E-mini S&P 500 Future March 2021

Trading Metrics calculated at close of trading on 16-Feb-2021

Day Change Summary
	Previous	Current
	12-Feb-2021	16-Feb-2021	Change	Change %	Previous Week
Open	3,905.25	3,936.50	31.25	0.8%	3,889.00
High	3,936.25	3,959.25	23.00	0.6%	3,936.25
Low	3,890.25	3,918.75	28.50	0.7%	3,878.25
Close	3,931.00	3,927.75	-3.25	-0.1%	3,931.00
Range	46.00	40.50	-5.50	-12.0%	58.00
ATR	54.60	53.59	-1.01	-1.8%	0.00
Volume	1,050,298	1,450,425	400,127	38.1%	5,761,535

Daily Pivots for day following 16-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,056.75	4,032.75	3,950.00
R3	4,016.25	3,992.25	3,939.00
R2	3,975.75	3,975.75	3,935.25
R1	3,951.75	3,951.75	3,931.50	3,943.50
PP	3,935.25	3,935.25	3,935.25	3,931.00
S1	3,911.25	3,911.25	3,924.00	3,903.00
S2	3,894.75	3,894.75	3,920.25
S3	3,854.25	3,870.75	3,916.50
S4	3,813.75	3,830.25	3,905.50

Weekly Pivots for week ending 12-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,089.25	4,068.00	3,963.00
R3	4,031.25	4,010.00	3,947.00
R2	3,973.25	3,973.25	3,941.75
R1	3,952.00	3,952.00	3,936.25	3,962.50
PP	3,915.25	3,915.25	3,915.25	3,920.50
S1	3,894.00	3,894.00	3,925.75	3,904.50
S2	3,857.25	3,857.25	3,920.25
S3	3,799.25	3,836.00	3,915.00
S4	3,741.25	3,778.00	3,899.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,959.25	3,878.25	81.00	2.1%	38.25	1.0%	61%	True	False	1,247,904
10	3,959.25	3,760.00	199.25	5.1%	41.50	1.1%	84%	True	False	1,219,269
20	3,959.25	3,656.50	302.75	7.7%	59.00	1.5%	90%	True	False	1,452,484
40	3,959.25	3,596.00	363.25	9.2%	55.25	1.4%	91%	True	False	1,371,740
60	3,959.25	3,534.00	425.25	10.8%	51.25	1.3%	93%	True	False	1,053,293
80	3,959.25	3,215.75	743.50	18.9%	56.50	1.4%	96%	True	False	790,808
100	3,959.25	3,190.25	769.00	19.6%	58.00	1.5%	96%	True	False	633,060
120	3,959.25	3,190.25	769.00	19.6%	60.00	1.5%	96%	True	False	527,700

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	True
Stretch	11.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,131.50
2.618	4,065.25
1.618	4,024.75
1.000	3,999.75
0.618	3,984.25
HIGH	3,959.25
0.618	3,943.75
0.500	3,939.00
0.382	3,934.25
LOW	3,918.75
0.618	3,893.75
1.000	3,878.25
1.618	3,853.25
2.618	3,812.75
4.250	3,746.50

Fisher Pivots for day following 16-Feb-2021
Pivot	1 day	3 day
R1	3,939.00	3,925.75
PP	3,935.25	3,923.75
S1	3,931.50	3,922.00

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

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