E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 3,867.50 3,818.00 -49.50 -1.3% 3,905.50
High 3,898.00 3,842.25 -55.75 -1.4% 3,934.50
Low 3,813.00 3,720.50 -92.50 -2.4% 3,785.00
Close 3,816.75 3,765.50 -51.25 -1.3% 3,809.25
Range 85.00 121.75 36.75 43.2% 149.50
ATR 64.69 68.76 4.08 6.3% 0.00
Volume 2,203,398 3,192,468 989,070 44.9% 11,615,747
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,141.25 4,075.25 3,832.50
R3 4,019.50 3,953.50 3,799.00
R2 3,897.75 3,897.75 3,787.75
R1 3,831.75 3,831.75 3,776.75 3,804.00
PP 3,776.00 3,776.00 3,776.00 3,762.25
S1 3,710.00 3,710.00 3,754.25 3,682.00
S2 3,654.25 3,654.25 3,743.25
S3 3,532.50 3,588.25 3,732.00
S4 3,410.75 3,466.50 3,698.50
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,291.50 4,199.75 3,891.50
R3 4,142.00 4,050.25 3,850.25
R2 3,992.50 3,992.50 3,836.75
R1 3,900.75 3,900.75 3,823.00 3,872.00
PP 3,843.00 3,843.00 3,843.00 3,828.50
S1 3,751.25 3,751.25 3,795.50 3,722.50
S2 3,693.50 3,693.50 3,781.75
S3 3,544.00 3,601.75 3,768.25
S4 3,394.50 3,452.25 3,727.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,912.00 3,720.50 191.50 5.1% 84.25 2.2% 23% False True 2,348,115
10 3,934.50 3,720.50 214.00 5.7% 80.50 2.1% 21% False True 2,177,313
20 3,959.25 3,720.50 238.75 6.3% 60.00 1.6% 19% False True 1,709,007
40 3,959.25 3,656.50 302.75 8.0% 62.00 1.6% 36% False False 1,632,532
60 3,959.25 3,596.00 363.25 9.6% 57.50 1.5% 47% False False 1,460,754
80 3,959.25 3,447.75 511.50 13.6% 56.25 1.5% 62% False False 1,099,125
100 3,959.25 3,215.75 743.50 19.7% 58.50 1.6% 74% False False 879,705
120 3,959.25 3,190.25 769.00 20.4% 60.25 1.6% 75% False False 733,450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,359.75
2.618 4,161.00
1.618 4,039.25
1.000 3,964.00
0.618 3,917.50
HIGH 3,842.25
0.618 3,795.75
0.500 3,781.50
0.382 3,767.00
LOW 3,720.50
0.618 3,645.25
1.000 3,598.75
1.618 3,523.50
2.618 3,401.75
4.250 3,203.00
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 3,781.50 3,813.50
PP 3,776.00 3,797.50
S1 3,770.75 3,781.50

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

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