E-mini S&P 500 Future June 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	3,755.75	3,843.00	87.25	2.3%	3,806.75
High	3,840.00	3,868.75	28.75	0.7%	3,901.75
Low	3,718.50	3,786.50	68.00	1.8%	3,710.50
Close	3,829.00	3,809.25	-19.75	-0.5%	3,829.00
Range	121.50	82.25	-39.25	-32.3%	191.25
ATR	72.10	72.82	0.73	1.0%	0.00
Volume	48,444	46,669	-1,775	-3.7%	164,379

Daily Pivots for day following 08-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,068.25	4,021.00	3,854.50
R3	3,986.00	3,938.75	3,831.75
R2	3,903.75	3,903.75	3,824.25
R1	3,856.50	3,856.50	3,816.75	3,839.00
PP	3,821.50	3,821.50	3,821.50	3,812.75
S1	3,774.25	3,774.25	3,801.75	3,756.75
S2	3,739.25	3,739.25	3,794.25
S3	3,657.00	3,692.00	3,786.75
S4	3,574.75	3,609.75	3,764.00

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,387.50	4,299.50	3,934.25
R3	4,196.25	4,108.25	3,881.50
R2	4,005.00	4,005.00	3,864.00
R1	3,917.00	3,917.00	3,846.50	3,961.00
PP	3,813.75	3,813.75	3,813.75	3,835.75
S1	3,725.75	3,725.75	3,811.50	3,769.75
S2	3,622.50	3,622.50	3,794.00
S3	3,431.25	3,534.50	3,776.50
S4	3,240.00	3,343.25	3,723.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,897.00	3,710.50	186.50	4.9%	90.25	2.4%	53%	False	False	38,574
10	3,924.50	3,710.50	214.00	5.6%	91.50	2.4%	46%	False	False	26,455
20	3,948.25	3,710.50	237.75	6.2%	65.50	1.7%	42%	False	False	15,182
40	3,948.25	3,647.50	300.75	7.9%	62.75	1.6%	54%	False	False	9,227
60	3,948.25	3,586.50	361.75	9.5%	59.00	1.5%	62%	False	False	6,474
80	3,948.25	3,488.25	460.00	12.1%	54.75	1.4%	70%	False	False	4,894

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	21.88
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,218.25
2.618	4,084.00
1.618	4,001.75
1.000	3,951.00
0.618	3,919.50
HIGH	3,868.75
0.618	3,837.25
0.500	3,827.50
0.382	3,818.00
LOW	3,786.50
0.618	3,735.75
1.000	3,704.25
1.618	3,653.50
2.618	3,571.25
4.250	3,437.00

Fisher Pivots for day following 08-Mar-2021
Pivot	1 day	3 day
R1	3,827.50	3,802.75
PP	3,821.50	3,796.25
S1	3,815.50	3,789.50

Download as Excel Spreadsheet

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

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