E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 3,877.50 3,920.00 42.50 1.1% 3,825.00
High 3,938.25 3,928.00 -10.25 -0.3% 3,938.25
Low 3,873.50 3,891.00 17.50 0.5% 3,777.25
Close 3,917.25 3,922.50 5.25 0.1% 3,922.50
Range 64.75 37.00 -27.75 -42.9% 161.00
ATR 70.80 68.39 -2.41 -3.4% 0.00
Volume 164 216 52 31.7% 722
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,024.75 4,010.75 3,942.75
R3 3,987.75 3,973.75 3,932.75
R2 3,950.75 3,950.75 3,929.25
R1 3,936.75 3,936.75 3,926.00 3,943.75
PP 3,913.75 3,913.75 3,913.75 3,917.50
S1 3,899.75 3,899.75 3,919.00 3,906.75
S2 3,876.75 3,876.75 3,915.75
S3 3,839.75 3,862.75 3,912.25
S4 3,802.75 3,825.75 3,902.25
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,362.25 4,303.50 4,011.00
R3 4,201.25 4,142.50 3,966.75
R2 4,040.25 4,040.25 3,952.00
R1 3,981.50 3,981.50 3,937.25 4,011.00
PP 3,879.25 3,879.25 3,879.25 3,894.00
S1 3,820.50 3,820.50 3,907.75 3,850.00
S2 3,718.25 3,718.25 3,893.00
S3 3,557.25 3,659.50 3,878.25
S4 3,396.25 3,498.50 3,834.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,938.25 3,777.25 161.00 4.1% 63.00 1.6% 90% False False 144
10 3,938.25 3,701.50 236.75 6.0% 77.75 2.0% 93% False False 156
20 3,938.25 3,701.50 236.75 6.0% 70.00 1.8% 93% False False 132
40 3,938.25 3,639.25 299.00 7.6% 62.50 1.6% 95% False False 100
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.53
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,085.25
2.618 4,024.75
1.618 3,987.75
1.000 3,965.00
0.618 3,950.75
HIGH 3,928.00
0.618 3,913.75
0.500 3,909.50
0.382 3,905.25
LOW 3,891.00
0.618 3,868.25
1.000 3,854.00
1.618 3,831.25
2.618 3,794.25
4.250 3,733.75
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 3,918.25 3,911.00
PP 3,913.75 3,899.50
S1 3,909.50 3,888.00

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

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