E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 18-Mar-2021
Day Change Summary
Previous Current
17-Mar-2021 18-Mar-2021 Change Change % Previous Week
Open 3,967.50 3,972.00 4.50 0.1% 3,854.75
High 3,983.75 3,988.75 5.00 0.1% 3,958.50
Low 3,935.25 3,911.00 -24.25 -0.6% 3,796.25
Close 3,974.00 3,916.50 -57.50 -1.4% 3,942.25
Range 48.50 77.75 29.25 60.3% 162.25
ATR 64.15 65.12 0.97 1.5% 0.00
Volume 520,411 335,435 -184,976 -35.5% 8,797,039
Daily Pivots for day following 18-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,172.00 4,122.00 3,959.25
R3 4,094.25 4,044.25 3,938.00
R2 4,016.50 4,016.50 3,930.75
R1 3,966.50 3,966.50 3,923.75 3,952.50
PP 3,938.75 3,938.75 3,938.75 3,931.75
S1 3,888.75 3,888.75 3,909.25 3,875.00
S2 3,861.00 3,861.00 3,902.25
S3 3,783.25 3,811.00 3,895.00
S4 3,705.50 3,733.25 3,873.75
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,385.75 4,326.25 4,031.50
R3 4,223.50 4,164.00 3,986.75
R2 4,061.25 4,061.25 3,972.00
R1 4,001.75 4,001.75 3,957.00 4,031.50
PP 3,899.00 3,899.00 3,899.00 3,914.00
S1 3,839.50 3,839.50 3,927.50 3,869.25
S2 3,736.75 3,736.75 3,912.50
S3 3,574.50 3,677.25 3,897.75
S4 3,412.25 3,515.00 3,853.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,988.75 3,910.25 78.50 2.0% 47.75 1.2% 8% True False 897,415
10 3,988.75 3,728.50 260.25 6.6% 64.25 1.6% 72% True False 1,478,334
20 3,988.75 3,720.50 268.25 6.8% 72.50 1.9% 73% True False 1,827,824
40 3,988.75 3,656.50 332.25 8.5% 65.00 1.7% 78% True False 1,649,039
60 3,988.75 3,596.00 392.75 10.0% 61.25 1.6% 82% True False 1,523,116
80 3,988.75 3,534.00 454.75 11.6% 56.50 1.4% 84% True False 1,283,192
100 3,988.75 3,215.75 773.00 19.7% 59.75 1.5% 91% True False 1,027,376
120 3,988.75 3,198.50 790.25 20.2% 59.75 1.5% 91% True False 856,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,319.25
2.618 4,192.25
1.618 4,114.50
1.000 4,066.50
0.618 4,036.75
HIGH 3,988.75
0.618 3,959.00
0.500 3,950.00
0.382 3,940.75
LOW 3,911.00
0.618 3,863.00
1.000 3,833.25
1.618 3,785.25
2.618 3,707.50
4.250 3,580.50
Fisher Pivots for day following 18-Mar-2021
Pivot 1 day 3 day
R1 3,950.00 3,950.00
PP 3,938.75 3,938.75
S1 3,927.50 3,927.50

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

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