E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 10-Feb-2021
Day Change Summary
Previous Current
09-Feb-2021 10-Feb-2021 Change Change % Previous Week
Open 3,910.50 3,912.25 1.75 0.0% 3,692.25
High 3,913.25 3,928.50 15.25 0.4% 3,888.25
Low 3,895.00 3,878.25 -16.75 -0.4% 3,656.50
Close 3,905.50 3,903.00 -2.50 -0.1% 3,880.25
Range 18.25 50.25 32.00 175.3% 231.75
ATR 57.24 56.74 -0.50 -0.9% 0.00
Volume 881,922 1,560,824 678,902 77.0% 6,668,131
Daily Pivots for day following 10-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,054.00 4,028.75 3,930.75
R3 4,003.75 3,978.50 3,916.75
R2 3,953.50 3,953.50 3,912.25
R1 3,928.25 3,928.25 3,907.50 3,915.75
PP 3,903.25 3,903.25 3,903.25 3,897.00
S1 3,878.00 3,878.00 3,898.50 3,865.50
S2 3,853.00 3,853.00 3,893.75
S3 3,802.75 3,827.75 3,889.25
S4 3,752.50 3,777.50 3,875.25
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 3,928.50 3,811.25 117.25 3.0% 36.25 0.9% 78% True False 1,138,092
10 3,928.50 3,656.50 272.00 7.0% 62.50 1.6% 91% True False 1,492,504
20 3,928.50 3,656.50 272.00 7.0% 59.00 1.5% 91% True False 1,462,718
40 3,928.50 3,596.00 332.50 8.5% 55.50 1.4% 92% True False 1,419,411
60 3,928.50 3,509.50 419.00 10.7% 51.75 1.3% 94% True False 990,299
80 3,928.50 3,215.75 712.75 18.3% 57.25 1.5% 96% True False 743,396
100 3,928.50 3,190.25 738.25 18.9% 59.25 1.5% 97% True False 595,187
120 3,928.50 3,190.25 738.25 18.9% 60.00 1.5% 97% True False 496,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,142.00
2.618 4,060.00
1.618 4,009.75
1.000 3,978.75
0.618 3,959.50
HIGH 3,928.50
0.618 3,909.25
0.500 3,903.50
0.382 3,897.50
LOW 3,878.25
0.618 3,847.25
1.000 3,828.00
1.618 3,797.00
2.618 3,746.75
4.250 3,664.75
Fisher Pivots for day following 10-Feb-2021
Pivot 1 day 3 day
R1 3,903.50 3,903.50
PP 3,903.25 3,903.25
S1 3,903.00 3,903.00

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

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