E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 19-Mar-2021
Day Change Summary
Previous Current
18-Mar-2021 19-Mar-2021 Change Change % Previous Week
Open 3,972.00 3,923.75 -48.25 -1.2% 3,945.75
High 3,988.75 3,934.25 -54.50 -1.4% 3,988.75
Low 3,911.00 3,908.00 -3.00 -0.1% 3,908.00
Close 3,916.50 3,912.62 -3.88 -0.1% 3,912.62
Range 77.75 26.25 -51.50 -66.2% 80.75
ATR 65.12 62.35 -2.78 -4.3% 0.00
Volume 335,435 38,581 -296,854 -88.5% 3,076,773
Daily Pivots for day following 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 3,997.00 3,981.00 3,927.00
R3 3,970.75 3,954.75 3,919.75
R2 3,944.50 3,944.50 3,917.50
R1 3,928.50 3,928.50 3,915.00 3,923.50
PP 3,918.25 3,918.25 3,918.25 3,915.75
S1 3,902.25 3,902.25 3,910.25 3,897.25
S2 3,892.00 3,892.00 3,907.75
S3 3,865.75 3,876.00 3,905.50
S4 3,839.50 3,849.75 3,898.25
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,178.75 4,126.50 3,957.00
R3 4,098.00 4,045.75 3,934.75
R2 4,017.25 4,017.25 3,927.50
R1 3,965.00 3,965.00 3,920.00 3,950.75
PP 3,936.50 3,936.50 3,936.50 3,929.25
S1 3,884.25 3,884.25 3,905.25 3,870.00
S2 3,855.75 3,855.75 3,897.75
S3 3,775.00 3,803.50 3,890.50
S4 3,694.25 3,722.75 3,868.25
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 3,908.00 80.75 2.1% 45.50 1.2% 6% False True 615,354
10 3,988.75 3,796.25 192.50 4.9% 54.75 1.4% 60% False False 1,187,381
20 3,988.75 3,720.50 268.25 6.9% 71.75 1.8% 72% False False 1,758,388
40 3,988.75 3,656.50 332.25 8.5% 65.00 1.7% 77% False False 1,623,297
60 3,988.75 3,651.00 337.75 8.6% 59.75 1.5% 77% False False 1,493,132
80 3,988.75 3,537.75 451.00 11.5% 56.25 1.4% 83% False False 1,283,505
100 3,988.75 3,215.75 773.00 19.8% 59.75 1.5% 90% False False 1,027,757
120 3,988.75 3,215.75 773.00 19.8% 59.25 1.5% 90% False False 856,752
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15.65
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4,045.75
2.618 4,003.00
1.618 3,976.75
1.000 3,960.50
0.618 3,950.50
HIGH 3,934.25
0.618 3,924.25
0.500 3,921.00
0.382 3,918.00
LOW 3,908.00
0.618 3,891.75
1.000 3,881.75
1.618 3,865.50
2.618 3,839.25
4.250 3,796.50
Fisher Pivots for day following 19-Mar-2021
Pivot 1 day 3 day
R1 3,921.00 3,948.50
PP 3,918.25 3,936.50
S1 3,915.50 3,924.50

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

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