E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 09-Mar-2021
Day Change Summary
Previous Current
08-Mar-2021 09-Mar-2021 Change Change % Previous Week
Open 3,854.75 3,831.25 -23.50 -0.6% 3,817.25
High 3,878.75 3,901.25 22.50 0.6% 3,912.00
Low 3,796.25 3,826.25 30.00 0.8% 3,720.50
Close 3,819.25 3,873.25 54.00 1.4% 3,839.00
Range 82.50 75.00 -7.50 -9.1% 191.50
ATR 73.24 73.87 0.63 0.9% 0.00
Volume 2,198,363 1,704,837 -493,526 -22.4% 11,678,214
Daily Pivots for day following 09-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,092.00 4,057.50 3,914.50
R3 4,017.00 3,982.50 3,894.00
R2 3,942.00 3,942.00 3,887.00
R1 3,907.50 3,907.50 3,880.00 3,924.75
PP 3,867.00 3,867.00 3,867.00 3,875.50
S1 3,832.50 3,832.50 3,866.50 3,849.75
S2 3,792.00 3,792.00 3,859.50
S3 3,717.00 3,757.50 3,852.50
S4 3,642.00 3,682.50 3,832.00
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 3,901.25 3,720.50 180.75 4.7% 97.25 2.5% 85% True False 2,449,436
10 3,934.50 3,720.50 214.00 5.5% 90.00 2.3% 71% False False 2,339,994
20 3,959.25 3,720.50 238.75 6.2% 68.50 1.8% 64% False False 1,889,187
40 3,959.25 3,656.50 302.75 7.8% 64.00 1.7% 72% False False 1,677,600
60 3,959.25 3,596.00 363.25 9.4% 60.00 1.6% 76% False False 1,571,323
80 3,959.25 3,504.50 454.75 11.7% 56.50 1.5% 81% False False 1,184,561
100 3,959.25 3,215.75 743.50 19.2% 60.00 1.5% 88% False False 948,174
120 3,959.25 3,190.25 769.00 19.9% 61.25 1.6% 89% False False 790,522
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 19.95
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,220.00
2.618 4,097.50
1.618 4,022.50
1.000 3,976.25
0.618 3,947.50
HIGH 3,901.25
0.618 3,872.50
0.500 3,863.75
0.382 3,855.00
LOW 3,826.25
0.618 3,780.00
1.000 3,751.25
1.618 3,705.00
2.618 3,630.00
4.250 3,507.50
Fisher Pivots for day following 09-Mar-2021
Pivot 1 day 3 day
R1 3,870.00 3,853.75
PP 3,867.00 3,834.25
S1 3,863.75 3,815.00

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

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