E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 08-Mar-2021
Day Change Summary
Previous Current
05-Mar-2021 08-Mar-2021 Change Change % Previous Week
Open 3,765.50 3,854.75 89.25 2.4% 3,817.25
High 3,850.00 3,878.75 28.75 0.7% 3,912.00
Low 3,728.50 3,796.25 67.75 1.8% 3,720.50
Close 3,839.00 3,819.25 -19.75 -0.5% 3,839.00
Range 121.50 82.50 -39.00 -32.1% 191.50
ATR 72.53 73.24 0.71 1.0% 0.00
Volume 2,948,117 2,198,363 -749,754 -25.4% 11,678,214
Daily Pivots for day following 08-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,079.00 4,031.50 3,864.50
R3 3,996.50 3,949.00 3,842.00
R2 3,914.00 3,914.00 3,834.50
R1 3,866.50 3,866.50 3,826.75 3,849.00
PP 3,831.50 3,831.50 3,831.50 3,822.50
S1 3,784.00 3,784.00 3,811.75 3,766.50
S2 3,749.00 3,749.00 3,804.00
S3 3,666.50 3,701.50 3,796.50
S4 3,584.00 3,619.00 3,774.00
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,398.25 4,310.25 3,944.25
R3 4,206.75 4,118.75 3,891.75
R2 4,015.25 4,015.25 3,874.00
R1 3,927.25 3,927.25 3,856.50 3,971.25
PP 3,823.75 3,823.75 3,823.75 3,846.00
S1 3,735.75 3,735.75 3,821.50 3,779.75
S2 3,632.25 3,632.25 3,804.00
S3 3,440.75 3,544.25 3,786.25
S4 3,249.25 3,352.75 3,733.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,906.50 3,720.50 186.00 4.9% 90.25 2.4% 53% False False 2,436,748
10 3,934.50 3,720.50 214.00 5.6% 91.50 2.4% 46% False False 2,397,804
20 3,959.25 3,720.50 238.75 6.3% 66.00 1.7% 41% False False 1,852,567
40 3,959.25 3,656.50 302.75 7.9% 63.50 1.7% 54% False False 1,675,465
60 3,959.25 3,596.00 363.25 9.5% 59.75 1.6% 61% False False 1,544,765
80 3,959.25 3,497.25 462.00 12.1% 56.25 1.5% 70% False False 1,163,288
100 3,959.25 3,215.75 743.50 19.5% 59.50 1.6% 81% False False 931,140
120 3,959.25 3,190.25 769.00 20.1% 61.00 1.6% 82% False False 776,329
Crabel Price Patterns
NR True
NR4 True
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 21.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,229.50
2.618 4,094.75
1.618 4,012.25
1.000 3,961.25
0.618 3,929.75
HIGH 3,878.75
0.618 3,847.25
0.500 3,837.50
0.382 3,827.75
LOW 3,796.25
0.618 3,745.25
1.000 3,713.75
1.618 3,662.75
2.618 3,580.25
4.250 3,445.50
Fisher Pivots for day following 08-Mar-2021
Pivot 1 day 3 day
R1 3,837.50 3,812.75
PP 3,831.50 3,806.25
S1 3,825.25 3,799.50

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

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