E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 3,808.50 3,793.00 -15.50 -0.4% 3,815.50
High 3,817.75 3,797.75 -20.00 -0.5% 3,820.75
Low 3,786.25 3,741.50 -44.75 -1.2% 3,741.50
Close 3,791.25 3,762.25 -29.00 -0.8% 3,762.25
Range 31.50 56.25 24.75 78.6% 79.25
ATR 50.25 50.68 0.43 0.9% 0.00
Volume 1,170,812 1,703,437 532,625 45.5% 6,432,071
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 3,936.00 3,905.25 3,793.25
R3 3,879.75 3,849.00 3,777.75
R2 3,823.50 3,823.50 3,772.50
R1 3,792.75 3,792.75 3,767.50 3,780.00
PP 3,767.25 3,767.25 3,767.25 3,760.75
S1 3,736.50 3,736.50 3,757.00 3,723.75
S2 3,711.00 3,711.00 3,752.00
S3 3,654.75 3,680.25 3,746.75
S4 3,598.50 3,624.00 3,731.25
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 4,012.50 3,966.75 3,805.75
R3 3,933.25 3,887.50 3,784.00
R2 3,854.00 3,854.00 3,776.75
R1 3,808.25 3,808.25 3,769.50 3,791.50
PP 3,774.75 3,774.75 3,774.75 3,766.50
S1 3,729.00 3,729.00 3,755.00 3,712.25
S2 3,695.50 3,695.50 3,747.75
S3 3,616.25 3,649.75 3,740.50
S4 3,537.00 3,570.50 3,718.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,820.75 3,741.50 79.25 2.1% 41.50 1.1% 26% False True 1,286,414
10 3,824.50 3,652.50 172.00 4.6% 58.50 1.6% 64% False False 1,493,232
20 3,824.50 3,596.00 228.50 6.1% 51.75 1.4% 73% False False 1,287,095
40 3,824.50 3,534.00 290.50 7.7% 47.50 1.3% 79% False False 851,747
60 3,824.50 3,215.75 608.75 16.2% 55.75 1.5% 90% False False 568,949
80 3,824.50 3,190.25 634.25 16.9% 57.75 1.5% 90% False False 427,228
100 3,824.50 3,190.25 634.25 16.9% 60.25 1.6% 90% False False 341,963
120 3,824.50 3,177.75 646.75 17.2% 56.50 1.5% 90% False False 284,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.88
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,036.75
2.618 3,945.00
1.618 3,888.75
1.000 3,854.00
0.618 3,832.50
HIGH 3,797.75
0.618 3,776.25
0.500 3,769.50
0.382 3,763.00
LOW 3,741.50
0.618 3,706.75
1.000 3,685.25
1.618 3,650.50
2.618 3,594.25
4.250 3,502.50
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 3,769.50 3,779.50
PP 3,767.25 3,773.75
S1 3,764.75 3,768.00

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

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