E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 3,340.00 3,321.75 -18.25 -0.5% 3,304.75
High 3,353.75 3,374.75 21.00 0.6% 3,317.75
Low 3,308.50 3,283.25 -25.25 -0.8% 3,190.25
Close 3,325.25 3,343.50 18.25 0.5% 3,278.75
Range 45.25 91.50 46.25 102.2% 127.50
ATR 68.41 70.06 1.65 2.4% 0.00
Volume 2,865 3,066 201 7.0% 18,845
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,608.25 3,567.50 3,393.75
R3 3,516.75 3,476.00 3,368.75
R2 3,425.25 3,425.25 3,360.25
R1 3,384.50 3,384.50 3,352.00 3,405.00
PP 3,333.75 3,333.75 3,333.75 3,344.00
S1 3,293.00 3,293.00 3,335.00 3,313.50
S2 3,242.25 3,242.25 3,326.75
S3 3,150.75 3,201.50 3,318.25
S4 3,059.25 3,110.00 3,293.25
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 3,374.75 3,190.25 184.50 5.5% 71.00 2.1% 83% True False 3,113
10 3,377.50 3,190.25 187.25 5.6% 77.25 2.3% 82% False False 2,800
20 3,568.50 3,190.25 378.25 11.3% 83.00 2.5% 41% False False 1,713
40 3,568.50 3,190.25 378.25 11.3% 58.00 1.7% 41% False False 895
60 3,568.50 3,087.50 481.00 14.4% 54.75 1.6% 53% False False 602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.65
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,763.50
2.618 3,614.25
1.618 3,522.75
1.000 3,466.25
0.618 3,431.25
HIGH 3,374.75
0.618 3,339.75
0.500 3,329.00
0.382 3,318.25
LOW 3,283.25
0.618 3,226.75
1.000 3,191.75
1.618 3,135.25
2.618 3,043.75
4.250 2,894.50
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 3,338.75 3,338.50
PP 3,333.75 3,333.50
S1 3,329.00 3,328.50

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

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