E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 3,351.25 3,354.25 3.00 0.1% 3,325.00
High 3,360.50 3,362.75 2.25 0.1% 3,363.50
Low 3,332.75 3,350.75 18.00 0.5% 3,301.50
Close 3,342.50 3,359.25 16.75 0.5% 3,342.50
Range 27.75 12.00 -15.75 -56.8% 62.00
ATR 44.31 42.59 -1.72 -3.9% 0.00
Volume 1 9 8 800.0% 154
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,393.50 3,388.50 3,365.75
R3 3,381.50 3,376.50 3,362.50
R2 3,369.50 3,369.50 3,361.50
R1 3,364.50 3,364.50 3,360.25 3,367.00
PP 3,357.50 3,357.50 3,357.50 3,359.00
S1 3,352.50 3,352.50 3,358.25 3,355.00
S2 3,345.50 3,345.50 3,357.00
S3 3,333.50 3,340.50 3,356.00
S4 3,321.50 3,328.50 3,352.75
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,521.75 3,494.25 3,376.50
R3 3,459.75 3,432.25 3,359.50
R2 3,397.75 3,397.75 3,353.75
R1 3,370.25 3,370.25 3,348.25 3,384.00
PP 3,335.75 3,335.75 3,335.75 3,342.75
S1 3,308.25 3,308.25 3,336.75 3,322.00
S2 3,273.75 3,273.75 3,331.25
S3 3,211.75 3,246.25 3,325.50
S4 3,149.75 3,184.25 3,308.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,363.50 3,301.50 62.00 1.8% 35.00 1.0% 93% False False 29
10 3,363.50 3,254.00 109.50 3.3% 32.50 1.0% 96% False False 25
20 3,363.50 3,173.00 190.50 5.7% 39.25 1.2% 98% False False 22
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.85
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 3,413.75
2.618 3,394.25
1.618 3,382.25
1.000 3,374.75
0.618 3,370.25
HIGH 3,362.75
0.618 3,358.25
0.500 3,356.75
0.382 3,355.25
LOW 3,350.75
0.618 3,343.25
1.000 3,338.75
1.618 3,331.25
2.618 3,319.25
4.250 3,299.75
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 3,358.50 3,355.50
PP 3,357.50 3,351.75
S1 3,356.75 3,348.00

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

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