E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 3,293.50 3,223.25 -70.25 -2.1% 3,339.50
High 3,311.75 3,259.75 -52.00 -1.6% 3,411.25
Low 3,213.00 3,190.25 -22.75 -0.7% 3,272.50
Close 3,223.00 3,229.75 6.75 0.2% 3,308.00
Range 98.75 69.50 -29.25 -29.6% 138.75
ATR 69.35 69.36 0.01 0.0% 0.00
Volume 1,771 2,233 462 26.1% 6,475
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,435.00 3,402.00 3,268.00
R3 3,365.50 3,332.50 3,248.75
R2 3,296.00 3,296.00 3,242.50
R1 3,263.00 3,263.00 3,236.00 3,279.50
PP 3,226.50 3,226.50 3,226.50 3,235.00
S1 3,193.50 3,193.50 3,223.50 3,210.00
S2 3,157.00 3,157.00 3,217.00
S3 3,087.50 3,124.00 3,210.75
S4 3,018.00 3,054.50 3,191.50
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,746.75 3,666.25 3,384.25
R3 3,608.00 3,527.50 3,346.25
R2 3,469.25 3,469.25 3,333.50
R1 3,388.75 3,388.75 3,320.75 3,359.50
PP 3,330.50 3,330.50 3,330.50 3,316.00
S1 3,250.00 3,250.00 3,295.25 3,221.00
S2 3,191.75 3,191.75 3,282.50
S3 3,053.00 3,111.25 3,269.75
S4 2,914.25 2,972.50 3,231.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,354.25 3,190.25 164.00 5.1% 82.25 2.5% 24% False True 2,690
10 3,411.25 3,190.25 221.00 6.8% 68.50 2.1% 18% False True 1,906
20 3,568.50 3,190.25 378.25 11.7% 75.25 2.3% 10% False True 1,084
40 3,568.50 3,177.75 390.75 12.1% 55.75 1.7% 13% False False 563
60 3,568.50 3,047.00 521.50 16.1% 53.50 1.7% 35% False False 380
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 15.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,555.00
2.618 3,441.75
1.618 3,372.25
1.000 3,329.25
0.618 3,302.75
HIGH 3,259.75
0.618 3,233.25
0.500 3,225.00
0.382 3,216.75
LOW 3,190.25
0.618 3,147.25
1.000 3,120.75
1.618 3,077.75
2.618 3,008.25
4.250 2,895.00
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 3,228.25 3,251.00
PP 3,226.50 3,244.00
S1 3,225.00 3,236.75

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

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