E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 3,223.25 3,240.25 17.00 0.5% 3,304.75
High 3,259.75 3,287.25 27.50 0.8% 3,317.75
Low 3,190.25 3,198.50 8.25 0.3% 3,190.25
Close 3,229.75 3,278.75 49.00 1.5% 3,278.75
Range 69.50 88.75 19.25 27.7% 127.50
ATR 69.36 70.74 1.39 2.0% 0.00
Volume 2,233 6,624 4,391 196.6% 18,845
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,521.00 3,488.75 3,327.50
R3 3,432.25 3,400.00 3,303.25
R2 3,343.50 3,343.50 3,295.00
R1 3,311.25 3,311.25 3,287.00 3,327.50
PP 3,254.75 3,254.75 3,254.75 3,263.00
S1 3,222.50 3,222.50 3,270.50 3,238.50
S2 3,166.00 3,166.00 3,262.50
S3 3,077.25 3,133.75 3,254.25
S4 2,988.50 3,045.00 3,230.00
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,644.75 3,589.25 3,349.00
R3 3,517.25 3,461.75 3,313.75
R2 3,389.75 3,389.75 3,302.00
R1 3,334.25 3,334.25 3,290.50 3,298.25
PP 3,262.25 3,262.25 3,262.25 3,244.25
S1 3,206.75 3,206.75 3,267.00 3,170.75
S2 3,134.75 3,134.75 3,255.50
S3 3,007.25 3,079.25 3,243.75
S4 2,879.75 2,951.75 3,208.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,317.75 3,190.25 127.50 3.9% 83.75 2.6% 69% False False 3,769
10 3,411.25 3,190.25 221.00 6.7% 70.75 2.2% 40% False False 2,532
20 3,568.50 3,190.25 378.25 11.5% 78.25 2.4% 23% False False 1,411
40 3,568.50 3,190.25 378.25 11.5% 56.25 1.7% 23% False False 728
60 3,568.50 3,081.75 486.75 14.8% 54.25 1.7% 40% False False 491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 16.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,664.50
2.618 3,519.50
1.618 3,430.75
1.000 3,376.00
0.618 3,342.00
HIGH 3,287.25
0.618 3,253.25
0.500 3,243.00
0.382 3,232.50
LOW 3,198.50
0.618 3,143.75
1.000 3,109.75
1.618 3,055.00
2.618 2,966.25
4.250 2,821.25
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 3,266.75 3,269.50
PP 3,254.75 3,260.25
S1 3,243.00 3,251.00

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

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