
Range	28.25	25.75	-2.50	-8.8%	231.75
ATR	62.49	60.24	-2.25	-3.6%	0.00
Volume	1,138,874	972,437	-166,437	-14.6%	6,668,131

Daily Pivots for day following 08-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	3,978.75	3,969.25	3,922.25
R3	3,953.00	3,943.50	3,915.00
R2	3,927.25	3,927.25	3,912.75
R1	3,917.75	3,917.75	3,910.25	3,922.50
PP	3,901.50	3,901.50	3,901.50	3,904.00
S1	3,892.00	3,892.00	3,905.75	3,896.75
S2	3,875.75	3,875.75	3,903.25
S3	3,850.00	3,866.25	3,901.00
S4	3,824.25	3,840.50	3,893.75

Weekly Pivots for week ending 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,503.50	4,423.75	4,007.75
R3	4,271.75	4,192.00	3,944.00
R2	4,040.00	4,040.00	3,922.75
R1	3,960.25	3,960.25	3,901.50	4,000.00
PP	3,808.25	3,808.25	3,808.25	3,828.25
S1	3,728.50	3,728.50	3,859.00	3,768.50
S2	3,576.50	3,576.50	3,837.75
S3	3,344.75	3,496.75	3,816.50
S4	3,113.00	3,265.00	3,752.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,911.25	3,760.00	151.25	3.9%	44.75	1.1%	98%	True	False	1,190,634
10	3,911.25	3,656.50	254.75	6.5%	74.25	1.9%	99%	True	False	1,622,677
20	3,911.25	3,656.50	254.75	6.5%	59.75	1.5%	99%	True	False	1,466,013
40	3,911.25	3,596.00	315.25	8.1%	56.00	1.4%	99%	True	False	1,412,391
60	3,911.25	3,504.50	406.75	10.4%	52.50	1.3%	99%	True	False	949,686
80	3,911.25	3,215.75	695.50	17.8%	57.75	1.5%	100%	True	False	712,921
100	3,911.25	3,190.25	721.00	18.4%	59.75	1.5%	100%	True	False	570,789
120	3,911.25	3,190.25	721.00	18.4%	59.75	1.5%	100%	True	False	475,706

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	14.75
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4,020.75
2.618	3,978.75
1.618	3,953.00
1.000	3,937.00
0.618	3,927.25
HIGH	3,911.25
0.618	3,901.50
0.500	3,898.50
0.382	3,895.25
LOW	3,885.50
0.618	3,869.50
1.000	3,859.75
1.618	3,843.75
2.618	3,818.00
4.250	3,776.00

Fisher Pivots for day following 08-Feb-2021
Pivot	1 day	3 day
R1	3,904.75	3,892.50
PP	3,901.50	3,876.75
S1	3,898.50	3,861.25

Download as Excel Spreadsheet

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

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