E-mini S&P 500 Future June 2021

Trading Metrics calculated at close of trading on 03-Mar-2021

Day Change Summary
	Previous	Current
	02-Mar-2021	03-Mar-2021	Change	Change %	Previous Week
Open	3,892.00	3,859.50	-32.50	-0.8%	3,894.25
High	3,897.00	3,888.00	-9.00	-0.2%	3,924.50
Low	3,855.25	3,803.50	-51.75	-1.3%	3,775.00
Close	3,857.75	3,806.75	-51.00	-1.3%	3,799.00
Range	41.75	84.50	42.75	102.4%	149.50
ATR	62.64	64.20	1.56	2.5%	0.00
Volume	25,077	28,742	3,665	14.6%	56,845

Daily Pivots for day following 03-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,086.25	4,031.00	3,853.25
R3	4,001.75	3,946.50	3,830.00
R2	3,917.25	3,917.25	3,822.25
R1	3,862.00	3,862.00	3,814.50	3,847.50
PP	3,832.75	3,832.75	3,832.75	3,825.50
S1	3,777.50	3,777.50	3,799.00	3,763.00
S2	3,748.25	3,748.25	3,791.25
S3	3,663.75	3,693.00	3,783.50
S4	3,579.25	3,608.50	3,760.25

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,281.25	4,189.75	3,881.25
R3	4,131.75	4,040.25	3,840.00
R2	3,982.25	3,982.25	3,826.50
R1	3,890.75	3,890.75	3,812.75	3,861.75
PP	3,832.75	3,832.75	3,832.75	3,818.50
S1	3,741.25	3,741.25	3,785.25	3,712.25
S2	3,683.25	3,683.25	3,771.50
S3	3,533.75	3,591.75	3,758.00
S4	3,384.25	3,442.25	3,716.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,924.50	3,775.00	149.50	3.9%	84.50	2.2%	21%	False	False	19,370
10	3,926.00	3,775.00	151.00	4.0%	73.75	1.9%	21%	False	False	14,528
20	3,948.25	3,775.00	173.25	4.6%	55.00	1.4%	18%	False	False	9,001
40	3,948.25	3,647.50	300.75	7.9%	59.75	1.6%	53%	False	False	5,949
60	3,948.25	3,586.50	361.75	9.5%	55.25	1.5%	61%	False	False	4,177
80	3,948.25	3,411.50	536.75	14.1%	54.50	1.4%	74%	False	False	3,165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	16.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,247.00
2.618	4,109.25
1.618	4,024.75
1.000	3,972.50
0.618	3,940.25
HIGH	3,888.00
0.618	3,855.75
0.500	3,845.75
0.382	3,835.75
LOW	3,803.50
0.618	3,751.25
1.000	3,719.00
1.618	3,666.75
2.618	3,582.25
4.250	3,444.50

Fisher Pivots for day following 03-Mar-2021
Pivot	1 day	3 day
R1	3,845.75	3,852.50
PP	3,832.75	3,837.25
S1	3,819.75	3,822.00

Download as Excel Spreadsheet

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

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